| Metric | 6250518:bchusd:triple_gx:lsma210_100_45 | 6250518:BCHUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 8.99% | 23.2% |
| Max Drawdown | -38.04% | -56.82% |
| Sharpe | 0.39 | 0.61 |
| Sortino | 0.58 | 0.92 |
| Payoff Ratio | 1.12 | 1.01 |
| Profit Factor | 1.09 | 1.09 |
| Common Sense Ratio | 1.22 | 1.2 |
| CPC Index | 0.58 | 0.55 |
| Tail Ratio | 1.12 | 1.1 |
| Outlier Win Ratio | 11.72 | 3.08 |
| Outlier Loss Ratio | 3.25 | 3.13 |
| Volatility (ann.) | 48.45% | 76.72% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.2 | 0.34 |
| Skew | 0.35 | 0.47 |
| Kurtosis | 5.67 | 2.74 |
| Expected Daily % | 0.02% | 0.05% |
| Expected Monthly % | 0.58% | 1.4% |
| Expected Yearly % | 4.4% | 10.99% |
| Kelly Criterion | 1.02% | 1.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.12% | -6.48% |
| Expected Shortfall (cVaR) | -4.12% | -6.48% |
| Year | 6250518:BCHUSD | 6250518:bchusd:triple_gx:lsma210_100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 40.49 | -15.97 | + |
| 2025 | 26.40 | -22.42 | -0.85 | - |
| Metric | 6250518:bchusd:triple_gx:lsma210_100_45 | 6250518:BCHUSD |
|---|---|---|
| MTD | -4.44% | 8.37% |
| 3M | 3.62% | 63.68% |
| 6M | -22.42% | 12.0% |
| YTD | -22.42% | 26.4% |
| 1Y | -12.79% | 39.98% |
| 3Y (ann.) | 7.58% | 19.37% |
| 5Y (ann.) | 7.58% | 19.37% |
| Metric | 6250518:bchusd:triple_gx:lsma210_100_45 | 6250518:BCHUSD |
|---|---|---|
| Max Drawdown | -38.04% | -56.82% |
| Longest DD Days | 223.0 | 223.0 |
| Avg. Drawdown | -11.85% | -20.64% |
| Avg. Drawdown Days | 45.0 | 83.0 |
| Recovery Factor | 0.24 | 0.41 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-12-01 | -38.04 | 124 |
| 2024-12-09 | 2025-07-20 | -37.64 | 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 | 6250518:bchusd:triple_gx:lsma210_100_45 | 6250518: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 | 40.49% | 26.4% |
| Worst Year | -22.42% | -2.54% |
| Avg. Up Day | 3.28% | 3.28% |
| Avg. Down Day | -2.92% | -3.25% |
| Avg. Up Week | 8.77% | 8.44% |
| Avg. Down Week | -6.32% | -8.95% |
| Avg. Up Month | 22.52% | 23.66% |
| Avg. Down Month | -14.67% | -17.2% |
| Win Days % | 47.7% | 50.35% |
| Win Month % | 41.67% | 60.0% |
| Win Week % | 41.94% | 54.69% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |