| Metric | 6250424:bchusd:triple_gx:lsma235_95_45 | 6250424:BCHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 10.04% | 23.2% |
| Max Drawdown | -39.76% | -56.82% |
| Sharpe | 0.4 | 0.61 |
| Sortino | 0.62 | 0.92 |
| Payoff Ratio | 1.08 | 0.97 |
| Profit Factor | 1.1 | 1.09 |
| Common Sense Ratio | 1.17 | 1.2 |
| CPC Index | 0.58 | 0.53 |
| Tail Ratio | 1.06 | 1.1 |
| Outlier Win Ratio | 13.83 | 3.17 |
| Outlier Loss Ratio | 3.36 | 3.08 |
| Volatility (ann.) | 46.71% | 76.72% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.21 | 0.34 |
| Skew | 0.85 | 0.47 |
| Kurtosis | 9.38 | 2.74 |
| Expected Daily % | 0.02% | 0.05% |
| Expected Monthly % | 0.64% | 1.4% |
| Expected Yearly % | 4.9% | 10.99% |
| Kelly Criterion | 0.73% | -0.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.97% | -6.48% |
| Expected Shortfall (cVaR) | -3.97% | -6.48% |
| Year | 6250424:BCHUSD | 6250424:bchusd:triple_gx:lsma235_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 40.08 | -15.81 | + |
| 2025 | 26.40 | -21.45 | -0.81 | - |
| Metric | 6250424:bchusd:triple_gx:lsma235_95_45 | 6250424:BCHUSD |
|---|---|---|
| MTD | -1.09% | 8.37% |
| 3M | 4.65% | 63.68% |
| 6M | -21.45% | 12.0% |
| YTD | -21.45% | 26.4% |
| 1Y | 3.87% | 39.98% |
| 3Y (ann.) | 8.46% | 19.37% |
| 5Y (ann.) | 8.46% | 19.37% |
| Metric | 6250424:bchusd:triple_gx:lsma235_95_45 | 6250424:BCHUSD |
|---|---|---|
| Max Drawdown | -39.76% | -56.82% |
| Longest DD Days | 223.0 | 223.0 |
| Avg. Drawdown | -10.23% | -20.64% |
| Avg. Drawdown Days | 39.0 | 83.0 |
| Recovery Factor | 0.25 | 0.41 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-07-20 | -39.76 | 223 |
| 2024-07-22 | 2024-11-10 | -25.75 | 111 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 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 |
| 2024-12-04 | 2024-12-05 | -0.21 | 1 |
| 2024-07-12 | 2024-07-13 | -0.18 | 1 |
| Metric | 6250424:bchusd:triple_gx:lsma235_95_45 | 6250424:BCHUSD |
|---|---|---|
| Best Day | 14.99% | 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 | 40.08% | 26.4% |
| Worst Year | -21.45% | -2.54% |
| Avg. Up Day | 3.07% | 3.08% |
| Avg. Down Day | -2.84% | -3.18% |
| Avg. Up Week | 7.98% | 8.55% |
| Avg. Down Week | -7.03% | -8.98% |
| Avg. Up Month | 21.41% | 25.01% |
| Avg. Down Month | -11.56% | -17.2% |
| Win Days % | 48.47% | 50.35% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 45.16% | 54.69% |
| Win Quarter % | 40.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |