| Metric | 5613179:avaxusd:triple_gx:lsma150_115_25 | 5613179:AVAXUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 41.92% | -39.61% |
| Max Drawdown | -44.88% | -70.3% |
| Sharpe | 0.83 | -0.03 |
| Sortino | 1.42 | -0.05 |
| Payoff Ratio | 1.52 | 1.22 |
| Profit Factor | 1.18 | 1.0 |
| Common Sense Ratio | 1.48 | 1.1 |
| CPC Index | 0.77 | 0.58 |
| Tail Ratio | 1.25 | 1.11 |
| Outlier Win Ratio | 10.49 | 3.43 |
| Outlier Loss Ratio | 3.32 | 2.71 |
| Volatility (ann.) | 65.03% | 95.55% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.89 | -0.55 |
| Skew | 1.39 | 0.32 |
| Kurtosis | 7.09 | 1.35 |
| Expected Daily % | 0.09% | -0.13% |
| Expected Monthly % | 2.73% | -3.81% |
| Expected Yearly % | 19.13% | -22.29% |
| Kelly Criterion | 5.29% | 5.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.45% | -8.23% |
| Expected Shortfall (cVaR) | -5.45% | -8.23% |
| Year | 5613179:AVAXUSD | 5613179:avaxusd:triple_gx:lsma150_115_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 75.52 | 21.88 | + |
| 2025 | -41.63 | -19.14 | 0.46 | + |
| Metric | 5613179:avaxusd:triple_gx:lsma150_115_25 | 5613179:AVAXUSD |
|---|---|---|
| MTD | -8.87% | -0.52% |
| 3M | -9.85% | -7.46% |
| 6M | 15.73% | -51.34% |
| YTD | -19.14% | -41.63% |
| 1Y | 41.92% | -42.18% |
| 3Y (ann.) | 39.97% | -38.4% |
| 5Y (ann.) | 39.97% | -38.4% |
| Metric | 5613179:avaxusd:triple_gx:lsma150_115_25 | 5613179:AVAXUSD |
|---|---|---|
| Max Drawdown | -44.88% | -70.3% |
| Longest DD Days | 124.0 | 184.0 |
| Avg. Drawdown | -8.87% | -17.72% |
| Avg. Drawdown Days | 22.0 | 46.0 |
| Recovery Factor | 0.93 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-21 | 2024-11-22 | -44.88 | 124 |
| 2025-02-04 | 2025-05-31 | -32.39 | 116 |
| 2024-12-13 | 2024-12-24 | -10.38 | 11 |
| 2024-06-21 | 2024-06-27 | -10.09 | 6 |
| 2024-07-01 | 2024-07-06 | -9.70 | 5 |
| 2024-07-07 | 2024-07-15 | -8.09 | 8 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-07-17 | 2024-07-19 | -3.25 | 2 |
| 2024-12-25 | 2025-02-03 | -2.75 | 40 |
| 2024-12-03 | 2024-12-04 | -2.58 | 1 |
| Metric | 5613179:avaxusd:triple_gx:lsma150_115_25 | 5613179:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -12.28% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -17.96% | -28.87% |
| Best Month | 79.5% | 79.5% |
| Worst Month | -20.8% | -35.0% |
| Best Year | 75.52% | 3.45% |
| Worst Year | -19.14% | -41.63% |
| Avg. Up Day | 4.76% | 4.78% |
| Avg. Down Day | -3.14% | -3.91% |
| Avg. Up Week | 11.4% | 9.51% |
| Avg. Down Week | -6.34% | -9.37% |
| Avg. Up Month | 46.68% | 45.45% |
| Avg. Down Month | -11.89% | -14.16% |
| Win Days % | 42.94% | 48.02% |
| Win Month % | 40.0% | 30.77% |
| Win Week % | 51.61% | 47.37% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |