| Metric | 5609292:avaxusd:triple_gx:lsma160_60_20 | 5609292:AVAXUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | -2.41% | -39.61% |
| Max Drawdown | -42.82% | -70.3% |
| Sharpe | 0.24 | -0.03 |
| Sortino | 0.4 | -0.05 |
| Payoff Ratio | 1.52 | 1.24 |
| Profit Factor | 1.06 | 1.0 |
| Common Sense Ratio | 1.24 | 1.1 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.18 | 1.11 |
| Outlier Win Ratio | 13.44 | 3.33 |
| Outlier Loss Ratio | 3.65 | 2.71 |
| Volatility (ann.) | 58.36% | 95.55% |
| R^2 | 0.37 | 0.37 |
| Calmar | -0.05 | -0.55 |
| Skew | 1.49 | 0.32 |
| Kurtosis | 10.02 | 1.35 |
| Expected Daily % | -0.01% | -0.13% |
| Expected Monthly % | -0.19% | -3.81% |
| Expected Yearly % | -1.21% | -22.29% |
| Kelly Criterion | -1.94% | 6.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.99% | -8.23% |
| Expected Shortfall (cVaR) | -4.99% | -8.23% |
| Year | 5609292:AVAXUSD | 5609292:avaxusd:triple_gx:lsma160_60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 9.35 | 2.71 | + |
| 2025 | -41.63 | -10.76 | 0.26 | + |
| Metric | 5609292:avaxusd:triple_gx:lsma160_60_20 | 5609292:AVAXUSD |
|---|---|---|
| MTD | -10.9% | -0.52% |
| 3M | -7.91% | -7.46% |
| 6M | -17.36% | -51.34% |
| YTD | -10.76% | -41.63% |
| 1Y | -2.41% | -42.18% |
| 3Y (ann.) | -2.32% | -38.4% |
| 5Y (ann.) | -2.32% | -38.4% |
| Metric | 5609292:avaxusd:triple_gx:lsma160_60_20 | 5609292:AVAXUSD |
|---|---|---|
| Max Drawdown | -42.82% | -70.3% |
| Longest DD Days | 184.0 | 184.0 |
| Avg. Drawdown | -26.52% | -17.72% |
| Avg. Drawdown Days | 117.0 | 46.0 |
| Recovery Factor | -0.06 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-13 | 2024-11-22 | -42.82 | 162 |
| 2024-11-28 | 2025-05-31 | -32.29 | 184 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| Metric | 5609292:avaxusd:triple_gx:lsma160_60_20 | 5609292:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -12.28% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -16.33% | -28.87% |
| Best Month | 87.57% | 79.5% |
| Worst Month | -24.16% | -35.0% |
| Best Year | 9.35% | 3.45% |
| Worst Year | -10.76% | -41.63% |
| Avg. Up Day | 4.65% | 4.67% |
| Avg. Down Day | -3.05% | -3.76% |
| Avg. Up Week | 12.77% | 12.55% |
| Avg. Down Week | -5.39% | -10.31% |
| Avg. Up Month | 49.8% | 45.45% |
| Avg. Down Month | -10.42% | -16.34% |
| Win Days % | 38.46% | 48.02% |
| Win Month % | 33.33% | 30.77% |
| Win Week % | 35.29% | 47.37% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |