| Metric | 6250374:bchusd:triple_gx:lsma170_95_45 | 6250374:BCHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 96.08% | 23.2% |
| Max Drawdown | -30.74% | -56.82% |
| Sharpe | 1.41 | 0.61 |
| Sortino | 2.2 | 0.92 |
| Payoff Ratio | 1.16 | 1.07 |
| Profit Factor | 1.38 | 1.09 |
| Common Sense Ratio | 1.9 | 1.2 |
| CPC Index | 0.87 | 0.59 |
| Tail Ratio | 1.37 | 1.1 |
| Outlier Win Ratio | 11.74 | 3.17 |
| Outlier Loss Ratio | 3.1 | 3.17 |
| Volatility (ann.) | 48.94% | 76.72% |
| R^2 | 0.41 | 0.41 |
| Calmar | 2.51 | 0.34 |
| Skew | 0.38 | 0.47 |
| Kurtosis | 5.98 | 2.74 |
| Expected Daily % | 0.16% | 0.05% |
| Expected Monthly % | 4.59% | 1.4% |
| Expected Yearly % | 40.03% | 10.99% |
| Kelly Criterion | 14.46% | 3.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.02% | -6.48% |
| Expected Shortfall (cVaR) | -4.02% | -6.48% |
| Year | 6250374:BCHUSD | 6250374:bchusd:triple_gx:lsma170_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 66.63 | -26.28 | + |
| 2025 | 26.40 | 17.68 | 0.67 | - |
| Metric | 6250374:bchusd:triple_gx:lsma170_95_45 | 6250374:BCHUSD |
|---|---|---|
| MTD | -1.09% | 8.37% |
| 3M | 41.0% | 63.68% |
| 6M | 17.68% | 12.0% |
| YTD | 17.68% | 26.4% |
| 1Y | 63.4% | 39.98% |
| 3Y (ann.) | 77.11% | 19.37% |
| 5Y (ann.) | 77.11% | 19.37% |
| Metric | 6250374:bchusd:triple_gx:lsma170_95_45 | 6250374:BCHUSD |
|---|---|---|
| Max Drawdown | -30.74% | -56.82% |
| Longest DD Days | 199.0 | 223.0 |
| Avg. Drawdown | -8.18% | -20.64% |
| Avg. Drawdown Days | 25.0 | 83.0 |
| Recovery Factor | 3.13 | 0.41 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-06-26 | -30.74 | 199 |
| 2024-07-30 | 2024-11-10 | -29.50 | 103 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-07-22 | 2024-07-28 | -9.91 | 6 |
| 2024-07-07 | 2024-07-11 | -8.82 | 4 |
| 2024-07-16 | 2024-07-21 | -6.24 | 5 |
| 2025-07-03 | 2025-07-20 | -5.28 | 17 |
| 2024-11-25 | 2024-11-27 | -4.62 | 2 |
| 2025-06-28 | 2025-06-30 | -2.70 | 2 |
| 2024-12-07 | 2024-12-08 | -1.85 | 1 |
| Metric | 6250374:bchusd:triple_gx:lsma170_95_45 | 6250374:BCHUSD |
|---|---|---|
| Best Day | 12.94% | 22.28% |
| Worst Day | -11.28% | -11.3% |
| Best Week | 19.52% | 23.18% |
| Worst Week | -14.75% | -24.88% |
| Best Month | 47.03% | 47.03% |
| Worst Month | -16.11% | -25.58% |
| Best Year | 66.63% | 26.4% |
| Worst Year | 17.68% | -2.54% |
| Avg. Up Day | 3.42% | 3.43% |
| Avg. Down Day | -2.95% | -3.21% |
| Avg. Up Week | 8.03% | 8.42% |
| Avg. Down Week | -5.5% | -9.65% |
| Avg. Up Month | 19.62% | 19.06% |
| Avg. Down Month | -11.65% | -17.2% |
| Win Days % | 54.09% | 50.35% |
| Win Month % | 63.64% | 60.0% |
| Win Week % | 62.07% | 54.69% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |