| Metric | 6250513:bchusd:triple_gx:lsma200_100_45 | 6250513:BCHUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 647.74% | 61.0% |
| Max Drawdown | -38.43% | -73.66% |
| Sharpe | 1.25 | 0.59 |
| Sortino | 2.53 | 0.97 |
| Payoff Ratio | 1.39 | 1.21 |
| Profit Factor | 1.44 | 1.1 |
| Common Sense Ratio | 1.75 | 1.16 |
| CPC Index | 1.0 | 0.67 |
| Tail Ratio | 1.21 | 1.05 |
| Outlier Win Ratio | 15.08 | 4.27 |
| Outlier Loss Ratio | 3.53 | 3.36 |
| Volatility (ann.) | 64.99% | 88.87% |
| R^2 | 0.54 | 0.54 |
| Calmar | 2.22 | 0.21 |
| Skew | 6.05 | 2.45 |
| Kurtosis | 90.38 | 26.41 |
| Expected Daily % | 0.17% | 0.04% |
| Expected Monthly % | 5.16% | 1.2% |
| Expected Yearly % | 65.36% | 12.64% |
| Kelly Criterion | 13.75% | 8.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.37% | -7.51% |
| Expected Shortfall (cVaR) | -5.37% | -7.51% |
| Year | 6250513:BCHUSD | 6250513:bchusd:triple_gx:lsma200_100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.51 | -9.70 | 0.14 | + |
| 2023 | 167.55 | 261.00 | 1.56 | + |
| 2024 | 67.12 | 185.61 | 2.77 | + |
| 2025 | 26.40 | -19.69 | -0.75 | - |
| Metric | 6250513:bchusd:triple_gx:lsma200_100_45 | 6250513:BCHUSD |
|---|---|---|
| MTD | -2.01% | 8.37% |
| 3M | 4.45% | 63.68% |
| 6M | -19.69% | 12.0% |
| YTD | -19.69% | 26.4% |
| 1Y | -10.29% | 39.98% |
| 3Y (ann.) | 109.37% | 62.16% |
| 5Y (ann.) | 85.45% | 15.74% |
| Metric | 6250513:bchusd:triple_gx:lsma200_100_45 | 6250513:BCHUSD |
|---|---|---|
| Max Drawdown | -38.43% | -73.66% |
| Longest DD Days | 305.0 | 682.0 |
| Avg. Drawdown | -10.98% | -35.97% |
| Avg. Drawdown Days | 52.0 | 236.0 |
| Recovery Factor | 16.85 | 0.83 |
| Ulcer Index | inf | 4.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-12-02 | -38.43 | 125 |
| 2024-12-09 | 2025-07-20 | -37.05 | 223 |
| 2022-05-11 | 2023-03-12 | -29.54 | 305 |
| 2024-03-03 | 2024-03-27 | -28.53 | 24 |
| 2023-07-01 | 2024-01-11 | -20.49 | 194 |
| 2024-01-12 | 2024-03-02 | -16.94 | 50 |
| 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 |
| Metric | 6250513:bchusd:triple_gx:lsma200_100_45 | 6250513: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 | 261.0% | 167.55% |
| Worst Year | -19.69% | -71.51% |
| Avg. Up Day | 3.96% | 3.97% |
| Avg. Down Day | -2.84% | -3.28% |
| Avg. Up Week | 12.5% | 13.23% |
| Avg. Down Week | -5.42% | -8.67% |
| Avg. Up Month | 49.07% | 52.58% |
| Avg. Down Month | -9.4% | -22.48% |
| Win Days % | 49.77% | 49.96% |
| Win Month % | 53.33% | 45.0% |
| Win Week % | 51.28% | 48.85% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |