| Metric | 12788908:bchusd:triple_med_gx:lsma80_40 | 12788908:BCHUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 43.87% | -2.06% |
| Max Drawdown | -24.24% | -59.25% |
| Sharpe | 0.62 | 0.2 |
| Sortino | 1.1 | 0.3 |
| Payoff Ratio | 1.61 | 1.48 |
| Profit Factor | 1.33 | 1.03 |
| Common Sense Ratio | 0.77 | 1.18 |
| CPC Index | 0.93 | 0.76 |
| Tail Ratio | 0.58 | 1.14 |
| Outlier Win Ratio | 44.82 | 3.38 |
| Outlier Loss Ratio | 3.57 | 2.79 |
| Volatility (ann.) | 15.62% | 42.86% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.66 | -0.03 |
| Skew | 3.79 | 0.47 |
| Kurtosis | 59.28 | 7.3 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.84% | -0.16% |
| Expected Yearly % | 19.95% | -1.04% |
| Kelly Criterion | 8.22% | 15.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -3.67% |
| Expected Shortfall (cVaR) | -1.32% | -3.67% |
| Year | 12788908:BCHUSD | 12788908:bchusd:triple_med_gx:lsma80_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.25 | -9.11 | -7.31 | - |
| 2025 | -3.27 | 58.29 | -17.83 | + |
| Metric | 12788908:bchusd:triple_med_gx:lsma80_40 | 12788908:BCHUSD |
|---|---|---|
| MTD | -1.09% | 14.62% |
| 3M | 52.96% | 42.89% |
| 6M | 58.92% | -14.73% |
| YTD | 58.29% | -3.27% |
| 1Y | 43.87% | -10.74% |
| 3Y (ann.) | 40.19% | -1.92% |
| 5Y (ann.) | 40.19% | -1.92% |
| Metric | 12788908:bchusd:triple_med_gx:lsma80_40 | 12788908:BCHUSD |
|---|---|---|
| Max Drawdown | -24.24% | -59.25% |
| Longest DD Days | 226.0 | 183.0 |
| Avg. Drawdown | -5.59% | -9.93% |
| Avg. Drawdown Days | 39.0 | 24.0 |
| Recovery Factor | 1.81 | -0.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-01-19 | -24.24 | 226 |
| 2025-01-19 | 2025-03-05 | -8.70 | 44 |
| 2025-05-11 | 2025-05-29 | -8.21 | 18 |
| 2025-04-12 | 2025-05-09 | -2.67 | 27 |
| 2025-05-10 | 2025-05-10 | -0.45 | 0 |
| 2025-04-07 | 2025-04-07 | -0.18 | 0 |
| 2025-04-11 | 2025-04-12 | -0.18 | 0 |
| 2025-04-12 | 2025-04-12 | -0.11 | 0 |
| Metric | 12788908:bchusd:triple_med_gx:lsma80_40 | 12788908:BCHUSD |
|---|---|---|
| Best Day | 10.56% | 17.1% |
| Worst Day | -7.51% | -14.72% |
| Best Week | 30.68% | 23.18% |
| Worst Week | -7.84% | -24.88% |
| Best Month | 30.68% | 47.03% |
| Worst Month | -17.33% | -25.58% |
| Best Year | 58.29% | 1.25% |
| Worst Year | -9.11% | -3.27% |
| Avg. Up Day | 1.98% | 2.0% |
| Avg. Down Day | -1.23% | -1.35% |
| Avg. Up Week | 8.88% | 11.81% |
| Avg. Down Week | -3.54% | -5.72% |
| Avg. Up Month | 12.27% | 24.11% |
| Avg. Down Month | -9.15% | -20.38% |
| Win Days % | 43.37% | 49.71% |
| Win Month % | 50.0% | 53.85% |
| Win Week % | 50.0% | 53.45% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |