| Metric | 14447427:avaxusd:triple_med_gx:lsma275_130 | 14447427:AVAXUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 3.34% | -33.05% |
| Max Drawdown | -44.07% | -71.66% |
| Sharpe | 0.16 | 0.05 |
| Sortino | 0.23 | 0.07 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.05 | 1.01 |
| Common Sense Ratio | 1.12 | 1.09 |
| CPC Index | 0.55 | 0.53 |
| Tail Ratio | 1.06 | 1.08 |
| Outlier Win Ratio | 22.5 | 3.14 |
| Outlier Loss Ratio | 3.15 | 3.12 |
| Volatility (ann.) | 25.31% | 48.18% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.07 | -0.43 |
| Skew | 0.95 | 0.18 |
| Kurtosis | 38.08 | 4.66 |
| Expected Daily % | 0.0% | -0.03% |
| Expected Monthly % | 0.25% | -3.04% |
| Expected Yearly % | 1.66% | -18.18% |
| Kelly Criterion | 0.58% | 2.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.17% | -4.14% |
| Expected Shortfall (cVaR) | -2.17% | -4.14% |
| Year | 14447427:AVAXUSD | 14447427:avaxusd:triple_med_gx:lsma275_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 9.44 | 6.51 | 0.69 | - |
| 2025 | -38.83 | -2.98 | 0.08 | + |
| Metric | 14447427:avaxusd:triple_med_gx:lsma275_130 | 14447427:AVAXUSD |
|---|---|---|
| MTD | 6.15% | 4.25% |
| 3M | 5.03% | -3.02% |
| 6M | 1.1% | -50.24% |
| YTD | -2.98% | -38.83% |
| 1Y | -3.54% | -39.65% |
| 3Y (ann.) | 3.09% | -31.05% |
| 5Y (ann.) | 3.09% | -31.05% |
| Metric | 14447427:avaxusd:triple_med_gx:lsma275_130 | 14447427:AVAXUSD |
|---|---|---|
| Max Drawdown | -44.07% | -71.66% |
| Longest DD Days | 168.0 | 184.0 |
| Avg. Drawdown | -10.47% | -14.04% |
| Avg. Drawdown Days | 38.0 | 26.0 |
| Recovery Factor | 0.08 | -0.46 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-05-30 | -44.07 | 168 |
| 2024-08-02 | 2024-12-02 | -27.03 | 122 |
| 2024-06-05 | 2024-07-21 | -14.00 | 46 |
| 2024-05-14 | 2024-05-15 | -3.55 | 1 |
| 2024-12-03 | 2024-12-04 | -3.14 | 1 |
| 2024-05-16 | 2024-05-17 | -1.94 | 0 |
| 2024-12-12 | 2024-12-12 | -0.18 | 0 |
| 2024-05-14 | 2024-05-14 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 14447427:avaxusd:triple_med_gx:lsma275_130 | 14447427:AVAXUSD |
|---|---|---|
| Best Day | 16.15% | 16.15% |
| Worst Day | -12.2% | -13.32% |
| Best Week | 21.8% | 30.51% |
| Worst Week | -19.18% | -28.87% |
| Best Month | 20.49% | 79.5% |
| Worst Month | -17.05% | -35.0% |
| Best Year | 6.51% | 9.44% |
| Worst Year | -2.98% | -38.83% |
| Avg. Up Day | 1.95% | 1.96% |
| Avg. Down Day | -1.8% | -1.83% |
| Avg. Up Week | 9.71% | 7.6% |
| Avg. Down Week | -6.29% | -9.95% |
| Avg. Up Month | 7.45% | 11.97% |
| Avg. Down Month | -12.69% | -20.26% |
| Win Days % | 48.23% | 49.36% |
| Win Month % | 66.67% | 38.46% |
| Win Week % | 46.15% | 46.55% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |