| Metric | 12788908:bchusd:triple_med_gx:lsma80_40 | 12788908:BCHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 343.72% | 46.46% |
| Max Drawdown | -28.57% | -76.68% |
| Sharpe | 0.71 | 0.28 |
| Sortino | 1.54 | 0.44 |
| Payoff Ratio | 1.49 | 1.43 |
| Profit Factor | 1.43 | 1.05 |
| Common Sense Ratio | 1.59 | 1.09 |
| CPC Index | 1.0 | 0.75 |
| Tail Ratio | 1.11 | 1.04 |
| Outlier Win Ratio | 41.07 | 3.5 |
| Outlier Loss Ratio | 3.72 | 2.93 |
| Volatility (ann.) | 17.84% | 43.77% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.98 | 0.16 |
| Skew | 10.62 | 1.74 |
| Kurtosis | 253.05 | 21.06 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.8% | 0.96% |
| Expected Yearly % | 45.14% | 10.01% |
| Kelly Criterion | 11.96% | 14.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -3.73% |
| Expected Shortfall (cVaR) | -1.5% | -3.73% |
| Year | 12788908:BCHUSD | 12788908:bchusd:triple_med_gx:lsma80_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.14 | 17.21 | -0.26 | + |
| 2023 | 167.55 | 67.34 | 0.40 | - |
| 2024 | 67.12 | 42.92 | 0.64 | - |
| 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.) | 58.93% | 32.87% |
| 5Y (ann.) | 56.57% | 12.17% |
| Metric | 12788908:bchusd:triple_med_gx:lsma80_40 | 12788908:BCHUSD |
|---|---|---|
| Max Drawdown | -28.57% | -76.68% |
| Longest DD Days | 312.0 | 704.0 |
| Avg. Drawdown | -4.99% | -15.52% |
| Avg. Drawdown Days | 33.0 | 75.0 |
| Recovery Factor | 12.03 | 0.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-26 | 2025-03-05 | -28.57 | 312 |
| 2023-12-28 | 2024-03-02 | -21.53 | 64 |
| 2022-02-05 | 2022-04-18 | -15.81 | 71 |
| 2022-04-20 | 2022-11-23 | -12.80 | 216 |
| 2023-02-21 | 2023-03-18 | -8.99 | 24 |
| 2023-08-15 | 2023-08-29 | -8.98 | 13 |
| 2023-04-05 | 2023-06-21 | -8.63 | 76 |
| 2025-05-11 | 2025-05-29 | -8.21 | 18 |
| 2022-11-23 | 2023-02-20 | -7.54 | 89 |
| 2022-02-02 | 2022-02-04 | -6.85 | 2 |
| Metric | 12788908:bchusd:triple_med_gx:lsma80_40 | 12788908:BCHUSD |
|---|---|---|
| Best Day | 28.27% | 33.42% |
| Worst Day | -7.51% | -14.72% |
| Best Week | 40.51% | 68.7% |
| Worst Week | -11.15% | -27.44% |
| Best Month | 94.02% | 168.57% |
| Worst Month | -17.33% | -49.49% |
| Best Year | 67.34% | 167.55% |
| Worst Year | 17.21% | -66.14% |
| Avg. Up Day | 1.75% | 1.76% |
| Avg. Down Day | -1.18% | -1.23% |
| Avg. Up Week | 8.99% | 14.12% |
| Avg. Down Week | -3.57% | -5.74% |
| Avg. Up Month | 18.48% | 42.62% |
| Avg. Down Month | -5.62% | -19.62% |
| Win Days % | 47.36% | 49.78% |
| Win Month % | 56.76% | 45.0% |
| Win Week % | 56.76% | 48.59% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 50.0% |