| Metric | 6249307:bchusd:triple_gx:lsma215_55_45 | 6249307:BCHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 427.86% | 121.56% |
| Max Drawdown | -32.47% | -61.28% |
| Sharpe | 1.08 | 0.67 |
| Sortino | 2.23 | 1.13 |
| Payoff Ratio | 1.37 | 1.19 |
| Profit Factor | 1.44 | 1.11 |
| Common Sense Ratio | 1.68 | 1.24 |
| CPC Index | 0.97 | 0.67 |
| Tail Ratio | 1.16 | 1.11 |
| Outlier Win Ratio | 17.39 | 3.67 |
| Outlier Loss Ratio | 3.56 | 3.21 |
| Volatility (ann.) | 57.42% | 86.75% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.86 | 0.41 |
| Skew | 7.65 | 2.48 |
| Kurtosis | 134.21 | 26.6 |
| Expected Daily % | 0.13% | 0.06% |
| Expected Monthly % | 3.94% | 1.87% |
| Expected Yearly % | 51.58% | 22.0% |
| Kelly Criterion | 12.51% | 8.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.77% | -7.31% |
| Expected Shortfall (cVaR) | -4.77% | -7.31% |
| Year | 6249307:BCHUSD | 6249307:bchusd:triple_gx:lsma215_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.49 | 2.83 | -0.05 | + |
| 2023 | 167.55 | 160.68 | 0.96 | - |
| 2024 | 67.12 | 125.21 | 1.87 | + |
| 2025 | 11.34 | -12.57 | -1.11 | - |
| Metric | 6249307:bchusd:triple_gx:lsma215_55_45 | 6249307:BCHUSD |
|---|---|---|
| MTD | 0.0% | -9.73% |
| 3M | 0.01% | -18.5% |
| 6M | 9.07% | 21.91% |
| YTD | -12.57% | 11.34% |
| 1Y | 16.23% | 11.82% |
| 3Y (ann.) | 77.96% | 66.88% |
| 5Y (ann.) | 60.29% | 25.31% |
| Metric | 6249307:bchusd:triple_gx:lsma215_55_45 | 6249307:BCHUSD |
|---|---|---|
| Max Drawdown | -32.47% | -61.28% |
| Longest DD Days | 344.0 | 588.0 |
| Avg. Drawdown | -11.59% | -34.5% |
| Avg. Drawdown Days | 70.0 | 213.0 |
| Recovery Factor | 13.18 | 1.98 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-11-22 | -32.47 | 129 |
| 2024-03-03 | 2024-07-11 | -28.53 | 130 |
| 2024-12-07 | 2025-11-16 | -27.63 | 344 |
| 2023-02-05 | 2023-06-23 | -25.95 | 138 |
| 2022-05-11 | 2023-01-13 | -24.60 | 247 |
| 2023-12-31 | 2024-01-11 | -14.07 | 11 |
| 2023-07-01 | 2023-12-27 | -12.73 | 179 |
| 2024-01-12 | 2024-03-02 | -11.07 | 50 |
| 2023-06-25 | 2023-06-26 | -8.71 | 1 |
| 2023-01-15 | 2023-01-20 | -5.67 | 5 |
| Metric | 6249307:bchusd:triple_gx:lsma215_55_45 | 6249307:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -16.27% | -16.27% |
| Best Week | 66.98% | 68.7% |
| Worst Week | -14.91% | -27.44% |
| Best Month | 136.76% | 168.57% |
| Worst Month | -15.7% | -49.49% |
| Best Year | 160.68% | 167.55% |
| Worst Year | -12.57% | -55.49% |
| Avg. Up Day | 3.71% | 3.73% |
| Avg. Down Day | -2.72% | -3.13% |
| Avg. Up Week | 10.88% | 13.77% |
| Avg. Down Week | -5.63% | -9.5% |
| Avg. Up Month | 26.84% | 46.47% |
| Avg. Down Month | -7.71% | -10.72% |
| Win Days % | 49.48% | 50.12% |
| Win Month % | 56.67% | 44.19% |
| Win Week % | 50.63% | 50.0% |
| Win Quarter % | 71.43% | 53.33% |
| Win Year % | 75.0% | 75.0% |