| Metric | 6250424:bchusd:triple_gx:lsma235_95_45 | 6250424:BCHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 784.7% | 196.5% |
| Max Drawdown | -39.76% | -61.28% |
| Sharpe | 1.37 | 0.81 |
| Sortino | 3.02 | 1.39 |
| Payoff Ratio | 1.44 | 1.28 |
| Profit Factor | 1.55 | 1.14 |
| Common Sense Ratio | 1.97 | 1.26 |
| CPC Index | 1.13 | 0.73 |
| Tail Ratio | 1.27 | 1.11 |
| Outlier Win Ratio | 16.89 | 4.33 |
| Outlier Loss Ratio | 3.42 | 3.29 |
| Volatility (ann.) | 63.73% | 88.07% |
| R^2 | 0.52 | 0.52 |
| Calmar | 2.51 | 0.67 |
| Skew | 6.8 | 2.68 |
| Kurtosis | 100.52 | 27.87 |
| Expected Daily % | 0.19% | 0.09% |
| Expected Monthly % | 5.75% | 2.83% |
| Expected Yearly % | 72.46% | 31.22% |
| Kelly Criterion | 15.83% | 11.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.25% | -7.39% |
| Expected Shortfall (cVaR) | -5.25% | -7.39% |
| Year | 6250424:BCHUSD | 6250424:bchusd:triple_gx:lsma235_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -47.54 | 3.84 | -0.08 | + |
| 2023 | 167.55 | 273.59 | 1.63 | + |
| 2024 | 67.12 | 190.32 | 2.84 | + |
| 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.) | 108.79% | 62.16% |
| 5Y (ann.) | 100.0% | 41.28% |
| Metric | 6250424:bchusd:triple_gx:lsma235_95_45 | 6250424:BCHUSD |
|---|---|---|
| Max Drawdown | -39.76% | -61.28% |
| Longest DD Days | 233.0 | 469.0 |
| Avg. Drawdown | -9.19% | -26.59% |
| Avg. Drawdown Days | 40.0 | 142.0 |
| Recovery Factor | 19.73 | 3.21 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-07-20 | -39.76 | 223 |
| 2024-03-03 | 2024-03-27 | -28.53 | 24 |
| 2024-07-22 | 2024-11-10 | -25.75 | 111 |
| 2022-06-01 | 2023-01-20 | -23.08 | 233 |
| 2023-07-01 | 2024-01-11 | -18.14 | 194 |
| 2024-01-12 | 2024-03-02 | -16.94 | 50 |
| 2024-04-01 | 2024-07-15 | -12.65 | 105 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2023-02-05 | 2023-02-17 | -11.02 | 12 |
| 2023-03-20 | 2023-06-16 | -8.97 | 88 |
| Metric | 6250424:bchusd:triple_gx:lsma235_95_45 | 6250424:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -14.9% | -14.9% |
| 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 | 273.59% | 167.55% |
| Worst Year | -21.45% | -47.54% |
| Avg. Up Day | 4.08% | 4.1% |
| Avg. Down Day | -2.83% | -3.21% |
| Avg. Up Week | 12.48% | 13.52% |
| Avg. Down Week | -5.98% | -7.88% |
| Avg. Up Month | 47.05% | 51.58% |
| Avg. Down Month | -9.89% | -22.5% |
| Win Days % | 50.27% | 50.09% |
| Win Month % | 51.72% | 48.72% |
| Win Week % | 56.52% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |