| Metric | 6249243:bchusd:triple_gx:lsma145_55_45 | 6249243:BCHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 49.93% | 23.2% |
| Max Drawdown | -23.66% | -56.82% |
| Sharpe | 1.02 | 0.61 |
| Sortino | 1.56 | 0.92 |
| Payoff Ratio | 1.24 | 1.12 |
| Profit Factor | 1.29 | 1.09 |
| Common Sense Ratio | 1.8 | 1.2 |
| CPC Index | 0.78 | 0.61 |
| Tail Ratio | 1.39 | 1.1 |
| Outlier Win Ratio | 14.09 | 2.9 |
| Outlier Loss Ratio | 3.58 | 3.08 |
| Volatility (ann.) | 42.46% | 76.72% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.73 | 0.34 |
| Skew | 0.29 | 0.47 |
| Kurtosis | 7.61 | 2.74 |
| Expected Daily % | 0.09% | 0.05% |
| Expected Monthly % | 2.74% | 1.4% |
| Expected Yearly % | 22.45% | 10.99% |
| Kelly Criterion | 7.2% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.54% | -6.48% |
| Expected Shortfall (cVaR) | -3.54% | -6.48% |
| Year | 6249243:BCHUSD | 6249243:bchusd:triple_gx:lsma145_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 57.52 | -22.69 | + |
| 2025 | 26.40 | -4.82 | -0.18 | - |
| Metric | 6249243:bchusd:triple_gx:lsma145_55_45 | 6249243:BCHUSD |
|---|---|---|
| MTD | -1.43% | 8.37% |
| 3M | 16.13% | 63.68% |
| 6M | -4.82% | 12.0% |
| YTD | -4.82% | 26.4% |
| 1Y | 44.45% | 39.98% |
| 3Y (ann.) | 41.03% | 19.37% |
| 5Y (ann.) | 41.03% | 19.37% |
| Metric | 6249243:bchusd:triple_gx:lsma145_55_45 | 6249243:BCHUSD |
|---|---|---|
| Max Drawdown | -23.66% | -56.82% |
| Longest DD Days | 225.0 | 223.0 |
| Avg. Drawdown | -10.51% | -20.64% |
| Avg. Drawdown Days | 47.0 | 83.0 |
| Recovery Factor | 2.11 | 0.41 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-07-20 | -23.66 | 225 |
| 2024-07-01 | 2024-07-15 | -20.50 | 14 |
| 2024-07-16 | 2024-11-09 | -18.55 | 116 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-11-25 | 2024-12-03 | -4.96 | 8 |
| 2024-06-26 | 2024-06-30 | -3.86 | 4 |
| 2024-12-04 | 2024-12-05 | -0.21 | 1 |
| 2024-06-24 | 2024-06-25 | -0.18 | 1 |
| Metric | 6249243:bchusd:triple_gx:lsma145_55_45 | 6249243:BCHUSD |
|---|---|---|
| Best Day | 10.38% | 22.28% |
| Worst Day | -11.3% | -11.3% |
| Best Week | 19.52% | 23.18% |
| Worst Week | -14.75% | -24.88% |
| Best Month | 36.84% | 47.03% |
| Worst Month | -12.76% | -25.58% |
| Best Year | 57.52% | 26.4% |
| Worst Year | -4.82% | -2.54% |
| Avg. Up Day | 3.37% | 3.38% |
| Avg. Down Day | -2.71% | -3.02% |
| Avg. Up Week | 7.67% | 8.63% |
| Avg. Down Week | -5.25% | -10.74% |
| Avg. Up Month | 19.06% | 29.81% |
| Avg. Down Month | -9.45% | -14.73% |
| Win Days % | 48.55% | 50.35% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 53.33% | 54.69% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |