| Metric | volume_ | BCHUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 166.14% | -1.15% |
| Max Drawdown | -25.0% | -45.09% |
| Sharpe | 4.11 | 0.37 |
| Sortino | 6.08 | 0.57 |
| Payoff Ratio | 0.8 | 1.12 |
| Profit Factor | 2.12 | 1.06 |
| Common Sense Ratio | 2.93 | 1.06 |
| CPC Index | 1.28 | 0.59 |
| Tail Ratio | 1.38 | 1.0 |
| Outlier Win Ratio | 6.12 | 3.12 |
| Outlier Loss Ratio | 3.99 | 3.29 |
| Volatility (ann.) | 57.64% | 82.33% |
| R^2 | 0.09 | 0.09 |
| Calmar | 32.29 | -0.06 |
| Skew | -1.0 | 0.8 |
| Kurtosis | 6.82 | 4.46 |
| Expected Daily % | 0.6% | -0.01% |
| Expected Monthly % | 17.72% | -0.19% |
| Expected Yearly % | 166.14% | -1.15% |
| Kelly Criterion | 45.47% | 5.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.31% | -7.0% |
| Expected Shortfall (cVaR) | -4.31% | -7.0% |
| Year | BCHUSD | volume_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -1.15 | 166.14 | -143.99 | + |
| Metric | volume_ | BCHUSD |
|---|---|---|
| MTD | -0.85% | 7.31% |
| 3M | 79.04% | 29.11% |
| 6M | 166.14% | -1.15% |
| YTD | 166.14% | -1.15% |
| 1Y | 166.14% | -1.15% |
| 3Y (ann.) | 807.41% | -2.58% |
| 5Y (ann.) | 807.41% | -2.58% |
| Metric | volume_ | BCHUSD |
|---|---|---|
| Max Drawdown | -25.0% | -45.09% |
| Longest DD Days | 37.0 | 144.0 |
| Avg. Drawdown | -3.07% | -19.74% |
| Avg. Drawdown Days | 5.0 | 52.0 |
| Recovery Factor | 6.64 | -0.03 |
| Ulcer Index | 0.99 | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-03-07 | -25.00 | 37 |
| 2025-03-28 | 2025-04-10 | -11.58 | 13 |
| 2025-06-03 | 2025-06-12 | -7.91 | 9 |
| 2025-01-09 | 2025-01-16 | -6.28 | 7 |
| 2025-03-10 | 2025-03-11 | -2.19 | 1 |
| 2025-01-25 | 2025-01-26 | -1.62 | 1 |
| 2025-05-06 | 2025-05-09 | -1.32 | 3 |
| 2025-04-19 | 2025-04-20 | -1.26 | 1 |
| 2025-01-21 | 2025-01-22 | -1.17 | 1 |
| 2025-05-15 | 2025-05-22 | -0.98 | 7 |
| Metric | volume_ | BCHUSD |
|---|---|---|
| Best Day | 9.67% | 22.57% |
| Worst Day | -15.34% | -10.9% |
| Best Week | 14.58% | 33.1% |
| Worst Week | -23.61% | -27.27% |
| Best Month | 38.45% | 21.76% |
| Worst Month | -10.41% | -31.88% |
| Best Year | 166.14% | -1.15% |
| Worst Year | 166.14% | -1.15% |
| Avg. Up Day | 2.39% | 3.34% |
| Avg. Down Day | -3.0% | -2.98% |
| Avg. Up Week | 7.91% | 11.0% |
| Avg. Down Week | -8.44% | -10.0% |
| Avg. Up Month | 31.69% | 8.17% |
| Avg. Down Month | -10.41% | -31.88% |
| Win Days % | 75.8% | 50.0% |
| Win Month % | 66.67% | 83.33% |
| Win Week % | 79.17% | 45.83% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |