| Metric | 6250366:bchusd:triple_gx:lsma175_95_45 | 6250366:BCHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 1,082.76% | 49.60% |
| Max Drawdown | -30.74% | -76.64% |
| Sharpe | 1.45 | 0.56 |
| Sortino | 2.97 | 0.92 |
| Payoff Ratio | 1.4 | 1.2 |
| Profit Factor | 1.53 | 1.09 |
| Common Sense Ratio | 2.05 | 1.14 |
| CPC Index | 1.11 | 0.66 |
| Tail Ratio | 1.34 | 1.04 |
| Outlier Win Ratio | 14.9 | 4.26 |
| Outlier Loss Ratio | 3.52 | 3.37 |
| Volatility (ann.) | 64.66% | 88.64% |
| R^2 | 0.54 | 0.54 |
| Calmar | 3.58 | 0.17 |
| Skew | 6.01 | 2.43 |
| Kurtosis | 90.17 | 26.17 |
| Expected Daily % | 0.2% | 0.03% |
| Expected Monthly % | 6.21% | 0.99% |
| Expected Yearly % | 85.45% | 10.59% |
| Kelly Criterion | 17.09% | 8.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.31% | -7.5% |
| Expected Shortfall (cVaR) | -5.31% | -7.5% |
| Year | 6250366:BCHUSD | 6250366:bchusd:triple_gx:lsma175_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -73.53 | -13.75 | 0.19 | + |
| 2023 | 167.55 | 244.82 | 1.46 | + |
| 2024 | 67.12 | 237.95 | 3.55 | + |
| 2025 | 26.40 | 17.68 | 0.67 | - |
| Metric | 6250366:bchusd:triple_gx:lsma175_95_45 | 6250366:BCHUSD |
|---|---|---|
| MTD | -1.09% | 8.37% |
| 3M | 41.0% | 63.68% |
| 6M | 17.68% | 12.0% |
| YTD | 17.68% | 26.4% |
| 1Y | 61.99% | 39.98% |
| 3Y (ann.) | 148.76% | 62.16% |
| 5Y (ann.) | 110.17% | 12.87% |
| Metric | 6250366:bchusd:triple_gx:lsma175_95_45 | 6250366:BCHUSD |
|---|---|---|
| Max Drawdown | -30.74% | -76.64% |
| Longest DD Days | 298.0 | 701.0 |
| Avg. Drawdown | -9.42% | -26.62% |
| Avg. Drawdown Days | 43.0 | 172.0 |
| Recovery Factor | 35.22 | 0.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-06-26 | -30.74 | 199 |
| 2024-07-30 | 2024-11-10 | -29.50 | 103 |
| 2022-04-25 | 2023-02-17 | -29.32 | 298 |
| 2024-03-03 | 2024-03-27 | -28.53 | 24 |
| 2023-07-01 | 2024-03-02 | -24.39 | 245 |
| 2024-04-01 | 2024-07-06 | -12.65 | 96 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-07-22 | 2024-07-28 | -9.91 | 6 |
| 2023-03-20 | 2023-06-16 | -8.97 | 88 |
| 2024-07-07 | 2024-07-11 | -8.82 | 4 |
| Metric | 6250366:bchusd:triple_gx:lsma175_95_45 | 6250366:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -16.27% | -18.65% |
| Best Week | 68.7% | 68.7% |
| Worst Week | -14.75% | -27.44% |
| Best Month | 193.09% | 168.57% |
| Worst Month | -17.99% | -49.49% |
| Best Year | 244.82% | 167.55% |
| Worst Year | -13.75% | -73.53% |
| Avg. Up Day | 3.91% | 3.93% |
| Avg. Down Day | -2.81% | -3.26% |
| Avg. Up Week | 11.95% | 12.74% |
| Avg. Down Week | -4.67% | -8.11% |
| Avg. Up Month | 38.48% | 41.47% |
| Avg. Down Month | -8.93% | -22.16% |
| Win Days % | 51.71% | 49.92% |
| Win Month % | 61.29% | 46.34% |
| Win Week % | 54.32% | 48.88% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |