| Metric | 14454116:avaxusd:triple_med_gx:lsma280_135 | 14454116:AVAXUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 8.89% | -33.05% |
| Max Drawdown | -55.97% | -71.66% |
| Sharpe | 0.2 | 0.05 |
| Sortino | 0.29 | 0.07 |
| Payoff Ratio | 1.01 | 1.0 |
| Profit Factor | 1.07 | 1.01 |
| Common Sense Ratio | 1.23 | 1.09 |
| CPC Index | 0.55 | 0.5 |
| Tail Ratio | 1.15 | 1.08 |
| Outlier Win Ratio | 22.31 | 3.12 |
| Outlier Loss Ratio | 3.13 | 3.21 |
| Volatility (ann.) | 25.26% | 48.18% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.15 | -0.43 |
| Skew | 0.36 | 0.18 |
| Kurtosis | 35.8 | 4.66 |
| Expected Daily % | 0.01% | -0.03% |
| Expected Monthly % | 0.66% | -3.04% |
| Expected Yearly % | 4.35% | -18.18% |
| Kelly Criterion | 1.27% | -1.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.16% | -4.14% |
| Expected Shortfall (cVaR) | -2.16% | -4.14% |
| Year | 14454116:AVAXUSD | 14454116:avaxusd:triple_med_gx:lsma280_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 9.44 | 7.15 | 0.76 | - |
| 2025 | -38.83 | 1.63 | -0.04 | + |
| Metric | 14454116:avaxusd:triple_med_gx:lsma280_135 | 14454116:AVAXUSD |
|---|---|---|
| MTD | 12.95% | 4.25% |
| 3M | 32.24% | -3.02% |
| 6M | -20.9% | -50.24% |
| YTD | 1.63% | -38.83% |
| 1Y | -5.41% | -39.65% |
| 3Y (ann.) | 8.21% | -31.05% |
| 5Y (ann.) | 8.21% | -31.05% |
| Metric | 14454116:avaxusd:triple_med_gx:lsma280_135 | 14454116:AVAXUSD |
|---|---|---|
| Max Drawdown | -55.97% | -71.66% |
| Longest DD Days | 234.0 | 184.0 |
| Avg. Drawdown | -11.0% | -14.04% |
| Avg. Drawdown Days | 40.0 | 26.0 |
| Recovery Factor | 0.16 | -0.46 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-05-30 | -55.97 | 234 |
| 2024-05-18 | 2024-09-14 | -26.96 | 119 |
| 2024-09-14 | 2024-09-19 | -9.40 | 4 |
| 2024-10-05 | 2024-10-06 | -2.55 | 1 |
| 2024-05-16 | 2024-05-17 | -1.94 | 0 |
| 2024-10-07 | 2024-10-07 | -0.93 | 0 |
| 2024-05-17 | 2024-05-18 | -0.89 | 0 |
| 2024-05-15 | 2024-05-15 | -0.18 | 0 |
| 2024-10-03 | 2024-10-03 | -0.18 | 0 |
| Metric | 14454116:avaxusd:triple_med_gx:lsma280_135 | 14454116:AVAXUSD |
|---|---|---|
| Best Day | 16.15% | 16.15% |
| Worst Day | -12.2% | -13.32% |
| Best Week | 23.67% | 30.51% |
| Worst Week | -24.1% | -28.87% |
| Best Month | 30.57% | 79.5% |
| Worst Month | -22.16% | -35.0% |
| Best Year | 7.15% | 9.44% |
| Worst Year | 1.63% | -38.83% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.86% | -1.89% |
| Avg. Up Week | 10.58% | 9.44% |
| Avg. Down Week | -6.81% | -8.78% |
| Avg. Up Month | 21.05% | 11.97% |
| Avg. Down Month | -12.66% | -17.5% |
| Win Days % | 50.27% | 49.36% |
| Win Month % | 50.0% | 38.46% |
| Win Week % | 44.0% | 46.55% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |