| Metric | 6250395:bchusd:triple_gx:lsma210_95_45 | 6250395:BCHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 20.83% | 23.2% |
| Max Drawdown | -35.53% | -56.82% |
| Sharpe | 0.57 | 0.61 |
| Sortino | 0.86 | 0.92 |
| Payoff Ratio | 1.14 | 1.03 |
| Profit Factor | 1.14 | 1.09 |
| Common Sense Ratio | 1.27 | 1.2 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.12 | 1.1 |
| Outlier Win Ratio | 11.74 | 3.08 |
| Outlier Loss Ratio | 3.3 | 3.13 |
| Volatility (ann.) | 48.08% | 76.72% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.49 | 0.34 |
| Skew | 0.36 | 0.47 |
| Kurtosis | 5.86 | 2.74 |
| Expected Daily % | 0.04% | 0.05% |
| Expected Monthly % | 1.27% | 1.4% |
| Expected Yearly % | 9.92% | 10.99% |
| Kelly Criterion | 2.33% | 2.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.06% | -6.48% |
| Expected Shortfall (cVaR) | -4.06% | -6.48% |
| Year | 6250395:BCHUSD | 6250395:bchusd:triple_gx:lsma210_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 48.66 | -19.20 | + |
| 2025 | 26.40 | -18.72 | -0.71 | - |
| Metric | 6250395:bchusd:triple_gx:lsma210_95_45 | 6250395:BCHUSD |
|---|---|---|
| MTD | -4.44% | 8.37% |
| 3M | 8.56% | 63.68% |
| 6M | -18.72% | 12.0% |
| YTD | -18.72% | 26.4% |
| 1Y | -3.32% | 39.98% |
| 3Y (ann.) | 17.43% | 19.37% |
| 5Y (ann.) | 17.43% | 19.37% |
| Metric | 6250395:bchusd:triple_gx:lsma210_95_45 | 6250395:BCHUSD |
|---|---|---|
| Max Drawdown | -35.53% | -56.82% |
| Longest DD Days | 223.0 | 223.0 |
| Avg. Drawdown | -9.6% | -20.64% |
| Avg. Drawdown Days | 36.0 | 83.0 |
| Recovery Factor | 0.59 | 0.41 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-07-20 | -35.53 | 223 |
| 2024-07-30 | 2024-11-23 | -35.48 | 116 |
| 2024-07-22 | 2024-07-28 | -9.91 | 6 |
| 2024-07-16 | 2024-07-21 | -6.24 | 5 |
| 2024-11-25 | 2024-11-27 | -4.62 | 2 |
| 2024-12-07 | 2024-12-08 | -1.85 | 1 |
| 2024-11-28 | 2024-11-29 | -1.29 | 1 |
| 2024-07-09 | 2024-07-10 | -0.70 | 1 |
| 2024-12-04 | 2024-12-05 | -0.21 | 1 |
| 2024-07-07 | 2024-07-08 | -0.18 | 1 |
| Metric | 6250395:bchusd:triple_gx:lsma210_95_45 | 6250395:BCHUSD |
|---|---|---|
| Best Day | 12.94% | 22.28% |
| Worst Day | -11.28% | -11.3% |
| Best Week | 19.52% | 23.18% |
| Worst Week | -14.91% | -24.88% |
| Best Month | 47.03% | 47.03% |
| Worst Month | -15.7% | -25.58% |
| Best Year | 48.66% | 26.4% |
| Worst Year | -18.72% | -2.54% |
| Avg. Up Day | 3.33% | 3.34% |
| Avg. Down Day | -2.92% | -3.24% |
| Avg. Up Week | 8.26% | 8.33% |
| Avg. Down Week | -7.83% | -9.2% |
| Avg. Up Month | 18.08% | 21.63% |
| Avg. Down Month | -13.53% | -17.2% |
| Win Days % | 47.95% | 50.35% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 51.61% | 54.69% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |