| Metric | 6250509:bchusd:triple_gx:lsma205_100_45 | 6250509:BCHUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 9.84% | 8.51% |
| Max Drawdown | -36.72% | -56.82% |
| Sharpe | 0.37 | 0.44 |
| Sortino | 0.56 | 0.67 |
| Payoff Ratio | 1.17 | 1.06 |
| Profit Factor | 1.08 | 1.06 |
| Common Sense Ratio | 1.22 | 1.25 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.13 | 1.17 |
| Outlier Win Ratio | 10.79 | 3.17 |
| Outlier Loss Ratio | 3.28 | 3.08 |
| Volatility (ann.) | 48.94% | 74.83% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.18 | 0.1 |
| Skew | 0.46 | 0.45 |
| Kurtosis | 4.92 | 2.51 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 0.5% | 0.43% |
| Expected Yearly % | 4.81% | 4.17% |
| Kelly Criterion | 1.5% | 3.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.16% | -6.35% |
| Expected Shortfall (cVaR) | -4.16% | -6.35% |
| Year | 6250509:BCHUSD | 6250509:bchusd:triple_gx:lsma205_100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 44.24 | -17.45 | + |
| 2025 | 11.34 | -23.85 | -2.10 | - |
| Metric | 6250509:bchusd:triple_gx:lsma205_100_45 | 6250509:BCHUSD |
|---|---|---|
| MTD | -9.73% | -9.73% |
| 3M | -13.91% | -18.5% |
| 6M | -2.26% | 21.91% |
| YTD | -23.85% | 11.34% |
| 1Y | -6.02% | 11.82% |
| 3Y (ann.) | 6.44% | 5.58% |
| 5Y (ann.) | 6.44% | 5.58% |
| Metric | 6250509:bchusd:triple_gx:lsma205_100_45 | 6250509:BCHUSD |
|---|---|---|
| Max Drawdown | -36.72% | -56.82% |
| Longest DD Days | 342.0 | 283.0 |
| Avg. Drawdown | -10.39% | -21.36% |
| Avg. Drawdown Days | 53.0 | 89.0 |
| Recovery Factor | 0.27 | 0.15 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -36.72 | 342 |
| 2024-07-30 | 2024-11-27 | -36.39 | 120 |
| 2024-07-22 | 2024-07-28 | -9.91 | 6 |
| 2024-07-16 | 2024-07-21 | -6.24 | 5 |
| 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 | 6250509:bchusd:triple_gx:lsma205_100_45 | 6250509:BCHUSD |
|---|---|---|
| Best Day | 12.94% | 22.28% |
| Worst Day | -11.28% | -11.43% |
| Best Week | 19.52% | 23.18% |
| Worst Week | -14.91% | -24.88% |
| Best Month | 47.03% | 47.03% |
| Worst Month | -18.51% | -25.58% |
| Best Year | 44.24% | 11.34% |
| Worst Year | -23.85% | -2.54% |
| Avg. Up Day | 3.24% | 3.25% |
| Avg. Down Day | -2.77% | -3.07% |
| Avg. Up Week | 7.57% | 7.1% |
| Avg. Down Week | -5.75% | -9.34% |
| Avg. Up Month | 23.54% | 23.66% |
| Avg. Down Month | -11.02% | -12.88% |
| Win Days % | 46.89% | 50.18% |
| Win Month % | 40.0% | 52.63% |
| Win Week % | 47.73% | 54.32% |
| Win Quarter % | 50.0% | 42.86% |
| Win Year % | 50.0% | 50.0% |