| Metric | 13029575:bchusd:triple_med_gx:lsma110_45 | 13029575:BCHUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 182.76% | 26.02% |
| Max Drawdown | -32.13% | -76.68% |
| Sharpe | 0.6 | 0.25 |
| Sortino | 1.05 | 0.4 |
| Payoff Ratio | 1.3 | 1.05 |
| Profit Factor | 1.32 | 1.04 |
| Common Sense Ratio | 2.68 | 1.09 |
| CPC Index | 0.82 | 0.54 |
| Tail Ratio | 2.03 | 1.04 |
| Outlier Win Ratio | 46.47 | 3.42 |
| Outlier Loss Ratio | 3.67 | 2.92 |
| Volatility (ann.) | 14.87% | 43.82% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.16 | 0.1 |
| Skew | 4.05 | 1.75 |
| Kurtosis | 78.78 | 21.19 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.63% | 0.58% |
| Expected Yearly % | 29.67% | 5.95% |
| Kelly Criterion | 7.93% | 1.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -3.74% |
| Expected Shortfall (cVaR) | -1.26% | -3.74% |
| Year | 13029575:BCHUSD | 13029575:bchusd:triple_med_gx:lsma110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -70.86 | -3.52 | 0.05 | + |
| 2023 | 167.55 | 79.08 | 0.47 | - |
| 2024 | 67.12 | 27.16 | 0.40 | - |
| 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.) | 32.58% | 32.87% |
| 5Y (ann.) | 37.19% | 7.29% |
| Metric | 13029575:bchusd:triple_med_gx:lsma110_45 | 13029575:BCHUSD |
|---|---|---|
| Max Drawdown | -32.13% | -76.68% |
| Longest DD Days | 271.0 | 704.0 |
| Avg. Drawdown | -4.2% | -16.71% |
| Avg. Drawdown Days | 26.0 | 85.0 |
| Recovery Factor | 5.69 | 0.34 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-07 | 2025-01-12 | -32.13 | 249 |
| 2022-06-12 | 2023-03-10 | -24.89 | 271 |
| 2025-01-12 | 2025-02-28 | -12.75 | 47 |
| 2023-03-14 | 2023-06-06 | -8.93 | 84 |
| 2023-12-30 | 2024-04-05 | -8.22 | 96 |
| 2023-10-02 | 2023-12-27 | -7.64 | 85 |
| 2023-12-28 | 2023-12-30 | -7.42 | 1 |
| 2022-03-22 | 2022-04-13 | -7.16 | 21 |
| 2025-04-01 | 2025-05-07 | -6.11 | 36 |
| 2024-04-05 | 2024-04-06 | -4.44 | 1 |
| Metric | 13029575:bchusd:triple_med_gx:lsma110_45 | 13029575:BCHUSD |
|---|---|---|
| Best Day | 13.53% | 33.42% |
| Worst Day | -9.66% | -14.72% |
| Best Week | 16.48% | 68.7% |
| Worst Week | -13.31% | -27.44% |
| Best Month | 23.06% | 168.57% |
| Worst Month | -19.03% | -49.49% |
| Best Year | 79.08% | 167.55% |
| Worst Year | -3.52% | -70.86% |
| Avg. Up Day | 1.6% | 1.63% |
| Avg. Down Day | -1.23% | -1.55% |
| Avg. Up Week | 4.93% | 9.82% |
| Avg. Down Week | -3.6% | -9.47% |
| Avg. Up Month | 8.18% | 34.76% |
| Avg. Down Month | -7.29% | -18.16% |
| Win Days % | 47.94% | 49.68% |
| Win Month % | 66.67% | 45.0% |
| Win Week % | 65.15% | 48.0% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 50.0% |