| Metric | configs_sql/hl_close/c/bchusd/uniq_fwd_daily_ | BCHUSD |
|---|---|---|
| Time in Market | 69.0% | 100.0% |
| Cumulative Return | 43.55% | 15.34% |
| Max Drawdown | -27.73% | -56.82% |
| Sharpe | 0.95 | 0.54 |
| Sortino | 1.48 | 0.81 |
| Payoff Ratio | 1.26 | 1.15 |
| Profit Factor | 1.22 | 1.08 |
| Common Sense Ratio | 1.49 | 1.16 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | 1.22 | 1.08 |
| Outlier Win Ratio | 10.04 | 3.02 |
| Outlier Loss Ratio | 6.29 | 2.97 |
| Volatility (ann.) | 41.13% | 76.56% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.3 | 0.23 |
| Skew | 0.57 | 0.47 |
| Kurtosis | 6.29 | 2.79 |
| Expected Daily % | 0.08% | 0.03% |
| Expected Monthly % | 2.44% | 0.96% |
| Expected Yearly % | 19.81% | 7.4% |
| Kelly Criterion | 7.23% | 7.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.43% | -6.48% |
| Expected Shortfall (cVaR) | -3.43% | -6.48% |
| Year | BCHUSD | configs_sql/hl_close/c/bchusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 52.73 | -20.80 | + |
| 2025 | 18.34 | -6.01 | -0.33 | - |
| Metric | configs_sql/hl_close/c/bchusd/uniq_fwd_daily_ | BCHUSD |
|---|---|---|
| MTD | -1.31% | 1.47% |
| 3M | 14.0% | 53.66% |
| 6M | -6.01% | 11.2% |
| YTD | -6.01% | 18.34% |
| 1Y | 24.9% | 34.15% |
| 3Y (ann.) | 36.02% | 12.91% |
| 5Y (ann.) | 36.02% | 12.91% |
| Metric | configs_sql/hl_close/c/bchusd/uniq_fwd_daily_ | BCHUSD |
|---|---|---|
| Max Drawdown | -27.73% | -56.82% |
| Longest DD Days | 224.0 | 222.0 |
| Avg. Drawdown | -8.5% | -20.64% |
| Avg. Drawdown Days | 38.0 | 83.0 |
| Recovery Factor | 1.57 | 0.27 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-19 | -27.73 | 224 |
| 2024-07-30 | 2024-11-11 | -26.31 | 104 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-07-16 | 2024-07-28 | -8.48 | 12 |
| 2024-11-25 | 2024-11-30 | -4.58 | 5 |
| 2024-07-07 | 2024-07-08 | -3.15 | 1 |
| 2024-07-01 | 2024-07-06 | -1.26 | 5 |
| 2024-07-09 | 2024-07-10 | -0.64 | 1 |
| 2024-06-15 | 2024-06-30 | -0.44 | 15 |
| 2024-12-04 | 2024-12-05 | -0.20 | 1 |
| Metric | configs_sql/hl_close/c/bchusd/uniq_fwd_daily_ | BCHUSD |
|---|---|---|
| Best Day | 10.13% | 22.28% |
| Worst Day | -8.38% | -11.3% |
| Best Week | 18.36% | 23.18% |
| Worst Week | -13.46% | -24.88% |
| Best Month | 43.04% | 47.03% |
| Worst Month | -13.75% | -25.58% |
| Best Year | 52.73% | 18.34% |
| Worst Year | -6.01% | -2.54% |
| Avg. Up Day | 1.76% | 3.3% |
| Avg. Down Day | -1.4% | -2.86% |
| Avg. Up Week | 5.88% | 9.33% |
| Avg. Down Week | -3.29% | -9.24% |
| Avg. Up Month | 16.12% | 21.63% |
| Avg. Down Month | -10.62% | -17.2% |
| Win Days % | 48.31% | 50.23% |
| Win Month % | 57.14% | 60.0% |
| Win Week % | 48.98% | 53.12% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |