| Metric | 6249311:bchusd:triple_gx:lsma230_55_45 | 6249311:BCHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 414.64% | 180.55% |
| Max Drawdown | -30.18% | -61.28% |
| Sharpe | 1.15 | 0.78 |
| Sortino | 2.6 | 1.35 |
| Payoff Ratio | 1.46 | 1.27 |
| Profit Factor | 1.53 | 1.14 |
| Common Sense Ratio | 1.84 | 1.26 |
| CPC Index | 1.1 | 0.72 |
| Tail Ratio | 1.2 | 1.11 |
| Outlier Win Ratio | 19.3 | 3.75 |
| Outlier Loss Ratio | 3.65 | 3.18 |
| Volatility (ann.) | 57.4% | 88.0% |
| R^2 | 0.42 | 0.42 |
| Calmar | 2.25 | 0.63 |
| Skew | 8.66 | 2.68 |
| Kurtosis | 149.13 | 27.85 |
| Expected Daily % | 0.14% | 0.09% |
| Expected Monthly % | 4.29% | 2.68% |
| Expected Yearly % | 50.62% | 29.42% |
| Kelly Criterion | 14.23% | 10.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.76% | -7.39% |
| Expected Shortfall (cVaR) | -4.76% | -7.39% |
| Year | 6249311:BCHUSD | 6249311:bchusd:triple_gx:lsma230_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -50.36 | 8.56 | -0.17 | + |
| 2023 | 167.55 | 160.68 | 0.96 | - |
| 2024 | 67.12 | 123.64 | 1.84 | + |
| 2025 | 26.40 | -18.68 | -0.71 | - |
| Metric | 6249311:bchusd:triple_gx:lsma230_55_45 | 6249311:BCHUSD |
|---|---|---|
| MTD | -1.43% | 8.37% |
| 3M | 5.29% | 63.68% |
| 6M | -18.68% | 12.0% |
| YTD | -18.68% | 26.4% |
| 1Y | 12.47% | 39.98% |
| 3Y (ann.) | 73.35% | 62.16% |
| 5Y (ann.) | 67.97% | 38.62% |
| Metric | 6249311:bchusd:triple_gx:lsma230_55_45 | 6249311:BCHUSD |
|---|---|---|
| Max Drawdown | -30.18% | -61.28% |
| Longest DD Days | 225.0 | 469.0 |
| Avg. Drawdown | -10.55% | -24.82% |
| Avg. Drawdown Days | 56.0 | 126.0 |
| Recovery Factor | 13.74 | 2.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -30.18 | 225 |
| 2024-03-03 | 2024-07-15 | -28.53 | 134 |
| 2023-02-05 | 2023-06-23 | -25.95 | 138 |
| 2024-07-16 | 2024-11-11 | -25.77 | 118 |
| 2022-05-25 | 2022-11-22 | -14.63 | 181 |
| 2023-12-31 | 2024-01-11 | -14.07 | 11 |
| 2023-07-01 | 2023-12-27 | -12.73 | 179 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-01-12 | 2024-03-02 | -11.07 | 50 |
| 2023-06-25 | 2023-06-26 | -8.71 | 1 |
| Metric | 6249311:bchusd:triple_gx:lsma230_55_45 | 6249311:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -14.9% | -14.9% |
| Best Week | 66.98% | 68.7% |
| Worst Week | -14.75% | -27.44% |
| Best Month | 136.76% | 168.57% |
| Worst Month | -16.11% | -49.49% |
| Best Year | 160.68% | 167.55% |
| Worst Year | -18.68% | -50.36% |
| Avg. Up Day | 3.85% | 3.86% |
| Avg. Down Day | -2.63% | -3.05% |
| Avg. Up Week | 11.58% | 14.91% |
| Avg. Down Week | -5.23% | -9.32% |
| Avg. Up Month | 34.96% | 60.29% |
| Avg. Down Month | -7.91% | -10.85% |
| Win Days % | 49.06% | 50.04% |
| Win Month % | 51.85% | 48.72% |
| Win Week % | 49.28% | 50.3% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 75.0% |