| Metric | 5616600:avaxusd:triple_gx:lsma145_70_35 | 5616600:AVAXUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 176.47% | -78.91% |
| Max Drawdown | -70.68% | -91.04% |
| Sharpe | 0.76 | 0.04 |
| Sortino | 1.14 | 0.06 |
| Payoff Ratio | 1.16 | 0.99 |
| Profit Factor | 1.22 | 1.01 |
| Common Sense Ratio | 1.53 | 1.06 |
| CPC Index | 0.7 | 0.49 |
| Tail Ratio | 1.26 | 1.05 |
| Outlier Win Ratio | 14.8 | 3.42 |
| Outlier Loss Ratio | 3.49 | 3.12 |
| Volatility (ann.) | 60.13% | 95.72% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.45 | -0.38 |
| Skew | 0.11 | -0.06 |
| Kurtosis | 21.28 | 3.53 |
| Expected Daily % | 0.08% | -0.12% |
| Expected Monthly % | 2.29% | -3.4% |
| Expected Yearly % | 28.95% | -32.24% |
| Kelly Criterion | 6.16% | -1.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.05% | -8.23% |
| Expected Shortfall (cVaR) | -5.05% | -8.23% |
| Year | 5616600:AVAXUSD | 5616600:avaxusd:triple_gx:lsma145_70_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -84.79 | -67.14 | 0.79 | + |
| 2023 | 253.25 | 304.49 | 1.20 | + |
| 2024 | -7.49 | 190.87 | -25.48 | + |
| 2025 | -57.56 | -28.50 | 0.50 | + |
| Metric | 5616600:avaxusd:triple_gx:lsma145_70_35 | 5616600:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -16.78% |
| 3M | -24.49% | -36.4% |
| 6M | -19.64% | -34.45% |
| YTD | -28.5% | -57.56% |
| 1Y | 13.2% | -54.35% |
| 3Y (ann.) | 98.01% | 3.84% |
| 5Y (ann.) | 31.65% | -34.35% |
| Metric | 5616600:avaxusd:triple_gx:lsma145_70_35 | 5616600:AVAXUSD |
|---|---|---|
| Max Drawdown | -70.68% | -91.04% |
| Longest DD Days | 556.0 | 1322.0 |
| Avg. Drawdown | -11.84% | -22.37% |
| Avg. Drawdown Days | 67.0 | 268.0 |
| Recovery Factor | 2.5 | -0.87 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2023-11-12 | -70.68 | 556 |
| 2025-03-20 | 2025-11-16 | -35.00 | 241 |
| 2024-03-19 | 2024-11-08 | -26.94 | 234 |
| 2023-11-20 | 2024-03-07 | -16.79 | 108 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2024-12-05 | 2025-03-12 | -14.73 | 97 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| 2025-03-16 | 2025-03-19 | -5.82 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| Metric | 5616600:avaxusd:triple_gx:lsma145_70_35 | 5616600: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 | -54.13% | -53.67% |
| Best Year | 304.49% | 253.25% |
| Worst Year | -67.14% | -84.79% |
| Avg. Up Day | 4.0% | 4.02% |
| Avg. Down Day | -3.45% | -4.04% |
| Avg. Up Week | 12.59% | 13.37% |
| Avg. Down Week | -7.67% | -9.98% |
| Avg. Up Month | 33.88% | 35.95% |
| Avg. Down Month | -14.31% | -22.54% |
| Win Days % | 49.58% | 49.48% |
| Win Month % | 56.25% | 37.78% |
| Win Week % | 51.11% | 42.64% |
| Win Quarter % | 53.33% | 43.75% |
| Win Year % | 50.0% | 25.0% |