| Metric | 6250518:bchusd:triple_gx:lsma210_100_45 | 6250518:BCHUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 594.74% | 92.89% |
| Max Drawdown | -38.04% | -68.43% |
| Sharpe | 1.22 | 0.65 |
| Sortino | 2.47 | 1.09 |
| Payoff Ratio | 1.39 | 1.23 |
| Profit Factor | 1.43 | 1.11 |
| Common Sense Ratio | 1.73 | 1.19 |
| CPC Index | 0.99 | 0.68 |
| Tail Ratio | 1.21 | 1.07 |
| Outlier Win Ratio | 15.22 | 4.26 |
| Outlier Loss Ratio | 3.4 | 3.39 |
| Volatility (ann.) | 65.27% | 88.93% |
| R^2 | 0.54 | 0.54 |
| Calmar | 2.17 | 0.33 |
| Skew | 6.03 | 2.47 |
| Kurtosis | 89.66 | 26.53 |
| Expected Daily % | 0.17% | 0.06% |
| Expected Monthly % | 5.1% | 1.7% |
| Expected Yearly % | 62.35% | 17.85% |
| Kelly Criterion | 13.35% | 9.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.4% | -7.5% |
| Expected Shortfall (cVaR) | -5.4% | -7.5% |
| Year | 6250518:BCHUSD | 6250518:bchusd:triple_gx:lsma210_100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.87 | -11.56 | 0.18 | + |
| 2023 | 167.55 | 252.29 | 1.51 | + |
| 2024 | 67.12 | 187.43 | 2.79 | + |
| 2025 | 26.40 | -22.42 | -0.85 | - |
| Metric | 6250518:bchusd:triple_gx:lsma210_100_45 | 6250518:BCHUSD |
|---|---|---|
| MTD | -4.44% | 8.37% |
| 3M | 3.62% | 63.68% |
| 6M | -22.42% | 12.0% |
| YTD | -22.42% | 26.4% |
| 1Y | -12.79% | 39.98% |
| 3Y (ann.) | 105.73% | 62.16% |
| 5Y (ann.) | 82.51% | 22.62% |
| Metric | 6250518:bchusd:triple_gx:lsma210_100_45 | 6250518:BCHUSD |
|---|---|---|
| Max Drawdown | -38.04% | -68.43% |
| Longest DD Days | 305.0 | 469.0 |
| Avg. Drawdown | -11.26% | -35.7% |
| Avg. Drawdown Days | 57.0 | 194.0 |
| Recovery Factor | 15.63 | 1.36 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-12-01 | -38.04 | 124 |
| 2024-12-09 | 2025-07-20 | -37.64 | 223 |
| 2022-05-11 | 2023-03-12 | -29.54 | 305 |
| 2024-03-03 | 2024-03-27 | -28.53 | 24 |
| 2023-07-01 | 2024-03-02 | -21.05 | 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 | 6250518:bchusd:triple_gx:lsma210_100_45 | 6250518: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 | 252.29% | 167.55% |
| Worst Year | -22.42% | -65.87% |
| Avg. Up Day | 4.09% | 4.1% |
| Avg. Down Day | -2.95% | -3.34% |
| Avg. Up Week | 12.37% | 13.23% |
| Avg. Down Week | -5.46% | -8.29% |
| Avg. Up Month | 48.51% | 52.58% |
| Avg. Down Month | -9.89% | -21.77% |
| Win Days % | 49.64% | 49.96% |
| Win Month % | 51.72% | 46.15% |
| Win Week % | 50.65% | 49.42% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |