| Metric | 5616451:avaxusd:triple_gx:lsma155_65_35 | 5616451:AVAXUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 178.22% | -73.8% |
| Max Drawdown | -66.17% | -91.04% |
| Sharpe | 0.83 | 0.05 |
| Sortino | 1.27 | 0.07 |
| Payoff Ratio | 1.22 | 1.09 |
| Profit Factor | 1.26 | 1.01 |
| Common Sense Ratio | 1.8 | 1.06 |
| CPC Index | 0.75 | 0.54 |
| Tail Ratio | 1.43 | 1.05 |
| Outlier Win Ratio | 16.39 | 3.61 |
| Outlier Loss Ratio | 3.42 | 3.13 |
| Volatility (ann.) | 61.38% | 96.68% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.57 | -0.37 |
| Skew | 0.18 | 0.04 |
| Kurtosis | 22.34 | 3.3 |
| Expected Daily % | 0.09% | -0.11% |
| Expected Monthly % | 2.66% | -3.38% |
| Expected Yearly % | 29.15% | -28.46% |
| Kelly Criterion | 7.6% | 1.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.14% | -8.31% |
| Expected Shortfall (cVaR) | -5.14% | -8.31% |
| Year | 5616451:AVAXUSD | 5616451:avaxusd:triple_gx:lsma155_65_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -86.27 | -63.31 | 0.73 | + |
| 2023 | 253.25 | 233.48 | 0.92 | - |
| 2024 | -7.49 | 174.91 | -23.35 | + |
| 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.) | 78.62% | -9.08% |
| 5Y (ann.) | 37.57% | -34.13% |
| Metric | 5616451:avaxusd:triple_gx:lsma155_65_35 | 5616451:AVAXUSD |
|---|---|---|
| Max Drawdown | -66.17% | -91.04% |
| Longest DD Days | 556.0 | 1153.0 |
| Avg. Drawdown | -12.33% | -24.85% |
| Avg. Drawdown Days | 73.0 | 291.0 |
| Recovery Factor | 2.69 | -0.81 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2023-11-12 | -66.17 | 556 |
| 2024-03-19 | 2024-11-08 | -26.94 | 234 |
| 2024-12-05 | 2025-05-31 | -22.33 | 177 |
| 2023-11-20 | 2024-03-07 | -16.79 | 108 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-03-14 | 2024-03-15 | -2.81 | 1 |
| 2024-03-08 | 2024-03-11 | -2.68 | 3 |
| Metric | 5616451:avaxusd:triple_gx:lsma155_65_35 | 5616451: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 | 86.5% | 87.2% |
| Worst Month | -51.5% | -53.67% |
| Best Year | 233.48% | 253.25% |
| Worst Year | -63.31% | -86.27% |
| Avg. Up Day | 4.25% | 4.26% |
| Avg. Down Day | -3.48% | -3.9% |
| Avg. Up Week | 12.42% | 14.18% |
| Avg. Down Week | -8.1% | -9.28% |
| Avg. Up Month | 37.67% | 41.3% |
| Avg. Down Month | -17.75% | -25.52% |
| Win Days % | 49.21% | 48.84% |
| Win Month % | 61.54% | 35.9% |
| Win Week % | 52.7% | 42.44% |
| Win Quarter % | 61.54% | 50.0% |
| Win Year % | 50.0% | 25.0% |