| Metric | 6249314:bchusd:triple_gx:lsma235_55_45 | 6249314:BCHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 14.41% | 8.51% |
| Max Drawdown | -31.91% | -56.82% |
| Sharpe | 0.42 | 0.44 |
| Sortino | 0.65 | 0.67 |
| Payoff Ratio | 1.19 | 1.03 |
| Profit Factor | 1.12 | 1.06 |
| Common Sense Ratio | 1.14 | 1.25 |
| CPC Index | 0.6 | 0.55 |
| Tail Ratio | 1.02 | 1.17 |
| Outlier Win Ratio | 17.82 | 3.03 |
| Outlier Loss Ratio | 3.7 | 2.98 |
| Volatility (ann.) | 38.04% | 74.83% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.29 | 0.1 |
| Skew | 0.86 | 0.45 |
| Kurtosis | 9.0 | 2.51 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 0.71% | 0.43% |
| Expected Yearly % | 6.96% | 4.17% |
| Kelly Criterion | -0.38% | 1.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.23% | -6.35% |
| Expected Shortfall (cVaR) | -3.23% | -6.35% |
| Year | 6249314:BCHUSD | 6249314:bchusd:triple_gx:lsma235_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 39.09 | -15.42 | + |
| 2025 | 11.34 | -17.74 | -1.57 | - |
| Metric | 6249314:bchusd:triple_gx:lsma235_55_45 | 6249314:BCHUSD |
|---|---|---|
| MTD | 0.0% | -9.73% |
| 3M | -0.46% | -18.5% |
| 6M | 9.19% | 21.91% |
| YTD | -17.74% | 11.34% |
| 1Y | 9.35% | 11.82% |
| 3Y (ann.) | 9.36% | 5.58% |
| 5Y (ann.) | 9.36% | 5.58% |
| Metric | 6249314:bchusd:triple_gx:lsma235_55_45 | 6249314:BCHUSD |
|---|---|---|
| Max Drawdown | -31.91% | -56.82% |
| Longest DD Days | 344.0 | 283.0 |
| Avg. Drawdown | -12.63% | -21.36% |
| Avg. Drawdown Days | 80.0 | 89.0 |
| Recovery Factor | 0.45 | 0.15 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -31.91 | 344 |
| 2024-07-16 | 2024-11-11 | -26.36 | 118 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-11-25 | 2024-12-03 | -4.96 | 8 |
| 2024-12-04 | 2024-12-05 | -0.21 | 1 |
| 2024-07-12 | 2024-07-13 | -0.18 | 1 |
| Metric | 6249314:bchusd:triple_gx:lsma235_55_45 | 6249314:BCHUSD |
|---|---|---|
| Best Day | 10.38% | 22.28% |
| Worst Day | -8.38% | -11.43% |
| Best Week | 19.52% | 23.18% |
| Worst Week | -14.75% | -24.88% |
| Best Month | 36.84% | 47.03% |
| Worst Month | -16.11% | -25.58% |
| Best Year | 39.09% | 11.34% |
| Worst Year | -17.74% | -2.54% |
| Avg. Up Day | 3.04% | 3.06% |
| Avg. Down Day | -2.56% | -2.97% |
| Avg. Up Week | 7.62% | 8.3% |
| Avg. Down Week | -5.19% | -9.46% |
| Avg. Up Month | 23.91% | 34.41% |
| Avg. Down Month | -8.86% | -10.85% |
| Win Days % | 45.51% | 50.18% |
| Win Month % | 38.46% | 52.63% |
| Win Week % | 40.54% | 54.32% |
| Win Quarter % | 50.0% | 42.86% |
| Win Year % | 50.0% | 50.0% |