| Metric | 5616451:avaxusd:triple_gx:lsma155_65_35 | 5616451:AVAXUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 77.61% | -39.61% |
| Max Drawdown | -22.33% | -70.3% |
| Sharpe | 1.3 | -0.03 |
| Sortino | 2.42 | -0.05 |
| Payoff Ratio | 1.44 | 1.26 |
| Profit Factor | 1.41 | 1.0 |
| Common Sense Ratio | 1.74 | 1.1 |
| CPC Index | 0.96 | 0.6 |
| Tail Ratio | 1.23 | 1.11 |
| Outlier Win Ratio | 17.1 | 3.33 |
| Outlier Loss Ratio | 3.34 | 2.58 |
| Volatility (ann.) | 52.85% | 95.55% |
| R^2 | 0.31 | 0.31 |
| Calmar | 3.3 | -0.55 |
| Skew | 2.34 | 0.32 |
| Kurtosis | 14.8 | 1.35 |
| Expected Daily % | 0.15% | -0.13% |
| Expected Monthly % | 4.52% | -3.81% |
| Expected Yearly % | 33.27% | -22.29% |
| Kelly Criterion | 10.95% | 6.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.36% | -8.23% |
| Expected Shortfall (cVaR) | -4.36% | -8.23% |
| Year | 5616451:AVAXUSD | 5616451:avaxusd:triple_gx:lsma155_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 114.70 | 33.24 | + |
| 2025 | -41.63 | -17.28 | 0.42 | + |
| Metric | 5616451:avaxusd:triple_gx:lsma155_65_35 | 5616451:AVAXUSD |
|---|---|---|
| MTD | -16.8% | -0.52% |
| 3M | -5.61% | -7.46% |
| 6M | -2.79% | -51.34% |
| YTD | -17.28% | -41.63% |
| 1Y | 77.61% | -42.18% |
| 3Y (ann.) | 73.63% | -38.4% |
| 5Y (ann.) | 73.63% | -38.4% |
| Metric | 5616451:avaxusd:triple_gx:lsma155_65_35 | 5616451:AVAXUSD |
|---|---|---|
| Max Drawdown | -22.33% | -70.3% |
| Longest DD Days | 177.0 | 184.0 |
| Avg. Drawdown | -7.26% | -17.72% |
| Avg. Drawdown Days | 36.0 | 46.0 |
| Recovery Factor | 3.48 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-31 | -22.33 | 177 |
| 2024-07-01 | 2024-11-06 | -16.68 | 128 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-06-22 | 2024-06-26 | -3.42 | 4 |
| 2024-12-03 | 2024-12-04 | -2.58 | 1 |
| 2024-11-28 | 2024-11-29 | -2.42 | 1 |
| 2024-06-29 | 2024-06-30 | -0.64 | 1 |
| 2024-11-30 | 2024-12-01 | -0.11 | 1 |
| Metric | 5616451:avaxusd:triple_gx:lsma155_65_35 | 5616451:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -8.67% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -14.09% | -28.87% |
| Best Month | 86.5% | 79.5% |
| Worst Month | -16.8% | -35.0% |
| Best Year | 114.7% | 3.45% |
| Worst Year | -17.28% | -41.63% |
| Avg. Up Day | 4.48% | 4.49% |
| Avg. Down Day | -3.1% | -3.56% |
| Avg. Up Week | 9.68% | 13.0% |
| Avg. Down Week | -7.47% | -8.04% |
| Avg. Up Month | 86.5% | 79.5% |
| Avg. Down Month | -14.66% | -15.95% |
| Win Days % | 47.41% | 48.02% |
| Win Month % | 55.56% | 30.77% |
| Win Week % | 54.17% | 47.37% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |