| Metric | 6250375:bchusd:triple_gx:lsma180_95_45 | 6250375:BCHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 1,042.00% | 46.87% |
| Max Drawdown | -30.74% | -76.64% |
| Sharpe | 1.43 | 0.55 |
| Sortino | 2.94 | 0.91 |
| Payoff Ratio | 1.39 | 1.22 |
| Profit Factor | 1.53 | 1.09 |
| Common Sense Ratio | 2.04 | 1.14 |
| CPC Index | 1.09 | 0.67 |
| Tail Ratio | 1.34 | 1.04 |
| Outlier Win Ratio | 14.88 | 4.26 |
| Outlier Loss Ratio | 3.51 | 3.36 |
| Volatility (ann.) | 64.81% | 88.78% |
| R^2 | 0.54 | 0.54 |
| Calmar | 3.53 | 0.16 |
| Skew | 5.99 | 2.43 |
| Kurtosis | 89.76 | 26.11 |
| Expected Daily % | 0.2% | 0.03% |
| Expected Monthly % | 6.12% | 0.94% |
| Expected Yearly % | 83.83% | 10.09% |
| Kelly Criterion | 16.3% | 9.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.33% | -7.51% |
| Expected Shortfall (cVaR) | -5.33% | -7.51% |
| Year | 6250375:BCHUSD | 6250375:bchusd:triple_gx:lsma180_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -74.01 | -13.95 | 0.19 | + |
| 2023 | 167.55 | 240.07 | 1.43 | + |
| 2024 | 67.12 | 240.12 | 3.58 | + |
| 2025 | 26.40 | 14.73 | 0.56 | - |
| Metric | 6250375:bchusd:triple_gx:lsma180_95_45 | 6250375:BCHUSD |
|---|---|---|
| MTD | -1.85% | 8.37% |
| 3M | 37.47% | 63.68% |
| 6M | 14.73% | 12.0% |
| YTD | 14.73% | 26.4% |
| 1Y | 58.96% | 39.98% |
| 3Y (ann.) | 145.87% | 62.16% |
| 5Y (ann.) | 108.6% | 12.3% |
| Metric | 6250375:bchusd:triple_gx:lsma180_95_45 | 6250375:BCHUSD |
|---|---|---|
| Max Drawdown | -30.74% | -76.64% |
| Longest DD Days | 298.0 | 701.0 |
| Avg. Drawdown | -9.47% | -36.57% |
| Avg. Drawdown Days | 43.0 | 240.0 |
| Recovery Factor | 33.9 | 0.61 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-06-27 | -30.74 | 200 |
| 2024-07-30 | 2024-11-10 | -29.50 | 103 |
| 2022-04-25 | 2023-02-17 | -29.48 | 298 |
| 2024-03-03 | 2024-03-27 | -28.53 | 24 |
| 2023-07-01 | 2024-03-02 | -25.43 | 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 | 6250375:bchusd:triple_gx:lsma180_95_45 | 6250375: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 | 240.12% | 167.55% |
| Worst Year | -13.95% | -74.01% |
| Avg. Up Day | 3.98% | 3.99% |
| Avg. Down Day | -2.85% | -3.26% |
| Avg. Up Week | 11.59% | 12.58% |
| Avg. Down Week | -4.71% | -8.11% |
| Avg. Up Month | 38.36% | 41.47% |
| Avg. Down Month | -9.02% | -22.16% |
| Win Days % | 51.26% | 49.96% |
| Win Month % | 59.38% | 46.34% |
| Win Week % | 54.88% | 49.15% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |