| Metric | 6250392:bchusd:triple_gx:lsma200_95_45 | 6250392:BCHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 712.4% | 41.81% |
| Max Drawdown | -35.89% | -73.66% |
| Sharpe | 1.21 | 0.53 |
| Sortino | 2.43 | 0.87 |
| Payoff Ratio | 1.4 | 1.21 |
| Profit Factor | 1.41 | 1.09 |
| Common Sense Ratio | 1.76 | 1.2 |
| CPC Index | 0.97 | 0.66 |
| Tail Ratio | 1.25 | 1.1 |
| Outlier Win Ratio | 14.3 | 4.17 |
| Outlier Loss Ratio | 3.54 | 3.33 |
| Volatility (ann.) | 63.74% | 87.14% |
| R^2 | 0.54 | 0.54 |
| Calmar | 2.21 | 0.14 |
| Skew | 5.87 | 2.38 |
| Kurtosis | 88.98 | 26.05 |
| Expected Daily % | 0.16% | 0.03% |
| Expected Monthly % | 4.88% | 0.8% |
| Expected Yearly % | 68.83% | 9.13% |
| Kelly Criterion | 12.81% | 8.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.28% | -7.38% |
| Expected Shortfall (cVaR) | -5.28% | -7.38% |
| Year | 6250392:BCHUSD | 6250392:bchusd:triple_gx:lsma200_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.51 | -9.70 | 0.14 | + |
| 2023 | 167.55 | 262.61 | 1.57 | + |
| 2024 | 67.12 | 206.16 | 3.07 | + |
| 2025 | 11.34 | -18.96 | -1.67 | - |
| Metric | 6250392:bchusd:triple_gx:lsma200_95_45 | 6250392:BCHUSD |
|---|---|---|
| MTD | -9.89% | -9.73% |
| 3M | -6.75% | -18.5% |
| 6M | -1.71% | 21.91% |
| YTD | -18.96% | 11.34% |
| 1Y | 1.62% | 11.82% |
| 3Y (ann.) | 111.61% | 66.88% |
| 5Y (ann.) | 79.42% | 10.24% |
| Metric | 6250392:bchusd:triple_gx:lsma200_95_45 | 6250392:BCHUSD |
|---|---|---|
| Max Drawdown | -35.89% | -73.66% |
| Longest DD Days | 342.0 | 682.0 |
| Avg. Drawdown | -9.36% | -35.97% |
| Avg. Drawdown Days | 51.0 | 260.0 |
| Recovery Factor | 19.85 | 0.57 |
| Ulcer Index | inf | 3.83 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-11-24 | -35.89 | 117 |
| 2024-12-09 | 2025-11-16 | -33.65 | 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 | -20.49 | 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 | 6250392:bchusd:triple_gx:lsma200_95_45 | 6250392: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 | 262.61% | 167.55% |
| Worst Year | -18.96% | -71.51% |
| Avg. Up Day | 3.89% | 3.9% |
| Avg. Down Day | -2.79% | -3.24% |
| Avg. Up Week | 11.46% | 11.96% |
| Avg. Down Week | -5.63% | -8.67% |
| Avg. Up Month | 48.76% | 52.58% |
| Avg. Down Month | -9.13% | -21.32% |
| Win Days % | 49.19% | 49.92% |
| Win Month % | 54.55% | 43.18% |
| Win Week % | 52.81% | 49.21% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 50.0% | 75.0% |