| Metric | 6250509:bchusd:triple_gx:lsma205_100_45 | 6250509:BCHUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 666.85% | 54.42% |
| Max Drawdown | -36.72% | -71.48% |
| Sharpe | 1.19 | 0.55 |
| Sortino | 2.36 | 0.92 |
| Payoff Ratio | 1.39 | 1.21 |
| Profit Factor | 1.4 | 1.09 |
| Common Sense Ratio | 1.7 | 1.21 |
| CPC Index | 0.95 | 0.66 |
| Tail Ratio | 1.22 | 1.11 |
| Outlier Win Ratio | 14.21 | 4.17 |
| Outlier Loss Ratio | 3.47 | 3.34 |
| Volatility (ann.) | 63.99% | 87.24% |
| R^2 | 0.54 | 0.54 |
| Calmar | 2.1 | 0.18 |
| Skew | 5.82 | 2.38 |
| Kurtosis | 87.88 | 26.02 |
| Expected Daily % | 0.16% | 0.03% |
| Expected Monthly % | 4.74% | 0.99% |
| Expected Yearly % | 66.41% | 11.47% |
| Kelly Criterion | 12.55% | 8.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.3% | -7.38% |
| Expected Shortfall (cVaR) | -5.3% | -7.38% |
| Year | 6250509:BCHUSD | 6250509:bchusd:triple_gx:lsma205_100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -68.98 | -6.94 | 0.10 | + |
| 2023 | 167.55 | 266.72 | 1.59 | + |
| 2024 | 67.12 | 195.09 | 2.91 | + |
| 2025 | 11.34 | -23.85 | -2.10 | - |
| Metric | 6250509:bchusd:triple_gx:lsma205_100_45 | 6250509:BCHUSD |
|---|---|---|
| MTD | -9.73% | -9.73% |
| 3M | -13.91% | -18.5% |
| 6M | -2.26% | 21.91% |
| YTD | -23.85% | 11.34% |
| 1Y | -6.02% | 11.82% |
| 3Y (ann.) | 105.51% | 66.88% |
| 5Y (ann.) | 76.94% | 12.94% |
| Metric | 6250509:bchusd:triple_gx:lsma205_100_45 | 6250509:BCHUSD |
|---|---|---|
| Max Drawdown | -36.72% | -71.48% |
| Longest DD Days | 342.0 | 675.0 |
| Avg. Drawdown | -10.12% | -35.53% |
| Avg. Drawdown Days | 50.0 | 259.0 |
| Recovery Factor | 18.16 | 0.76 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -36.72 | 342 |
| 2024-07-30 | 2024-11-27 | -36.39 | 120 |
| 2022-05-11 | 2023-03-12 | -29.54 | 305 |
| 2024-03-03 | 2024-03-27 | -28.53 | 24 |
| 2023-07-01 | 2023-12-30 | -18.91 | 182 |
| 2024-01-12 | 2024-03-02 | -16.94 | 50 |
| 2023-12-31 | 2024-01-11 | -14.07 | 11 |
| 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 |
| Metric | 6250509:bchusd:triple_gx:lsma205_100_45 | 6250509: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 | -18.51% | -49.49% |
| Best Year | 266.72% | 167.55% |
| Worst Year | -23.85% | -68.98% |
| Avg. Up Day | 3.95% | 3.95% |
| Avg. Down Day | -2.83% | -3.27% |
| Avg. Up Week | 11.29% | 11.91% |
| Avg. Down Week | -5.36% | -8.97% |
| Avg. Up Month | 48.96% | 52.58% |
| Avg. Down Month | -9.69% | -19.93% |
| Win Days % | 49.08% | 49.96% |
| Win Month % | 54.55% | 43.18% |
| Win Week % | 53.85% | 49.47% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 50.0% | 75.0% |