| Metric | 6250389:bchusd:triple_gx:lsma205_95_45 | 6250389:BCHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 837.05% | 54.42% |
| Max Drawdown | -33.76% | -71.48% |
| Sharpe | 1.27 | 0.55 |
| Sortino | 2.56 | 0.92 |
| Payoff Ratio | 1.41 | 1.22 |
| Profit Factor | 1.43 | 1.09 |
| Common Sense Ratio | 1.83 | 1.21 |
| CPC Index | 1.0 | 0.67 |
| Tail Ratio | 1.28 | 1.11 |
| Outlier Win Ratio | 14.18 | 4.17 |
| Outlier Loss Ratio | 3.49 | 3.34 |
| Volatility (ann.) | 63.95% | 87.24% |
| R^2 | 0.54 | 0.54 |
| Calmar | 2.58 | 0.18 |
| Skew | 5.83 | 2.38 |
| Kurtosis | 88.03 | 26.02 |
| Expected Daily % | 0.17% | 0.03% |
| Expected Monthly % | 5.22% | 0.99% |
| Expected Yearly % | 74.96% | 11.47% |
| Kelly Criterion | 13.59% | 8.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.28% | -7.38% |
| Expected Shortfall (cVaR) | -5.28% | -7.38% |
| Year | 6250389:BCHUSD | 6250389:bchusd:triple_gx:lsma205_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -68.98 | -6.94 | 0.10 | + |
| 2023 | 167.55 | 268.35 | 1.60 | + |
| 2024 | 67.12 | 216.32 | 3.22 | + |
| 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.) | 119.7% | 66.88% |
| 5Y (ann.) | 87.16% | 12.94% |
| Metric | 6250389:bchusd:triple_gx:lsma205_95_45 | 6250389:BCHUSD |
|---|---|---|
| Max Drawdown | -33.76% | -71.48% |
| Longest DD Days | 342.0 | 675.0 |
| Avg. Drawdown | -8.85% | -35.53% |
| Avg. Drawdown Days | 49.0 | 259.0 |
| Recovery Factor | 24.8 | 0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-11-23 | -33.76 | 116 |
| 2024-12-09 | 2025-11-16 | -33.73 | 342 |
| 2022-05-11 | 2023-02-17 | -29.54 | 282 |
| 2024-03-03 | 2024-03-27 | -28.53 | 24 |
| 2023-07-01 | 2024-03-02 | -18.91 | 245 |
| 2024-04-01 | 2024-07-08 | -12.65 | 98 |
| 2024-07-22 | 2024-07-28 | -9.91 | 6 |
| 2023-03-20 | 2023-06-16 | -8.97 | 88 |
| 2023-06-25 | 2023-06-26 | -8.71 | 1 |
| 2024-07-16 | 2024-07-21 | -6.24 | 5 |
| Metric | 6250389:bchusd:triple_gx:lsma205_95_45 | 6250389:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -16.27% | -18.65% |
| Best Week | 68.7% | 68.7% |
| Worst Week | -14.91% | -27.44% |
| Best Month | 193.09% | 168.57% |
| Worst Month | -17.99% | -49.49% |
| Best Year | 268.35% | 167.55% |
| Worst Year | -13.58% | -68.98% |
| Avg. Up Day | 3.98% | 4.0% |
| Avg. Down Day | -2.82% | -3.28% |
| Avg. Up Week | 11.21% | 11.69% |
| Avg. Down Week | -5.73% | -9.05% |
| Avg. Up Month | 48.65% | 52.58% |
| Avg. Down Month | -10.03% | -21.61% |
| Win Days % | 49.38% | 49.96% |
| Win Month % | 57.58% | 43.18% |
| Win Week % | 56.67% | 49.47% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 50.0% | 75.0% |