| Metric | 6250354:bchusd:triple_gx:lsma160_95_45 | 6250354:BCHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 828.6% | 78.41% |
| Max Drawdown | -36.67% | -76.64% |
| Sharpe | 1.32 | 0.61 |
| Sortino | 2.66 | 1.02 |
| Payoff Ratio | 1.36 | 1.14 |
| Profit Factor | 1.47 | 1.1 |
| Common Sense Ratio | 1.87 | 1.19 |
| CPC Index | 1.02 | 0.63 |
| Tail Ratio | 1.27 | 1.07 |
| Outlier Win Ratio | 14.72 | 4.23 |
| Outlier Loss Ratio | 3.61 | 3.43 |
| Volatility (ann.) | 64.59% | 88.59% |
| R^2 | 0.53 | 0.53 |
| Calmar | 2.56 | 0.24 |
| Skew | 5.93 | 2.41 |
| Kurtosis | 89.61 | 25.89 |
| Expected Daily % | 0.18% | 0.05% |
| Expected Monthly % | 5.59% | 1.42% |
| Expected Yearly % | 74.57% | 15.57% |
| Kelly Criterion | 15.3% | 6.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.33% | -7.48% |
| Expected Shortfall (cVaR) | -5.33% | -7.48% |
| Year | 6250354:BCHUSD | 6250354:bchusd:triple_gx:lsma160_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -68.43 | -22.72 | 0.33 | + |
| 2023 | 167.55 | 237.39 | 1.42 | + |
| 2024 | 67.12 | 235.72 | 3.51 | + |
| 2025 | 26.40 | 6.08 | 0.23 | - |
| Metric | 6250354:bchusd:triple_gx:lsma160_95_45 | 6250354:BCHUSD |
|---|---|---|
| MTD | 2.33% | 8.37% |
| 3M | 29.03% | 63.68% |
| 6M | 6.08% | 12.0% |
| YTD | 6.08% | 26.4% |
| 1Y | 47.29% | 39.98% |
| 3Y (ann.) | 140.57% | 62.16% |
| 5Y (ann.) | 93.84% | 18.76% |
| Metric | 6250354:bchusd:triple_gx:lsma160_95_45 | 6250354:BCHUSD |
|---|---|---|
| Max Drawdown | -36.67% | -76.64% |
| Longest DD Days | 368.0 | 701.0 |
| Avg. Drawdown | -11.19% | -21.98% |
| Avg. Drawdown Days | 54.0 | 135.0 |
| Recovery Factor | 22.6 | 1.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-10 | 2023-03-13 | -36.67 | 368 |
| 2024-12-09 | 2025-07-20 | -32.23 | 223 |
| 2024-07-30 | 2024-11-10 | -29.50 | 103 |
| 2024-03-03 | 2024-03-27 | -28.53 | 24 |
| 2023-07-01 | 2024-03-02 | -26.02 | 245 |
| 2024-04-01 | 2024-07-06 | -12.65 | 96 |
| 2024-11-12 | 2024-11-21 | -12.19 | 9 |
| 2024-07-22 | 2024-07-28 | -9.91 | 6 |
| 2023-03-20 | 2023-06-16 | -8.97 | 88 |
| 2024-07-07 | 2024-07-11 | -8.82 | 4 |
| Metric | 6250354:bchusd:triple_gx:lsma160_95_45 | 6250354:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -16.27% | -18.65% |
| Best Week | 68.7% | 68.7% |
| Worst Week | -14.75% | -27.44% |
| Best Month | 193.09% | 168.57% |
| Worst Month | -17.99% | -49.49% |
| Best Year | 237.39% | 167.55% |
| Worst Year | -22.72% | -68.43% |
| Avg. Up Day | 3.78% | 3.8% |
| Avg. Down Day | -2.78% | -3.32% |
| Avg. Up Week | 11.82% | 12.38% |
| Avg. Down Week | -4.99% | -7.69% |
| Avg. Up Month | 32.31% | 36.46% |
| Avg. Down Month | -9.23% | -20.66% |
| Win Days % | 51.19% | 50.04% |
| Win Month % | 60.61% | 46.34% |
| Win Week % | 53.41% | 49.44% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |