| Metric | 6249282:bchusd:triple_gx:lsma205_55_45 | 6249282:BCHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 435.54% | 75.31% |
| Max Drawdown | -32.47% | -71.48% |
| Sharpe | 1.14 | 0.62 |
| Sortino | 2.37 | 1.03 |
| Payoff Ratio | 1.45 | 1.21 |
| Profit Factor | 1.47 | 1.11 |
| Common Sense Ratio | 1.83 | 1.16 |
| CPC Index | 1.04 | 0.67 |
| Tail Ratio | 1.25 | 1.05 |
| Outlier Win Ratio | 16.93 | 3.72 |
| Outlier Loss Ratio | 3.72 | 3.25 |
| Volatility (ann.) | 59.34% | 88.98% |
| R^2 | 0.45 | 0.45 |
| Calmar | 2.09 | 0.26 |
| Skew | 7.52 | 2.45 |
| Kurtosis | 128.24 | 26.37 |
| Expected Daily % | 0.14% | 0.05% |
| Expected Monthly % | 4.28% | 1.41% |
| Expected Yearly % | 52.12% | 15.07% |
| Kelly Criterion | 13.46% | 8.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.92% | -7.51% |
| Expected Shortfall (cVaR) | -4.92% | -7.51% |
| Year | 6249282:BCHUSD | 6249282:bchusd:triple_gx:lsma205_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -68.98 | 2.21 | -0.03 | + |
| 2023 | 167.55 | 138.89 | 0.83 | - |
| 2024 | 67.12 | 140.01 | 2.09 | + |
| 2025 | 26.40 | -8.62 | -0.33 | - |
| Metric | 6249282:bchusd:triple_gx:lsma205_55_45 | 6249282:BCHUSD |
|---|---|---|
| MTD | 0.88% | 8.37% |
| 3M | 15.48% | 63.68% |
| 6M | -8.62% | 12.0% |
| YTD | -8.62% | 26.4% |
| 1Y | 14.99% | 39.98% |
| 3Y (ann.) | 82.26% | 62.16% |
| 5Y (ann.) | 67.75% | 18.89% |
| Metric | 6249282:bchusd:triple_gx:lsma205_55_45 | 6249282:BCHUSD |
|---|---|---|
| Max Drawdown | -32.47% | -71.48% |
| Longest DD Days | 254.0 | 675.0 |
| Avg. Drawdown | -10.15% | -35.53% |
| Avg. Drawdown Days | 64.0 | 235.0 |
| Recovery Factor | 13.41 | 1.05 |
| Ulcer Index | inf | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-11-22 | -32.47 | 129 |
| 2024-03-03 | 2024-07-08 | -28.53 | 127 |
| 2023-02-05 | 2023-06-23 | -25.95 | 138 |
| 2022-05-11 | 2023-01-20 | -25.73 | 254 |
| 2024-12-07 | 2025-07-20 | -23.66 | 225 |
| 2023-07-01 | 2024-03-02 | -19.95 | 245 |
| 2023-06-25 | 2023-06-26 | -8.71 | 1 |
| 2024-11-25 | 2024-12-03 | -4.96 | 8 |
| 2023-01-24 | 2023-01-26 | -3.86 | 2 |
| 2022-05-03 | 2022-05-10 | -3.24 | 7 |
| Metric | 6249282:bchusd:triple_gx:lsma205_55_45 | 6249282:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -16.27% | -18.65% |
| Best Week | 66.98% | 68.7% |
| Worst Week | -14.91% | -27.44% |
| Best Month | 136.76% | 168.57% |
| Worst Month | -16.19% | -49.49% |
| Best Year | 140.01% | 167.55% |
| Worst Year | -8.62% | -68.98% |
| Avg. Up Day | 3.84% | 3.86% |
| Avg. Down Day | -2.65% | -3.18% |
| Avg. Up Week | 11.77% | 14.51% |
| Avg. Down Week | -5.51% | -10.16% |
| Avg. Up Month | 26.6% | 46.96% |
| Avg. Down Month | -7.34% | -13.69% |
| Win Days % | 48.77% | 50.0% |
| Win Month % | 58.62% | 45.0% |
| Win Week % | 51.28% | 49.13% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 75.0% | 75.0% |