| Metric | 6250375:bchusd:triple_gx:lsma180_95_45 | 6250375:BCHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 90.75% | 23.2% |
| Max Drawdown | -30.74% | -56.82% |
| Sharpe | 1.36 | 0.61 |
| Sortino | 2.12 | 0.92 |
| Payoff Ratio | 1.16 | 1.08 |
| Profit Factor | 1.37 | 1.09 |
| Common Sense Ratio | 1.87 | 1.2 |
| CPC Index | 0.84 | 0.6 |
| Tail Ratio | 1.37 | 1.1 |
| Outlier Win Ratio | 11.66 | 3.17 |
| Outlier Loss Ratio | 3.19 | 3.17 |
| Volatility (ann.) | 48.99% | 76.72% |
| R^2 | 0.41 | 0.41 |
| Calmar | 2.38 | 0.34 |
| Skew | 0.38 | 0.47 |
| Kurtosis | 5.96 | 2.74 |
| Expected Daily % | 0.15% | 0.05% |
| Expected Monthly % | 4.4% | 1.4% |
| Expected Yearly % | 38.11% | 10.99% |
| Kelly Criterion | 12.13% | 4.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.03% | -6.48% |
| Expected Shortfall (cVaR) | -4.03% | -6.48% |
| Year | 6250375:BCHUSD | 6250375:bchusd:triple_gx:lsma180_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 66.25 | -26.13 | + |
| 2025 | 26.40 | 14.73 | 0.56 | - |
| Metric | 6250375:bchusd:triple_gx:lsma180_95_45 | 6250375:BCHUSD |
|---|---|---|
| MTD | -1.85% | 8.37% |
| 3M | 37.47% | 63.68% |
| 6M | 14.73% | 12.0% |
| YTD | 14.73% | 26.4% |
| 1Y | 58.96% | 39.98% |
| 3Y (ann.) | 73.01% | 19.37% |
| 5Y (ann.) | 73.01% | 19.37% |
| Metric | 6250375:bchusd:triple_gx:lsma180_95_45 | 6250375:BCHUSD |
|---|---|---|
| Max Drawdown | -30.74% | -56.82% |
| Longest DD Days | 200.0 | 223.0 |
| Avg. Drawdown | -8.18% | -20.64% |
| Avg. Drawdown Days | 25.0 | 83.0 |
| Recovery Factor | 2.95 | 0.41 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-06-27 | -30.74 | 200 |
| 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 | 6250375:bchusd:triple_gx:lsma180_95_45 | 6250375: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 | 66.25% | 26.4% |
| Worst Year | 14.73% | -2.54% |
| Avg. Up Day | 3.46% | 3.47% |
| Avg. Down Day | -2.98% | -3.2% |
| Avg. Up Week | 7.5% | 8.33% |
| Avg. Down Week | -5.18% | -9.64% |
| Avg. Up Month | 19.29% | 19.06% |
| Avg. Down Month | -11.65% | -17.2% |
| Win Days % | 52.8% | 50.35% |
| Win Month % | 58.33% | 60.0% |
| Win Week % | 61.29% | 54.69% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |