| Metric | 14454116:avaxusd:triple_med_gx:lsma280_135 | 14454116:AVAXUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 444.81% | -69.39% |
| Max Drawdown | -55.97% | -91.38% |
| Sharpe | 0.7 | 0.06 |
| Sortino | 1.12 | 0.09 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.26 | 1.01 |
| Common Sense Ratio | 1.41 | 1.07 |
| CPC Index | 0.75 | 0.57 |
| Tail Ratio | 1.12 | 1.06 |
| Outlier Win Ratio | 26.79 | 3.57 |
| Outlier Loss Ratio | 3.52 | 3.05 |
| Volatility (ann.) | 22.45% | 49.9% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.24 | -0.34 |
| Skew | 1.69 | 0.41 |
| Kurtosis | 36.05 | 7.71 |
| Expected Daily % | 0.04% | -0.03% |
| Expected Monthly % | 4.44% | -2.99% |
| Expected Yearly % | 52.78% | -25.62% |
| Kelly Criterion | 9.29% | 5.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.29% |
| Expected Shortfall (cVaR) | -1.89% | -4.29% |
| Year | 14454116:AVAXUSD | 14454116:avaxusd:triple_med_gx:lsma280_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -84.69 | 66.15 | -0.78 | + |
| 2023 | 253.25 | 180.61 | 0.71 | - |
| 2024 | -7.49 | 14.99 | -2.00 | + |
| 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.) | 80.1% | -5.84% |
| 5Y (ann.) | 69.32% | -30.77% |
| Metric | 14454116:avaxusd:triple_med_gx:lsma280_135 | 14454116:AVAXUSD |
|---|---|---|
| Max Drawdown | -55.97% | -91.38% |
| Longest DD Days | 234.0 | 1153.0 |
| Avg. Drawdown | -6.32% | -14.09% |
| Avg. Drawdown Days | 22.0 | 130.0 |
| Recovery Factor | 7.95 | -0.76 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-05-30 | -55.97 | 234 |
| 2024-03-03 | 2024-09-19 | -30.46 | 200 |
| 2023-02-02 | 2023-07-14 | -23.26 | 161 |
| 2023-07-14 | 2023-10-23 | -17.34 | 100 |
| 2022-04-10 | 2022-06-24 | -15.93 | 74 |
| 2022-08-13 | 2022-11-12 | -13.35 | 91 |
| 2022-11-12 | 2023-02-01 | -11.78 | 81 |
| 2023-12-29 | 2024-01-01 | -8.93 | 3 |
| 2022-07-20 | 2022-08-05 | -8.33 | 16 |
| 2022-06-26 | 2022-07-16 | -8.11 | 20 |
| Metric | 14454116:avaxusd:triple_med_gx:lsma280_135 | 14454116:AVAXUSD |
|---|---|---|
| Best Day | 16.15% | 27.47% |
| Worst Day | -12.2% | -20.13% |
| Best Week | 39.32% | 49.08% |
| Worst Week | -24.1% | -43.56% |
| Best Month | 89.0% | 87.2% |
| Worst Month | -22.16% | -53.67% |
| Best Year | 180.61% | 253.25% |
| Worst Year | 1.63% | -84.69% |
| Avg. Up Day | 1.81% | 1.82% |
| Avg. Down Day | -1.57% | -1.62% |
| Avg. Up Week | 12.03% | 12.17% |
| Avg. Down Week | -5.11% | -8.02% |
| Avg. Up Month | 19.63% | 35.74% |
| Avg. Down Month | -11.29% | -21.69% |
| Win Days % | 51.43% | 49.81% |
| Win Month % | 70.59% | 38.46% |
| Win Week % | 51.35% | 42.11% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 100.0% | 25.0% |