| Metric | 6250493:bchusd:triple_gx:lsma175_100_45 | 6250493:BCHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 787.13% | 49.6% |
| Max Drawdown | -40.08% | -76.64% |
| Sharpe | 1.3 | 0.56 |
| Sortino | 2.55 | 0.92 |
| Payoff Ratio | 1.34 | 1.2 |
| Profit Factor | 1.46 | 1.09 |
| Common Sense Ratio | 1.82 | 1.14 |
| CPC Index | 1.01 | 0.65 |
| Tail Ratio | 1.25 | 1.04 |
| Outlier Win Ratio | 14.64 | 4.26 |
| Outlier Loss Ratio | 3.47 | 3.43 |
| Volatility (ann.) | 65.75% | 88.64% |
| R^2 | 0.55 | 0.55 |
| Calmar | 2.31 | 0.17 |
| Skew | 5.59 | 2.43 |
| Kurtosis | 85.06 | 26.17 |
| Expected Daily % | 0.18% | 0.03% |
| Expected Monthly % | 5.47% | 0.99% |
| Expected Yearly % | 72.58% | 10.59% |
| Kelly Criterion | 15.31% | 8.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.43% | -7.5% |
| Expected Shortfall (cVaR) | -5.43% | -7.5% |
| Year | 6250493:BCHUSD | 6250493:bchusd:triple_gx:lsma175_100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -73.53 | -26.88 | 0.37 | + |
| 2023 | 167.55 | 244.95 | 1.46 | + |
| 2024 | 67.12 | 219.82 | 3.28 | + |
| 2025 | 26.40 | 9.98 | 0.38 | - |
| Metric | 6250493:bchusd:triple_gx:lsma175_100_45 | 6250493:BCHUSD |
|---|---|---|
| MTD | -1.09% | 8.37% |
| 3M | 31.78% | 63.68% |
| 6M | 9.98% | 12.0% |
| YTD | 9.98% | 26.4% |
| 1Y | 43.27% | 39.98% |
| 3Y (ann.) | 141.83% | 62.16% |
| 5Y (ann.) | 92.76% | 12.87% |
| Metric | 6250493:bchusd:triple_gx:lsma175_100_45 | 6250493:BCHUSD |
|---|---|---|
| Max Drawdown | -40.08% | -76.64% |
| Longest DD Days | 421.0 | 701.0 |
| Avg. Drawdown | -12.68% | -26.62% |
| Avg. Drawdown Days | 64.0 | 172.0 |
| Recovery Factor | 19.64 | 0.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-25 | 2023-06-20 | -40.08 | 421 |
| 2024-12-09 | 2025-07-20 | -31.84 | 223 |
| 2024-07-30 | 2024-11-11 | -29.42 | 104 |
| 2024-03-03 | 2024-03-27 | -28.53 | 24 |
| 2023-07-01 | 2024-03-02 | -24.39 | 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 |
| 2024-07-07 | 2024-07-11 | -8.82 | 4 |
| 2023-06-25 | 2023-06-26 | -8.71 | 1 |
| Metric | 6250493:bchusd:triple_gx:lsma175_100_45 | 6250493: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 | 244.95% | 167.55% |
| Worst Year | -26.88% | -73.53% |
| Avg. Up Day | 3.88% | 3.89% |
| Avg. Down Day | -2.9% | -3.25% |
| Avg. Up Week | 11.37% | 12.42% |
| Avg. Down Week | -4.93% | -8.11% |
| Avg. Up Month | 38.18% | 41.47% |
| Avg. Down Month | -10.7% | -22.16% |
| Win Days % | 51.56% | 49.92% |
| Win Month % | 61.29% | 46.34% |
| Win Week % | 54.12% | 48.88% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |