| Metric | 5609292:avaxusd:triple_gx:lsma160_60_20 | 5609292:AVAXUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 108.49% | -75.22% |
| Max Drawdown | -57.23% | -91.04% |
| Sharpe | 0.68 | 0.03 |
| Sortino | 1.03 | 0.05 |
| Payoff Ratio | 1.33 | 1.07 |
| Profit Factor | 1.19 | 1.0 |
| Common Sense Ratio | 1.51 | 1.06 |
| CPC Index | 0.72 | 0.52 |
| Tail Ratio | 1.27 | 1.05 |
| Outlier Win Ratio | 13.89 | 3.62 |
| Outlier Loss Ratio | 3.7 | 3.21 |
| Volatility (ann.) | 65.09% | 96.69% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.45 | -0.39 |
| Skew | 0.09 | 0.04 |
| Kurtosis | 17.65 | 3.32 |
| Expected Daily % | 0.06% | -0.12% |
| Expected Monthly % | 1.9% | -3.51% |
| Expected Yearly % | 20.16% | -29.44% |
| Kelly Criterion | 4.11% | 0.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.48% | -8.32% |
| Expected Shortfall (cVaR) | -5.48% | -8.32% |
| Year | 5609292:AVAXUSD | 5609292:avaxusd:triple_gx:lsma160_60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.01 | -46.53 | 0.53 | + |
| 2023 | 253.25 | 237.46 | 0.94 | - |
| 2024 | -7.49 | 29.48 | -3.93 | + |
| 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.) | 53.67% | -9.08% |
| 5Y (ann.) | 25.86% | -35.38% |
| Metric | 5609292:avaxusd:triple_gx:lsma160_60_20 | 5609292:AVAXUSD |
|---|---|---|
| Max Drawdown | -57.23% | -91.04% |
| Longest DD Days | 575.0 | 1153.0 |
| Avg. Drawdown | -15.69% | -24.32% |
| Avg. Drawdown Days | 101.0 | 290.0 |
| Recovery Factor | 1.9 | -0.83 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-14 | 2023-11-10 | -57.23 | 575 |
| 2024-03-19 | 2025-05-31 | -52.84 | 438 |
| 2023-11-20 | 2023-12-16 | -16.79 | 26 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2024-01-05 | 2024-03-11 | -12.07 | 66 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| 2023-12-17 | 2023-12-20 | -5.79 | 3 |
| 2024-03-14 | 2024-03-15 | -2.81 | 1 |
| 2022-04-08 | 2022-04-09 | -0.18 | 1 |
| 2022-04-11 | 2022-04-12 | -0.18 | 1 |
| Metric | 5609292:avaxusd:triple_gx:lsma160_60_20 | 5609292:AVAXUSD |
|---|---|---|
| Best Day | 24.67% | 24.67% |
| Worst Day | -30.18% | -30.18% |
| Best Week | 49.08% | 49.08% |
| Worst Week | -43.56% | -43.56% |
| Best Month | 87.57% | 87.2% |
| Worst Month | -44.53% | -53.67% |
| Best Year | 237.46% | 253.25% |
| Worst Year | -46.53% | -87.01% |
| Avg. Up Day | 4.46% | 4.48% |
| Avg. Down Day | -3.35% | -4.18% |
| Avg. Up Week | 14.05% | 15.7% |
| Avg. Down Week | -6.28% | -10.4% |
| Avg. Up Month | 36.63% | 45.73% |
| Avg. Down Month | -11.45% | -20.33% |
| Win Days % | 45.25% | 48.79% |
| Win Month % | 48.57% | 35.9% |
| Win Week % | 44.44% | 42.11% |
| Win Quarter % | 30.77% | 50.0% |
| Win Year % | 50.0% | 25.0% |