| Metric | 6250476:bchusd:triple_gx:lsma160_100_45 | 6250476:BCHUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 512.4% | 57.15% |
| Max Drawdown | -47.54% | -76.64% |
| Sharpe | 1.06 | 0.55 |
| Sortino | 2.01 | 0.91 |
| Payoff Ratio | 1.29 | 1.13 |
| Profit Factor | 1.34 | 1.09 |
| Common Sense Ratio | 1.6 | 1.21 |
| CPC Index | 0.87 | 0.62 |
| Tail Ratio | 1.2 | 1.11 |
| Outlier Win Ratio | 13.48 | 4.01 |
| Outlier Loss Ratio | 3.48 | 3.42 |
| Volatility (ann.) | 64.44% | 86.94% |
| R^2 | 0.55 | 0.55 |
| Calmar | 1.33 | 0.17 |
| Skew | 5.37 | 2.34 |
| Kurtosis | 83.41 | 25.54 |
| Expected Daily % | 0.14% | 0.03% |
| Expected Monthly % | 4.11% | 1.01% |
| Expected Yearly % | 57.31% | 11.96% |
| Kelly Criterion | 11.66% | 5.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.36% | -7.35% |
| Expected Shortfall (cVaR) | -5.36% | -7.35% |
| Year | 6250476:BCHUSD | 6250476:bchusd:triple_gx:lsma160_100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -68.43 | -34.30 | 0.50 | + |
| 2023 | 167.55 | 235.20 | 1.40 | + |
| 2024 | 67.12 | 217.71 | 3.24 | + |
| 2025 | 11.34 | -12.48 | -1.10 | - |
| Metric | 6250476:bchusd:triple_gx:lsma160_100_45 | 6250476:BCHUSD |
|---|---|---|
| MTD | -9.73% | -9.73% |
| 3M | -13.91% | -18.5% |
| 6M | 0.97% | 21.91% |
| YTD | -12.48% | 11.34% |
| 1Y | 8.01% | 11.82% |
| 3Y (ann.) | 114.11% | 66.88% |
| 5Y (ann.) | 63.35% | 13.02% |
| Metric | 6250476:bchusd:triple_gx:lsma160_100_45 | 6250476:BCHUSD |
|---|---|---|
| Max Drawdown | -47.54% | -76.64% |
| Longest DD Days | 468.0 | 701.0 |
| Avg. Drawdown | -13.23% | -21.98% |
| Avg. Drawdown Days | 73.0 | 148.0 |
| Recovery Factor | 10.78 | 0.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-10 | 2023-06-21 | -47.54 | 468 |
| 2024-12-09 | 2025-11-16 | -34.72 | 342 |
| 2024-07-30 | 2024-11-11 | -29.42 | 104 |
| 2024-03-03 | 2024-03-27 | -28.53 | 24 |
| 2023-07-01 | 2024-03-02 | -23.95 | 245 |
| 2024-04-01 | 2024-07-06 | -12.65 | 96 |
| 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 |
| 2023-06-25 | 2023-06-26 | -8.71 | 1 |
| Metric | 6250476:bchusd:triple_gx:lsma160_100_45 | 6250476:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -18.65% | -18.65% |
| Best Week | 68.7% | 68.7% |
| Worst Week | -26.42% | -27.44% |
| Best Month | 193.09% | 168.57% |
| Worst Month | -26.39% | -49.49% |
| Best Year | 235.2% | 167.55% |
| Worst Year | -34.3% | -68.43% |
| Avg. Up Day | 3.69% | 3.7% |
| Avg. Down Day | -2.87% | -3.28% |
| Avg. Up Week | 10.9% | 11.53% |
| Avg. Down Week | -5.38% | -8.13% |
| Avg. Up Month | 34.83% | 38.43% |
| Avg. Down Month | -10.98% | -19.73% |
| Win Days % | 50.28% | 50.0% |
| Win Month % | 58.33% | 44.44% |
| Win Week % | 52.48% | 49.75% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 50.0% | 75.0% |