| Metric | volume_ | BCHUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 114.21% | -1.15% |
| Max Drawdown | -11.97% | -45.09% |
| Sharpe | 4.58 | 0.37 |
| Sortino | 6.83 | 0.57 |
| Payoff Ratio | 1.53 | 1.11 |
| Profit Factor | 2.34 | 1.06 |
| Common Sense Ratio | 3.55 | 1.06 |
| CPC Index | 2.33 | 0.59 |
| Tail Ratio | 1.52 | 1.0 |
| Outlier Win Ratio | 6.36 | 2.61 |
| Outlier Loss Ratio | 7.82 | 2.81 |
| Volatility (ann.) | 39.01% | 82.33% |
| R^2 | 0.07 | 0.07 |
| Calmar | 38.14 | -0.06 |
| Skew | -1.09 | 0.8 |
| Kurtosis | 7.2 | 4.46 |
| Expected Daily % | 0.47% | -0.01% |
| Expected Monthly % | 13.54% | -0.19% |
| Expected Yearly % | 114.21% | -1.15% |
| Kelly Criterion | 42.1% | 5.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.87% | -7.0% |
| Expected Shortfall (cVaR) | -2.87% | -7.0% |
| Year | BCHUSD | volume_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -1.15 | 114.21 | -98.99 | + |
| Metric | volume_ | BCHUSD |
|---|---|---|
| MTD | -1.26% | 7.31% |
| 3M | 49.6% | 29.11% |
| 6M | 114.21% | -1.15% |
| YTD | 114.21% | -1.15% |
| 1Y | 114.21% | -1.15% |
| 3Y (ann.) | 456.43% | -2.58% |
| 5Y (ann.) | 456.43% | -2.58% |
| Metric | volume_ | BCHUSD |
|---|---|---|
| Max Drawdown | -11.97% | -45.09% |
| Longest DD Days | 15.0 | 144.0 |
| Avg. Drawdown | -1.82% | -19.74% |
| Avg. Drawdown Days | 3.0 | 52.0 |
| Recovery Factor | 9.54 | -0.03 |
| 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 | 2025-06-12 | -6.45 | 9 |
| 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_ | 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 | -1.26% | -31.88% |
| Best Year | 114.21% | -1.15% |
| Worst Year | 114.21% | -1.15% |
| Avg. Up Day | 1.79% | 3.48% |
| Avg. Down Day | -1.17% | -3.13% |
| Avg. Up Week | 5.35% | 11.0% |
| Avg. Down Week | -6.06% | -12.34% |
| Avg. Up Month | 21.63% | 8.17% |
| Avg. Down Month | -0.65% | -31.88% |
| Win Days % | 64.97% | 50.0% |
| Win Month % | 66.67% | 83.33% |
| Win Week % | 83.33% | 45.83% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |