| Metric | volume_daily_ | BCHUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 111.62% | 1.08% |
| Max Drawdown | -11.97% | -45.09% |
| Sharpe | 4.52 | 0.43 |
| Sortino | 6.74 | 0.66 |
| Payoff Ratio | 1.53 | 1.11 |
| Profit Factor | 2.32 | 1.07 |
| Common Sense Ratio | 3.53 | 1.06 |
| CPC Index | 2.3 | 0.6 |
| Tail Ratio | 1.52 | 1.0 |
| Outlier Win Ratio | 6.36 | 2.61 |
| Outlier Loss Ratio | 7.82 | 2.8 |
| Volatility (ann.) | 39.11% | 82.51% |
| R^2 | 0.07 | 0.07 |
| Calmar | 37.36 | 0.05 |
| Skew | -1.09 | 0.79 |
| Kurtosis | 7.15 | 4.43 |
| Expected Daily % | 0.46% | 0.01% |
| Expected Monthly % | 13.31% | 0.18% |
| Expected Yearly % | 111.62% | 1.08% |
| Kelly Criterion | 41.73% | 5.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.88% | -7.01% |
| Expected Shortfall (cVaR) | -2.88% | -7.01% |
| Year | BCHUSD | volume_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 1.08 | 111.62 | 103.13 | + |
| Metric | volume_daily_ | BCHUSD |
|---|---|---|
| MTD | -2.45% | 9.74% |
| 3M | 54.4% | 22.61% |
| 6M | 111.62% | 1.08% |
| YTD | 111.62% | 1.08% |
| 1Y | 111.62% | 1.08% |
| 3Y (ann.) | 447.08% | 2.47% |
| 5Y (ann.) | 447.08% | 2.47% |
| Metric | volume_daily_ | BCHUSD |
|---|---|---|
| Max Drawdown | -11.97% | -45.09% |
| Longest DD Days | 15.0 | 143.0 |
| Avg. Drawdown | -1.82% | -19.74% |
| Avg. Drawdown Days | 3.0 | 51.0 |
| Recovery Factor | 9.33 | 0.02 |
| Ulcer Index | 0.98 | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-28 | 2025-04-12 | -11.97 | 15 |
| 2025-02-06 | 2025-02-15 | -8.60 | 9 |
| 2025-02-22 | 2025-03-03 | -6.80 | 9 |
| 2025-06-03 | 2025-06-11 | -6.45 | 8 |
| 2025-01-09 | 2025-01-18 | -6.39 | 9 |
| 2025-01-29 | 2025-02-05 | -4.03 | 7 |
| 2025-03-09 | 2025-03-11 | -0.94 | 2 |
| 2025-01-24 | 2025-01-26 | -0.78 | 2 |
| 2025-04-19 | 2025-04-20 | -0.72 | 1 |
| 2025-01-19 | 2025-01-22 | -0.58 | 3 |
| Metric | volume_daily_ | BCHUSD |
|---|---|---|
| Best Day | 7.38% | 22.57% |
| Worst Day | -10.6% | -10.9% |
| Best Week | 11.44% | 33.1% |
| Worst Week | -7.03% | -27.27% |
| Best Month | 26.56% | 21.76% |
| Worst Month | -2.45% | -31.88% |
| Best Year | 111.62% | 1.08% |
| Worst Year | 111.62% | 1.08% |
| Avg. Up Day | 1.79% | 3.48% |
| Avg. Down Day | -1.17% | -3.13% |
| Avg. Up Week | 5.23% | 11.23% |
| Avg. Down Week | -6.06% | -12.34% |
| Avg. Up Month | 21.63% | 8.17% |
| Avg. Down Month | -0.65% | -31.88% |
| Win Days % | 64.74% | 50.31% |
| Win Month % | 66.67% | 83.33% |
| Win Week % | 83.33% | 45.83% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |