| Metric | 6248793:bchusd:triple_gx:lsma210_105_40 | 6248793:BCHUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 63.85% | 23.2% |
| Max Drawdown | -27.86% | -56.82% |
| Sharpe | 1.12 | 0.61 |
| Sortino | 1.77 | 0.92 |
| Payoff Ratio | 1.26 | 1.09 |
| Profit Factor | 1.28 | 1.09 |
| Common Sense Ratio | 1.82 | 1.2 |
| CPC Index | 0.8 | 0.6 |
| Tail Ratio | 1.42 | 1.1 |
| Outlier Win Ratio | 11.49 | 3.11 |
| Outlier Loss Ratio | 3.63 | 3.09 |
| Volatility (ann.) | 46.96% | 76.72% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.87 | 0.34 |
| Skew | 0.56 | 0.47 |
| Kurtosis | 6.34 | 2.74 |
| Expected Daily % | 0.11% | 0.05% |
| Expected Monthly % | 3.35% | 1.4% |
| Expected Yearly % | 28.01% | 10.99% |
| Kelly Criterion | 8.81% | 4.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.9% | -6.48% |
| Expected Shortfall (cVaR) | -3.9% | -6.48% |
| Year | 6248793:BCHUSD | 6248793:bchusd:triple_gx:lsma210_105_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 73.08 | -28.83 | + |
| 2025 | 26.40 | -5.33 | -0.20 | - |
| Metric | 6248793:bchusd:triple_gx:lsma210_105_40 | 6248793:BCHUSD |
|---|---|---|
| MTD | -3.38% | 8.37% |
| 3M | 8.89% | 63.68% |
| 6M | -5.33% | 12.0% |
| YTD | -5.33% | 26.4% |
| 1Y | 31.11% | 39.98% |
| 3Y (ann.) | 52.07% | 19.37% |
| 5Y (ann.) | 52.07% | 19.37% |
| Metric | 6248793:bchusd:triple_gx:lsma210_105_40 | 6248793:BCHUSD |
|---|---|---|
| Max Drawdown | -27.86% | -56.82% |
| Longest DD Days | 223.0 | 223.0 |
| Avg. Drawdown | -8.31% | -20.64% |
| Avg. Drawdown Days | 32.0 | 83.0 |
| Recovery Factor | 2.29 | 0.41 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-07-20 | -27.86 | 223 |
| 2024-07-30 | 2024-11-10 | -26.40 | 103 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-07-22 | 2024-07-28 | -9.91 | 6 |
| 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 |
| 2024-11-28 | 2024-11-29 | -1.29 | 1 |
| 2024-07-09 | 2024-07-10 | -0.70 | 1 |
| 2024-12-04 | 2024-12-05 | -0.21 | 1 |
| Metric | 6248793:bchusd:triple_gx:lsma210_105_40 | 6248793:BCHUSD |
|---|---|---|
| Best Day | 12.94% | 22.28% |
| Worst Day | -11.28% | -11.3% |
| Best Week | 19.52% | 23.18% |
| Worst Week | -12.63% | -24.88% |
| Best Month | 47.03% | 47.03% |
| Worst Month | -11.53% | -25.58% |
| Best Year | 73.08% | 26.4% |
| Worst Year | -5.33% | -2.54% |
| Avg. Up Day | 3.23% | 3.24% |
| Avg. Down Day | -2.56% | -2.96% |
| Avg. Up Week | 7.86% | 8.64% |
| Avg. Down Week | -5.43% | -9.1% |
| Avg. Up Month | 25.29% | 23.66% |
| Avg. Down Month | -9.37% | -17.2% |
| Win Days % | 49.15% | 50.35% |
| Win Month % | 45.45% | 60.0% |
| Win Week % | 53.12% | 54.69% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |