| Metric | 13029575:bchusd:triple_med_gx:lsma110_45 | 13029575:BCHUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 46.54% | -2.06% |
| Max Drawdown | -32.13% | -59.25% |
| Sharpe | 0.59 | 0.2 |
| Sortino | 1.04 | 0.3 |
| Payoff Ratio | 1.38 | 1.02 |
| Profit Factor | 1.28 | 1.03 |
| Common Sense Ratio | 1.97 | 1.18 |
| CPC Index | 0.82 | 0.52 |
| Tail Ratio | 1.53 | 1.14 |
| Outlier Win Ratio | 37.29 | 3.42 |
| Outlier Loss Ratio | 3.36 | 2.98 |
| Volatility (ann.) | 17.53% | 42.86% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.33 | -0.03 |
| Skew | 3.64 | 0.47 |
| Kurtosis | 53.63 | 7.3 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.98% | -0.16% |
| Expected Yearly % | 21.06% | -1.04% |
| Kelly Criterion | 7.73% | 0.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -3.67% |
| Expected Shortfall (cVaR) | -1.48% | -3.67% |
| Year | 13029575:BCHUSD | 13029575:bchusd:triple_med_gx:lsma110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.25 | 13.87 | 11.13 | + |
| 2025 | -3.27 | 28.69 | -8.78 | + |
| Metric | 13029575:bchusd:triple_med_gx:lsma110_45 | 13029575:BCHUSD |
|---|---|---|
| MTD | 14.15% | 14.62% |
| 3M | 30.77% | 42.89% |
| 6M | 58.37% | -14.73% |
| YTD | 28.69% | -3.27% |
| 1Y | 31.6% | -10.74% |
| 3Y (ann.) | 42.61% | -1.92% |
| 5Y (ann.) | 42.61% | -1.92% |
| Metric | 13029575:bchusd:triple_med_gx:lsma110_45 | 13029575:BCHUSD |
|---|---|---|
| Max Drawdown | -32.13% | -59.25% |
| Longest DD Days | 249.0 | 183.0 |
| Avg. Drawdown | -5.03% | -9.93% |
| Avg. Drawdown Days | 27.0 | 24.0 |
| Recovery Factor | 1.45 | -0.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-07 | 2025-01-12 | -32.13 | 249 |
| 2025-01-12 | 2025-02-28 | -12.75 | 47 |
| 2025-04-01 | 2025-05-07 | -6.11 | 36 |
| 2024-05-04 | 2024-05-06 | -3.07 | 1 |
| 2025-05-09 | 2025-05-29 | -3.06 | 20 |
| 2025-03-01 | 2025-03-02 | -2.71 | 1 |
| 2024-05-02 | 2024-05-02 | -2.14 | 0 |
| 2024-05-06 | 2024-05-07 | -1.24 | 0 |
| 2025-05-08 | 2025-05-08 | -0.97 | 0 |
| 2024-05-03 | 2024-05-03 | -0.71 | 0 |
| Metric | 13029575:bchusd:triple_med_gx:lsma110_45 | 13029575:BCHUSD |
|---|---|---|
| Best Day | 11.95% | 17.1% |
| Worst Day | -7.65% | -14.72% |
| Best Week | 15.52% | 23.18% |
| Worst Week | -13.31% | -24.88% |
| Best Month | 23.06% | 47.03% |
| Worst Month | -19.03% | -25.58% |
| Best Year | 28.69% | 1.25% |
| Worst Year | 13.87% | -3.27% |
| Avg. Up Day | 1.92% | 1.94% |
| Avg. Down Day | -1.39% | -1.9% |
| Avg. Up Week | 6.58% | 10.95% |
| Avg. Down Week | -3.45% | -10.31% |
| Avg. Up Month | 13.27% | 22.58% |
| Avg. Down Month | -7.92% | -12.59% |
| Win Days % | 46.49% | 49.71% |
| Win Month % | 46.15% | 53.85% |
| Win Week % | 57.69% | 53.45% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |