| Metric | 6249314:bchusd:triple_gx:lsma235_55_45 | 6249314:BCHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 477.49% | 161.16% |
| Max Drawdown | -31.91% | -61.28% |
| Sharpe | 1.15 | 0.73 |
| Sortino | 2.57 | 1.24 |
| Payoff Ratio | 1.49 | 1.26 |
| Profit Factor | 1.52 | 1.12 |
| Common Sense Ratio | 1.83 | 1.27 |
| CPC Index | 1.1 | 0.71 |
| Tail Ratio | 1.21 | 1.13 |
| Outlier Win Ratio | 19.03 | 3.7 |
| Outlier Loss Ratio | 3.73 | 3.19 |
| Volatility (ann.) | 55.91% | 86.36% |
| R^2 | 0.42 | 0.42 |
| Calmar | 2.06 | 0.52 |
| Skew | 8.58 | 2.6 |
| Kurtosis | 150.95 | 27.42 |
| Expected Daily % | 0.14% | 0.08% |
| Expected Monthly % | 4.16% | 2.26% |
| Expected Yearly % | 55.02% | 27.12% |
| Kelly Criterion | 13.92% | 10.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.64% | -7.26% |
| Expected Shortfall (cVaR) | -4.64% | -7.26% |
| Year | 6249314:BCHUSD | 6249314:bchusd:triple_gx:lsma235_55_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -47.54 | 16.49 | -0.35 | + |
| 2023 | 167.55 | 171.64 | 1.02 | + |
| 2024 | 67.12 | 121.87 | 1.82 | + |
| 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.) | 75.91% | 66.88% |
| 5Y (ann.) | 65.72% | 31.86% |
| Metric | 6249314:bchusd:triple_gx:lsma235_55_45 | 6249314:BCHUSD |
|---|---|---|
| Max Drawdown | -31.91% | -61.28% |
| Longest DD Days | 344.0 | 588.0 |
| Avg. Drawdown | -8.55% | -26.59% |
| Avg. Drawdown Days | 41.0 | 156.0 |
| Recovery Factor | 14.96 | 2.63 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-16 | -31.91 | 344 |
| 2024-03-03 | 2024-07-15 | -28.53 | 134 |
| 2024-07-16 | 2024-11-11 | -26.36 | 118 |
| 2023-02-05 | 2023-06-23 | -25.95 | 138 |
| 2023-12-31 | 2024-01-11 | -14.07 | 11 |
| 2022-11-08 | 2022-11-16 | -13.55 | 8 |
| 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 | 6249314:bchusd:triple_gx:lsma235_55_45 | 6249314: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 | -16.11% | -49.49% |
| Best Year | 171.64% | 167.55% |
| Worst Year | -17.74% | -47.54% |
| Avg. Up Day | 3.82% | 3.84% |
| Avg. Down Day | -2.55% | -3.05% |
| Avg. Up Week | 10.8% | 13.83% |
| Avg. Down Week | -5.26% | -9.22% |
| Avg. Up Month | 35.52% | 60.29% |
| Avg. Down Month | -7.14% | -9.74% |
| Win Days % | 48.44% | 50.04% |
| Win Month % | 55.56% | 46.51% |
| Win Week % | 52.7% | 50.27% |
| Win Quarter % | 71.43% | 53.33% |
| Win Year % | 75.0% | 75.0% |