| Metric | 5617905:avaxusd:triple_gx:lsma145_45_40 | 5617905:AVAXUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 21.96% | -39.61% |
| Max Drawdown | -40.99% | -70.3% |
| Sharpe | 0.63 | -0.03 |
| Sortino | 1.05 | -0.05 |
| Payoff Ratio | 1.36 | 1.27 |
| Profit Factor | 1.19 | 1.0 |
| Common Sense Ratio | 1.2 | 1.1 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 1.01 | 1.11 |
| Outlier Win Ratio | 18.71 | 2.93 |
| Outlier Loss Ratio | 3.54 | 2.66 |
| Volatility (ann.) | 48.33% | 95.55% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.51 | -0.55 |
| Skew | 2.03 | 0.32 |
| Kurtosis | 17.38 | 1.35 |
| Expected Daily % | 0.05% | -0.13% |
| Expected Monthly % | 1.54% | -3.81% |
| Expected Yearly % | 10.44% | -22.29% |
| Kelly Criterion | 1.66% | 7.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.08% | -8.23% |
| Expected Shortfall (cVaR) | -4.08% | -8.23% |
| Year | 5617905:AVAXUSD | 5617905:avaxusd:triple_gx:lsma145_45_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 30.13 | 8.73 | + |
| 2025 | -41.63 | -6.28 | 0.15 | + |
| Metric | 5617905:avaxusd:triple_gx:lsma145_45_40 | 5617905:AVAXUSD |
|---|---|---|
| MTD | 4.66% | -0.52% |
| 3M | 1.38% | -7.46% |
| 6M | -3.95% | -51.34% |
| YTD | -6.28% | -41.63% |
| 1Y | 21.96% | -42.18% |
| 3Y (ann.) | 21.01% | -38.4% |
| 5Y (ann.) | 21.01% | -38.4% |
| Metric | 5617905:avaxusd:triple_gx:lsma145_45_40 | 5617905:AVAXUSD |
|---|---|---|
| Max Drawdown | -40.99% | -70.3% |
| Longest DD Days | 157.0 | 184.0 |
| Avg. Drawdown | -9.61% | -17.72% |
| Avg. Drawdown Days | 41.0 | 46.0 |
| Recovery Factor | 0.54 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2024-11-22 | -40.99 | 144 |
| 2024-12-25 | 2025-05-31 | -21.61 | 157 |
| 2024-12-04 | 2024-12-23 | -5.26 | 19 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-11-28 | 2024-11-29 | -2.42 | 1 |
| 2024-06-23 | 2024-06-25 | -1.33 | 2 |
| 2024-06-29 | 2024-06-30 | -0.64 | 1 |
| 2024-11-30 | 2024-12-01 | -0.18 | 1 |
| Metric | 5617905:avaxusd:triple_gx:lsma145_45_40 | 5617905: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 | 56.34% | 79.5% |
| Worst Month | -22.43% | -35.0% |
| Best Year | 30.13% | 3.45% |
| Worst Year | -6.28% | -41.63% |
| Avg. Up Day | 4.32% | 4.35% |
| Avg. Down Day | -3.18% | -3.42% |
| Avg. Up Week | 10.5% | 15.18% |
| Avg. Down Week | -8.02% | -13.19% |
| Avg. Up Month | 28.49% | 45.45% |
| Avg. Down Month | -8.39% | -19.03% |
| Win Days % | 43.4% | 48.02% |
| Win Month % | 44.44% | 30.77% |
| Win Week % | 52.38% | 47.37% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |