| Metric | 6250389:bchusd:triple_gx:lsma205_95_45 | 6250389:BCHUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 31.91% | 8.51% |
| Max Drawdown | -33.76% | -56.82% |
| Sharpe | 0.62 | 0.44 |
| Sortino | 0.95 | 0.67 |
| Payoff Ratio | 1.2 | 1.09 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.34 | 1.25 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.17 | 1.17 |
| Outlier Win Ratio | 10.6 | 3.17 |
| Outlier Loss Ratio | 3.29 | 3.08 |
| Volatility (ann.) | 49.1% | 74.83% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.6 | 0.1 |
| Skew | 0.49 | 0.45 |
| Kurtosis | 4.92 | 2.51 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 1.47% | 0.43% |
| Expected Yearly % | 14.85% | 4.17% |
| Kelly Criterion | 3.81% | 4.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.14% | -6.35% |
| Expected Shortfall (cVaR) | -4.14% | -6.35% |
| Year | 6250389:BCHUSD | 6250389:bchusd:triple_gx:lsma205_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.54 | 52.63 | -20.76 | + |
| 2025 | 11.34 | -13.58 | -1.20 | - |
| Metric | 6250389:bchusd:triple_gx:lsma205_95_45 | 6250389:BCHUSD |
|---|---|---|
| MTD | -9.89% | -9.73% |
| 3M | -6.75% | -18.5% |
| 6M | 5.87% | 21.91% |
| YTD | -13.58% | 11.34% |
| 1Y | 8.38% | 11.82% |
| 3Y (ann.) | 20.21% | 5.58% |
| 5Y (ann.) | 20.21% | 5.58% |
| Metric | 6250389:bchusd:triple_gx:lsma205_95_45 | 6250389:BCHUSD |
|---|---|---|
| Max Drawdown | -33.76% | -56.82% |
| Longest DD Days | 342.0 | 283.0 |
| Avg. Drawdown | -9.25% | -21.36% |
| Avg. Drawdown Days | 48.0 | 89.0 |
| Recovery Factor | 0.95 | 0.15 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-11-23 | -33.76 | 116 |
| 2024-12-09 | 2025-11-16 | -33.73 | 342 |
| 2024-07-22 | 2024-07-28 | -9.91 | 6 |
| 2024-07-16 | 2024-07-21 | -6.24 | 5 |
| 2024-11-25 | 2024-11-27 | -4.62 | 2 |
| 2024-12-07 | 2024-12-08 | -1.85 | 1 |
| 2024-11-28 | 2024-11-29 | -1.29 | 1 |
| 2024-07-09 | 2024-07-10 | -0.70 | 1 |
| 2024-12-04 | 2024-12-05 | -0.21 | 1 |
| 2024-07-07 | 2024-07-08 | -0.18 | 1 |
| Metric | 6250389:bchusd:triple_gx:lsma205_95_45 | 6250389:BCHUSD |
|---|---|---|
| Best Day | 12.94% | 22.28% |
| Worst Day | -11.28% | -11.43% |
| Best Week | 19.52% | 23.18% |
| Worst Week | -14.91% | -24.88% |
| Best Month | 47.03% | 47.03% |
| Worst Month | -15.7% | -25.58% |
| Best Year | 52.63% | 11.34% |
| Worst Year | -13.58% | -2.54% |
| Avg. Up Day | 3.32% | 3.33% |
| Avg. Down Day | -2.76% | -3.05% |
| Avg. Up Week | 6.98% | 6.81% |
| Avg. Down Week | -6.64% | -9.59% |
| Avg. Up Month | 23.48% | 23.66% |
| Avg. Down Month | -12.18% | -15.33% |
| Win Days % | 47.48% | 50.18% |
| Win Month % | 46.67% | 52.63% |
| Win Week % | 56.82% | 54.32% |
| Win Quarter % | 66.67% | 42.86% |
| Win Year % | 50.0% | 50.0% |