| Metric | 6250513:bchusd:triple_gx:lsma200_100_45 | 6250513:BCHUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 12.12% | 23.2% |
| Max Drawdown | -38.43% | -56.82% |
| Sharpe | 0.44 | 0.61 |
| Sortino | 0.66 | 0.92 |
| Payoff Ratio | 1.12 | 1.02 |
| Profit Factor | 1.1 | 1.09 |
| Common Sense Ratio | 1.21 | 1.2 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.1 | 1.1 |
| Outlier Win Ratio | 11.76 | 3.08 |
| Outlier Loss Ratio | 3.35 | 3.13 |
| Volatility (ann.) | 48.21% | 76.72% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.27 | 0.34 |
| Skew | 0.35 | 0.47 |
| Kurtosis | 5.8 | 2.74 |
| Expected Daily % | 0.03% | 0.05% |
| Expected Monthly % | 0.77% | 1.4% |
| Expected Yearly % | 5.89% | 10.99% |
| Kelly Criterion | 1.62% | 1.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.09% | -6.48% |
| Expected Shortfall (cVaR) | -4.09% | -6.48% |
| Year | 6250513:BCHUSD | 6250513:bchusd:triple_gx:lsma200_100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 39.61 | -15.62 | + |
| 2025 | 26.40 | -19.69 | -0.75 | - |
| Metric | 6250513:bchusd:triple_gx:lsma200_100_45 | 6250513:BCHUSD |
|---|---|---|
| MTD | -2.01% | 8.37% |
| 3M | 4.45% | 63.68% |
| 6M | -19.69% | 12.0% |
| YTD | -19.69% | 26.4% |
| 1Y | -10.29% | 39.98% |
| 3Y (ann.) | 10.2% | 19.37% |
| 5Y (ann.) | 10.2% | 19.37% |
| Metric | 6250513:bchusd:triple_gx:lsma200_100_45 | 6250513:BCHUSD |
|---|---|---|
| Max Drawdown | -38.43% | -56.82% |
| Longest DD Days | 223.0 | 223.0 |
| Avg. Drawdown | -11.82% | -20.64% |
| Avg. Drawdown Days | 45.0 | 83.0 |
| Recovery Factor | 0.32 | 0.41 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-12-02 | -38.43 | 125 |
| 2024-12-09 | 2025-07-20 | -37.05 | 223 |
| 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 |
| 2024-07-09 | 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 | 6250513:bchusd:triple_gx:lsma200_100_45 | 6250513: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 | -18.51% | -25.58% |
| Best Year | 39.61% | 26.4% |
| Worst Year | -19.69% | -2.54% |
| Avg. Up Day | 3.18% | 3.19% |
| Avg. Down Day | -2.84% | -3.14% |
| Avg. Up Week | 9.11% | 8.44% |
| Avg. Down Week | -5.93% | -8.77% |
| Avg. Up Month | 23.79% | 23.66% |
| Avg. Down Month | -14.08% | -17.2% |
| Win Days % | 48.02% | 50.35% |
| Win Month % | 41.67% | 60.0% |
| Win Week % | 40.62% | 54.69% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |