| Metric | 5408987:avaxusd:triple_gx:zlema235_95_65 | 5408987:AVAXUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 68.05% | -74.99% |
| Max Drawdown | -78.73% | -91.04% |
| Sharpe | 0.57 | 0.06 |
| Sortino | 0.85 | 0.08 |
| Payoff Ratio | 1.2 | 1.08 |
| Profit Factor | 1.15 | 1.01 |
| Common Sense Ratio | 1.34 | 1.05 |
| CPC Index | 0.66 | 0.53 |
| Tail Ratio | 1.16 | 1.04 |
| Outlier Win Ratio | 14.06 | 3.71 |
| Outlier Loss Ratio | 3.38 | 3.42 |
| Volatility (ann.) | 67.09% | 97.1% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.22 | -0.38 |
| Skew | 0.27 | 0.05 |
| Kurtosis | 14.54 | 3.13 |
| Expected Daily % | 0.04% | -0.12% |
| Expected Monthly % | 1.31% | -3.41% |
| Expected Yearly % | 13.86% | -29.28% |
| Kelly Criterion | 4.46% | 1.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.67% | -8.35% |
| Expected Shortfall (cVaR) | -5.67% | -8.35% |
| Year | 5408987:AVAXUSD | 5408987:avaxusd:triple_gx:zlema235_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -86.89 | -72.30 | 0.83 | + |
| 2023 | 253.25 | 593.99 | 2.35 | + |
| 2024 | -7.49 | 5.17 | -0.69 | + |
| 2025 | -41.63 | -16.87 | 0.41 | + |
| Metric | 5408987:avaxusd:triple_gx:zlema235_95_65 | 5408987:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -0.52% |
| 3M | -10.57% | -7.46% |
| 6M | -4.17% | -51.34% |
| YTD | -16.87% | -41.63% |
| 1Y | 6.49% | -42.18% |
| 3Y (ann.) | 40.37% | -9.08% |
| 5Y (ann.) | 16.97% | -34.19% |
| Metric | 5408987:avaxusd:triple_gx:zlema235_95_65 | 5408987:AVAXUSD |
|---|---|---|
| Max Drawdown | -78.73% | -91.04% |
| Longest DD Days | 656.0 | 1153.0 |
| Avg. Drawdown | -19.32% | -33.89% |
| Avg. Drawdown Days | 111.0 | 300.0 |
| Recovery Factor | 0.86 | -0.82 |
| Ulcer Index | 1.02 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-17 | 2023-12-05 | -78.73 | 656 |
| 2024-03-19 | 2024-12-02 | -44.66 | 258 |
| 2024-12-09 | 2025-05-31 | -24.58 | 173 |
| 2022-02-11 | 2022-02-15 | -14.49 | 4 |
| 2024-01-05 | 2024-01-11 | -13.16 | 6 |
| 2024-03-15 | 2024-03-18 | -8.71 | 3 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-12-03 | 2024-12-04 | -2.58 | 1 |
| 2023-12-12 | 2023-12-13 | -1.37 | 1 |
| 2024-01-03 | 2024-01-04 | -0.18 | 1 |
| Metric | 5408987:avaxusd:triple_gx:zlema235_95_65 | 5408987:AVAXUSD |
|---|---|---|
| Best Day | 24.67% | 24.67% |
| Worst Day | -30.18% | -30.18% |
| Best Week | 49.08% | 49.08% |
| Worst Week | -22.89% | -43.56% |
| Best Month | 87.2% | 87.2% |
| Worst Month | -36.03% | -53.67% |
| Best Year | 593.99% | 253.25% |
| Worst Year | -72.3% | -86.89% |
| Avg. Up Day | 4.56% | 4.57% |
| Avg. Down Day | -3.81% | -4.22% |
| Avg. Up Week | 13.51% | 14.29% |
| Avg. Down Week | -8.09% | -11.12% |
| Avg. Up Month | 41.99% | 51.06% |
| Avg. Down Month | -15.71% | -25.07% |
| Win Days % | 47.96% | 48.96% |
| Win Month % | 46.15% | 37.5% |
| Win Week % | 44.74% | 41.81% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 25.0% |