| Metric | 6250483:bchusd:triple_gx:lsma170_100_45 | 6250483:BCHUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 650.86% | 47.2% |
| Max Drawdown | -45.18% | -76.64% |
| Sharpe | 1.15 | 0.53 |
| Sortino | 2.2 | 0.88 |
| Payoff Ratio | 1.3 | 1.17 |
| Profit Factor | 1.38 | 1.09 |
| Common Sense Ratio | 1.68 | 1.2 |
| CPC Index | 0.91 | 0.64 |
| Tail Ratio | 1.22 | 1.1 |
| Outlier Win Ratio | 13.71 | 4.05 |
| Outlier Loss Ratio | 3.43 | 3.43 |
| Volatility (ann.) | 64.56% | 87.05% |
| R^2 | 0.55 | 0.55 |
| Calmar | 1.62 | 0.15 |
| Skew | 5.38 | 2.35 |
| Kurtosis | 83.29 | 25.61 |
| Expected Daily % | 0.15% | 0.03% |
| Expected Monthly % | 4.58% | 0.86% |
| Expected Yearly % | 65.53% | 10.15% |
| Kelly Criterion | 13.18% | 7.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.36% | -7.37% |
| Expected Shortfall (cVaR) | -5.36% | -7.37% |
| Year | 6250483:BCHUSD | 6250483:bchusd:triple_gx:lsma170_100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -70.43 | -32.82 | 0.47 | + |
| 2023 | 167.55 | 246.94 | 1.47 | + |
| 2024 | 67.12 | 222.59 | 3.32 | + |
| 2025 | 11.34 | -0.14 | -0.01 | - |
| Metric | 6250483:bchusd:triple_gx:lsma170_100_45 | 6250483:BCHUSD |
|---|---|---|
| MTD | -9.73% | -9.73% |
| 3M | -13.91% | -18.5% |
| 6M | -2.41% | 21.91% |
| YTD | -0.14% | 11.34% |
| 1Y | 23.24% | 11.82% |
| 3Y (ann.) | 127.46% | 66.88% |
| 5Y (ann.) | 73.32% | 11.12% |
| Metric | 6250483:bchusd:triple_gx:lsma170_100_45 | 6250483:BCHUSD |
|---|---|---|
| Max Drawdown | -45.18% | -76.64% |
| Longest DD Days | 421.0 | 701.0 |
| Avg. Drawdown | -12.65% | -23.61% |
| Avg. Drawdown Days | 63.0 | 166.0 |
| Recovery Factor | 14.41 | 0.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-26 | 2023-06-21 | -45.18 | 421 |
| 2024-12-09 | 2025-08-12 | -31.84 | 246 |
| 2024-07-30 | 2024-11-11 | -29.42 | 104 |
| 2024-03-03 | 2024-03-27 | -28.53 | 24 |
| 2023-07-01 | 2024-03-02 | -23.95 | 245 |
| 2025-08-13 | 2025-11-16 | -19.98 | 95 |
| 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 |
| 2024-07-07 | 2024-07-11 | -8.82 | 4 |
| Metric | 6250483:bchusd:triple_gx:lsma170_100_45 | 6250483:BCHUSD |
|---|---|---|
| Best Day | 58.79% | 58.79% |
| Worst Day | -18.65% | -18.65% |
| Best Week | 68.7% | 68.7% |
| Worst Week | -26.42% | -27.44% |
| Best Month | 193.09% | 168.57% |
| Worst Month | -26.39% | -49.49% |
| Best Year | 246.94% | 167.55% |
| Worst Year | -32.82% | -70.43% |
| Avg. Up Day | 3.76% | 3.77% |
| Avg. Down Day | -2.9% | -3.22% |
| Avg. Up Week | 10.65% | 11.59% |
| Avg. Down Week | -5.25% | -8.29% |
| Avg. Up Month | 38.49% | 41.47% |
| Avg. Down Month | -10.68% | -19.73% |
| Win Days % | 50.97% | 49.92% |
| Win Month % | 58.82% | 44.44% |
| Win Week % | 54.74% | 49.74% |
| Win Quarter % | 60.0% | 56.25% |
| Win Year % | 50.0% | 75.0% |