| Metric | 6249310:bchusd:triple_gx:lsma220_55_45 | 6249310:BCHUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 439.59% | 162.94% |
| Max Drawdown | -28.53% | -61.28% |
| Sharpe | 1.17 | 0.76 |
| Sortino | 2.57 | 1.3 |
| Payoff Ratio | 1.41 | 1.22 |
| Profit Factor | 1.52 | 1.13 |
| Common Sense Ratio | 1.85 | 1.25 |
| CPC Index | 1.07 | 0.69 |
| Tail Ratio | 1.22 | 1.1 |
| Outlier Win Ratio | 18.52 | 3.74 |
| Outlier Loss Ratio | 3.54 | 3.18 |
| Volatility (ann.) | 57.93% | 88.07% |
| R^2 | 0.43 | 0.43 |
| Calmar | 2.44 | 0.58 |
| Skew | 8.32 | 2.64 |
| Kurtosis | 142.5 | 27.53 |
| Expected Daily % | 0.15% | 0.08% |
| Expected Monthly % | 4.42% | 2.51% |
| Expected Yearly % | 52.41% | 27.34% |
| Kelly Criterion | 14.47% | 9.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.8% | -7.4% |
| Expected Shortfall (cVaR) | -4.8% | -7.4% |
| Year | 6249310:BCHUSD | 6249310:bchusd:triple_gx:lsma220_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.48 | -0.20 | 0.00 | + |
| 2023 | 167.55 | 160.68 | 0.96 | - |
| 2024 | 67.12 | 147.03 | 2.19 | + |
| 2025 | 26.40 | -16.04 | -0.61 | - |
| Metric | 6249310:bchusd:triple_gx:lsma220_55_45 | 6249310:BCHUSD |
|---|---|---|
| MTD | -2.01% | 8.37% |
| 3M | 4.67% | 63.68% |
| 6M | -16.04% | 12.0% |
| YTD | -16.04% | 26.4% |
| 1Y | 15.89% | 39.98% |
| 3Y (ann.) | 81.11% | 62.16% |
| 5Y (ann.) | 69.73% | 35.45% |
| Metric | 6249310:bchusd:triple_gx:lsma220_55_45 | 6249310:BCHUSD |
|---|---|---|
| Max Drawdown | -28.53% | -61.28% |
| Longest DD Days | 242.0 | 469.0 |
| Avg. Drawdown | -11.23% | -29.44% |
| Avg. Drawdown Days | 59.0 | 164.0 |
| Recovery Factor | 15.41 | 2.66 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-03 | 2024-07-11 | -28.53 | 130 |
| 2024-12-07 | 2025-07-20 | -27.49 | 225 |
| 2023-02-05 | 2023-06-23 | -25.95 | 138 |
| 2024-07-16 | 2024-11-11 | -25.93 | 118 |
| 2022-05-16 | 2023-01-13 | -23.74 | 242 |
| 2023-12-31 | 2024-01-11 | -14.07 | 11 |
| 2023-07-01 | 2023-12-27 | -12.73 | 179 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-01-12 | 2024-03-02 | -11.07 | 50 |
| 2023-06-25 | 2023-06-26 | -8.71 | 1 |
| Metric | 6249310:bchusd:triple_gx:lsma220_55_45 | 6249310:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -14.9% | -14.9% |
| Best Week | 66.98% | 68.7% |
| Worst Week | -14.75% | -27.44% |
| Best Month | 136.76% | 168.57% |
| Worst Month | -12.87% | -49.49% |
| Best Year | 160.68% | 167.55% |
| Worst Year | -16.04% | -53.48% |
| Avg. Up Day | 3.8% | 3.82% |
| Avg. Down Day | -2.7% | -3.13% |
| Avg. Up Week | 11.85% | 15.03% |
| Avg. Down Week | -5.49% | -9.76% |
| Avg. Up Month | 31.98% | 54.17% |
| Avg. Down Month | -7.96% | -9.57% |
| Win Days % | 50.0% | 50.13% |
| Win Month % | 55.56% | 46.15% |
| Win Week % | 50.72% | 50.0% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 50.0% | 75.0% |