| Metric | 6249243:bchusd:triple_gx:lsma145_55_45 | 6249243:BCHUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 370.68% | 86.86% |
| Max Drawdown | -41.17% | -76.64% |
| Sharpe | 1.03 | 0.63 |
| Sortino | 2.05 | 1.04 |
| Payoff Ratio | 1.31 | 1.12 |
| Profit Factor | 1.4 | 1.11 |
| Common Sense Ratio | 1.62 | 1.19 |
| CPC Index | 0.92 | 0.62 |
| Tail Ratio | 1.16 | 1.07 |
| Outlier Win Ratio | 16.27 | 3.63 |
| Outlier Loss Ratio | 3.7 | 3.4 |
| Volatility (ann.) | 59.57% | 88.66% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.4 | 0.26 |
| Skew | 7.01 | 2.38 |
| Kurtosis | 120.52 | 25.49 |
| Expected Daily % | 0.13% | 0.05% |
| Expected Monthly % | 3.76% | 1.5% |
| Expected Yearly % | 47.29% | 16.92% |
| Kelly Criterion | 11.74% | 5.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.96% | -7.48% |
| Expected Shortfall (cVaR) | -4.96% | -7.48% |
| Year | 6249243:BCHUSD | 6249243:bchusd:triple_gx:lsma145_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.94 | -25.19 | 0.38 | + |
| 2023 | 167.55 | 166.51 | 0.99 | - |
| 2024 | 67.12 | 148.03 | 2.21 | + |
| 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.) | 85.54% | 62.16% |
| 5Y (ann.) | 57.54% | 20.13% |
| Metric | 6249243:bchusd:triple_gx:lsma145_55_45 | 6249243:BCHUSD |
|---|---|---|
| Max Drawdown | -41.17% | -76.64% |
| Longest DD Days | 471.0 | 701.0 |
| Avg. Drawdown | -13.49% | -21.33% |
| Avg. Drawdown Days | 75.0 | 123.0 |
| Recovery Factor | 9.0 | 1.13 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-06-23 | -41.17 | 471 |
| 2024-03-03 | 2024-06-25 | -28.53 | 114 |
| 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 |
| 2023-12-31 | 2024-01-11 | -14.07 | 11 |
| 2023-07-01 | 2023-10-23 | -12.73 | 114 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-01-12 | 2024-03-02 | -11.07 | 50 |
| 2023-10-30 | 2023-12-27 | -9.66 | 58 |
| Metric | 6249243:bchusd:triple_gx:lsma145_55_45 | 6249243:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -16.27% | -18.65% |
| Best Week | 66.98% | 68.7% |
| Worst Week | -14.75% | -27.44% |
| Best Month | 136.76% | 168.57% |
| Worst Month | -14.05% | -49.49% |
| Best Year | 166.51% | 167.55% |
| Worst Year | -25.19% | -66.94% |
| Avg. Up Day | 3.69% | 3.71% |
| Avg. Down Day | -2.81% | -3.3% |
| Avg. Up Week | 10.05% | 13.25% |
| Avg. Down Week | -5.25% | -8.65% |
| Avg. Up Month | 32.82% | 52.53% |
| Avg. Down Month | -8.21% | -14.31% |
| Win Days % | 49.87% | 50.0% |
| Win Month % | 51.61% | 47.62% |
| Win Week % | 52.38% | 49.45% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |