| Metric | 6250374:bchusd:triple_gx:lsma170_95_45 | 6250374:BCHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 983.31% | 67.12% |
| Max Drawdown | -36.46% | -76.64% |
| Sharpe | 1.4 | 0.59 |
| Sortino | 2.84 | 0.99 |
| Payoff Ratio | 1.36 | 1.19 |
| Profit Factor | 1.51 | 1.1 |
| Common Sense Ratio | 1.98 | 1.16 |
| CPC Index | 1.07 | 0.66 |
| Tail Ratio | 1.31 | 1.06 |
| Outlier Win Ratio | 14.92 | 4.24 |
| Outlier Loss Ratio | 3.52 | 3.43 |
| Volatility (ann.) | 64.75% | 88.73% |
| R^2 | 0.54 | 0.54 |
| Calmar | 2.86 | 0.22 |
| Skew | 5.95 | 2.42 |
| Kurtosis | 89.39 | 25.95 |
| Expected Daily % | 0.2% | 0.04% |
| Expected Monthly % | 5.98% | 1.26% |
| Expected Yearly % | 81.42% | 13.7% |
| Kelly Criterion | 16.83% | 7.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.33% | -7.49% |
| Expected Shortfall (cVaR) | -5.33% | -7.49% |
| Year | 6250374:BCHUSD | 6250374:bchusd:triple_gx:lsma170_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -70.43 | -22.13 | 0.31 | + |
| 2023 | 167.55 | 246.81 | 1.47 | + |
| 2024 | 67.12 | 240.89 | 3.59 | + |
| 2025 | 26.40 | 17.68 | 0.67 | - |
| Metric | 6250374:bchusd:triple_gx:lsma170_95_45 | 6250374:BCHUSD |
|---|---|---|
| MTD | -1.09% | 8.37% |
| 3M | 41.0% | 63.68% |
| 6M | 17.68% | 12.0% |
| YTD | 17.68% | 26.4% |
| 1Y | 63.4% | 39.98% |
| 3Y (ann.) | 148.85% | 62.16% |
| 5Y (ann.) | 104.09% | 16.62% |
| Metric | 6250374:bchusd:triple_gx:lsma170_95_45 | 6250374:BCHUSD |
|---|---|---|
| Max Drawdown | -36.46% | -76.64% |
| Longest DD Days | 321.0 | 701.0 |
| Avg. Drawdown | -9.68% | -23.61% |
| Avg. Drawdown Days | 44.0 | 151.0 |
| Recovery Factor | 26.97 | 0.88 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-03-13 | -36.46 | 321 |
| 2024-12-09 | 2025-06-26 | -30.74 | 199 |
| 2024-07-30 | 2024-11-10 | -29.50 | 103 |
| 2024-03-03 | 2024-03-27 | -28.53 | 24 |
| 2023-07-01 | 2024-03-02 | -23.95 | 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 | 6250374:bchusd:triple_gx:lsma170_95_45 | 6250374: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 | 246.81% | 167.55% |
| Worst Year | -22.13% | -70.43% |
| Avg. Up Day | 3.87% | 3.88% |
| Avg. Down Day | -2.84% | -3.26% |
| Avg. Up Week | 11.95% | 12.74% |
| Avg. Down Week | -5.03% | -8.13% |
| Avg. Up Month | 38.6% | 41.47% |
| Avg. Down Month | -8.91% | -20.66% |
| Win Days % | 52.04% | 49.96% |
| Win Month % | 58.06% | 46.34% |
| Win Week % | 56.25% | 49.44% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |