| Metric | configs_sql/hl_close/c/avaxusd/uniq_daily_ | AVAXUSD |
|---|---|---|
| Time in Market | 66.0% | 100.0% |
| Cumulative Return | 261.97% | -79.82% |
| Max Drawdown | -55.89% | -91.04% |
| Sharpe | 1.06 | -0.06 |
| Sortino | 1.68 | -0.08 |
| Payoff Ratio | 1.35 | 1.07 |
| Profit Factor | 1.27 | 0.99 |
| Common Sense Ratio | 1.67 | 1.02 |
| CPC Index | 0.82 | 0.52 |
| Tail Ratio | 1.31 | 1.03 |
| Outlier Win Ratio | 11.06 | 3.25 |
| Outlier Loss Ratio | 6.56 | 3.0 |
| Volatility (ann.) | 53.38% | 96.88% |
| R^2 | 0.56 | 0.56 |
| Calmar | 0.94 | -0.45 |
| Skew | 0.91 | 0.01 |
| Kurtosis | 18.74 | 3.39 |
| Expected Daily % | 0.12% | -0.14% |
| Expected Monthly % | 3.44% | -4.12% |
| Expected Yearly % | 37.93% | -32.98% |
| Kelly Criterion | 9.09% | 0.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.44% | -8.36% |
| Expected Shortfall (cVaR) | -4.44% | -8.36% |
| Year | AVAXUSD | configs_sql/hl_close/c/avaxusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -86.27 | -52.66 | 0.61 | + |
| 2023 | 253.25 | 360.10 | 1.42 | + |
| 2024 | -7.49 | 86.41 | -11.53 | + |
| 2025 | -55.04 | -10.84 | 0.20 | + |
| Metric | configs_sql/hl_close/c/avaxusd/uniq_daily_ | AVAXUSD |
|---|---|---|
| MTD | 0.0% | -14.64% |
| 3M | -10.84% | -61.76% |
| 6M | 71.46% | -38.98% |
| YTD | -10.84% | -55.04% |
| 1Y | 60.03% | -64.68% |
| 3Y (ann.) | 53.48% | -43.93% |
| 5Y (ann.) | 52.31% | -40.76% |
| Metric | configs_sql/hl_close/c/avaxusd/uniq_daily_ | AVAXUSD |
|---|---|---|
| Max Drawdown | -55.89% | -91.04% |
| Longest DD Days | 576.0 | 1098.0 |
| Avg. Drawdown | -8.6% | -24.85% |
| Avg. Drawdown Days | 47.0 | 277.0 |
| Recovery Factor | 4.69 | -0.88 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-14 | 2023-11-11 | -55.89 | 576 |
| 2024-03-19 | 2024-11-11 | -27.52 | 237 |
| 2024-12-13 | 2025-04-06 | -24.04 | 114 |
| 2023-11-20 | 2023-12-05 | -16.79 | 15 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2024-11-12 | 2024-11-18 | -11.44 | 6 |
| 2024-12-09 | 2024-12-12 | -7.27 | 3 |
| 2024-03-16 | 2024-03-17 | -5.37 | 1 |
| 2024-11-19 | 2024-11-21 | -5.35 | 2 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| Metric | configs_sql/hl_close/c/avaxusd/uniq_daily_ | AVAXUSD |
|---|---|---|
| Best Day | 21.41% | 24.67% |
| Worst Day | -20.98% | -30.18% |
| Best Week | 48.21% | 49.08% |
| Worst Week | -32.45% | -43.56% |
| Best Month | 74.36% | 87.2% |
| Worst Month | -42.11% | -53.67% |
| Best Year | 360.1% | 253.25% |
| Worst Year | -52.66% | -86.27% |
| Avg. Up Day | 2.29% | 4.12% |
| Avg. Down Day | -1.7% | -3.86% |
| Avg. Up Week | 8.22% | 13.75% |
| Avg. Down Week | -4.06% | -10.65% |
| Avg. Up Month | 32.28% | 47.59% |
| Avg. Down Month | -9.28% | -24.79% |
| Win Days % | 47.81% | 48.64% |
| Win Month % | 58.82% | 34.21% |
| Win Week % | 53.6% | 42.07% |
| Win Quarter % | 58.33% | 42.86% |
| Win Year % | 50.0% | 25.0% |