| Metric | configs_sql/hl_close/c/bchusd/uniq_daily_ | BCHUSD |
|---|---|---|
| Time in Market | 74.0% | 100.0% |
| Cumulative Return | -39.55% | -58.65% |
| Max Drawdown | -91.83% | -94.21% |
| Sharpe | 0.19 | 0.4 |
| Sortino | 0.3 | 0.63 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.07 | 1.12 |
| CPC Index | 0.54 | 0.55 |
| Tail Ratio | 1.02 | 1.04 |
| Outlier Win Ratio | 10.92 | 3.69 |
| Outlier Loss Ratio | 6.15 | 3.59 |
| Volatility (ann.) | 63.6% | 107.83% |
| R^2 | 0.58 | 0.58 |
| Calmar | -0.08 | -0.13 |
| Skew | 2.79 | 1.48 |
| Kurtosis | 50.21 | 17.94 |
| Expected Daily % | -0.02% | -0.04% |
| Expected Monthly % | -0.6% | -1.06% |
| Expected Yearly % | -6.1% | -10.45% |
| Kelly Criterion | 0.07% | 0.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.44% | -9.17% |
| Expected Shortfall (cVaR) | -5.44% | -9.17% |
| Year | BCHUSD | configs_sql/hl_close/c/bchusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2018 | -77.55 | -85.92 | 1.11 | - |
| 2019 | 37.92 | 4.52 | 0.12 | - |
| 2020 | 68.04 | 29.70 | 0.44 | - |
| 2021 | 25.68 | -7.24 | -0.28 | - |
| 2022 | -77.45 | -41.05 | 0.53 | + |
| 2023 | 167.55 | 165.59 | 0.99 | - |
| 2024 | 67.12 | 163.43 | 2.43 | + |
| 2025 | -37.30 | -17.23 | 0.46 | + |
| Metric | configs_sql/hl_close/c/bchusd/uniq_daily_ | BCHUSD |
|---|---|---|
| MTD | 0.0% | -10.38% |
| 3M | -17.23% | -42.57% |
| 6M | 23.77% | -16.24% |
| YTD | -17.23% | -37.3% |
| 1Y | 25.22% | -58.69% |
| 3Y (ann.) | 55.73% | -9.36% |
| 5Y (ann.) | 28.92% | 3.31% |
| Metric | configs_sql/hl_close/c/bchusd/uniq_daily_ | BCHUSD |
|---|---|---|
| Max Drawdown | -91.83% | -94.21% |
| Longest DD Days | 2423.0 | 1425.0 |
| Avg. Drawdown | -27.94% | -36.17% |
| Avg. Drawdown Days | 617.0 | 352.0 |
| Recovery Factor | -0.43 | -0.62 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2018-08-18 | 2025-04-06 | -91.83 | 2423 |
| 2018-07-25 | 2018-08-17 | -15.05 | 23 |
| 2018-07-03 | 2018-07-24 | -4.42 | 21 |
| 2018-07-01 | 2018-07-02 | -0.45 | 1 |
| Metric | configs_sql/hl_close/c/bchusd/uniq_daily_ | BCHUSD |
|---|---|---|
| Best Day | 55.69% | 58.79% |
| Worst Day | -23.08% | -45.03% |
| Best Week | 63.09% | 141.47% |
| Worst Week | -40.33% | -48.97% |
| Best Month | 144.84% | 168.57% |
| Worst Month | -68.79% | -59.8% |
| Best Year | 165.59% | 167.55% |
| Worst Year | -85.92% | -77.55% |
| Avg. Up Day | 2.2% | 3.76% |
| Avg. Down Day | -2.08% | -3.65% |
| Avg. Up Week | 6.06% | 11.91% |
| Avg. Down Week | -4.91% | -9.52% |
| Avg. Up Month | 22.74% | 40.57% |
| Avg. Down Month | -11.01% | -18.92% |
| Win Days % | 48.73% | 49.63% |
| Win Month % | 42.67% | 43.37% |
| Win Week % | 47.49% | 48.75% |
| Win Quarter % | 57.14% | 48.28% |
| Win Year % | 50.0% | 62.5% |