| Metric | 6248573:bchusd:triple_gx:lsma210_95_40 | 6248573:BCHUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 65.84% | 23.2% |
| Max Drawdown | -29.09% | -56.82% |
| Sharpe | 1.19 | 0.61 |
| Sortino | 1.91 | 0.92 |
| Payoff Ratio | 1.24 | 1.07 |
| Profit Factor | 1.31 | 1.09 |
| Common Sense Ratio | 1.85 | 1.2 |
| CPC Index | 0.8 | 0.59 |
| Tail Ratio | 1.42 | 1.1 |
| Outlier Win Ratio | 12.07 | 3.07 |
| Outlier Loss Ratio | 3.7 | 2.96 |
| Volatility (ann.) | 44.2% | 76.72% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.84 | 0.34 |
| Skew | 0.72 | 0.47 |
| Kurtosis | 7.27 | 2.74 |
| Expected Daily % | 0.12% | 0.05% |
| Expected Monthly % | 3.43% | 1.4% |
| Expected Yearly % | 28.78% | 10.99% |
| Kelly Criterion | 8.59% | 3.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.66% | -6.48% |
| Expected Shortfall (cVaR) | -3.66% | -6.48% |
| Year | 6248573:BCHUSD | 6248573:bchusd:triple_gx:lsma210_95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 88.14 | -34.77 | + |
| 2025 | 26.40 | -11.85 | -0.45 | - |
| Metric | 6248573:bchusd:triple_gx:lsma210_95_40 | 6248573:BCHUSD |
|---|---|---|
| MTD | -3.38% | 8.37% |
| 3M | 1.39% | 63.68% |
| 6M | -11.85% | 12.0% |
| YTD | -11.85% | 26.4% |
| 1Y | 32.7% | 39.98% |
| 3Y (ann.) | 53.63% | 19.37% |
| 5Y (ann.) | 53.63% | 19.37% |
| Metric | 6248573:bchusd:triple_gx:lsma210_95_40 | 6248573:BCHUSD |
|---|---|---|
| Max Drawdown | -29.09% | -56.82% |
| Longest DD Days | 223.0 | 223.0 |
| Avg. Drawdown | -6.53% | -20.64% |
| Avg. Drawdown Days | 20.0 | 83.0 |
| Recovery Factor | 2.26 | 0.41 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-07-20 | -29.09 | 223 |
| 2024-09-28 | 2024-11-10 | -20.12 | 43 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-07-22 | 2024-07-29 | -9.91 | 7 |
| 2024-07-30 | 2024-08-08 | -8.49 | 9 |
| 2024-07-16 | 2024-07-21 | -6.24 | 5 |
| 2024-11-25 | 2024-11-27 | -4.62 | 2 |
| 2024-12-07 | 2024-12-08 | -1.85 | 1 |
| 2024-08-09 | 2024-08-10 | -1.49 | 1 |
| 2024-09-25 | 2024-09-26 | -1.31 | 1 |
| Metric | 6248573:bchusd:triple_gx:lsma210_95_40 | 6248573:BCHUSD |
|---|---|---|
| Best Day | 12.94% | 22.28% |
| Worst Day | -11.28% | -11.3% |
| Best Week | 19.52% | 23.18% |
| Worst Week | -12.99% | -24.88% |
| Best Month | 47.03% | 47.03% |
| Worst Month | -8.64% | -25.58% |
| Best Year | 88.14% | 26.4% |
| Worst Year | -11.85% | -2.54% |
| Avg. Up Day | 3.05% | 3.06% |
| Avg. Down Day | -2.46% | -2.87% |
| Avg. Up Week | 8.45% | 8.73% |
| Avg. Down Week | -5.95% | -9.17% |
| Avg. Up Month | 22.68% | 23.66% |
| Avg. Down Month | -8.29% | -14.73% |
| Win Days % | 49.43% | 50.35% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 51.52% | 54.69% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |