| Metric | 5618657:avaxusd:triple_gx:lsma150_70_40 | 5618657:AVAXUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 93.72% | -39.61% |
| Max Drawdown | -25.79% | -70.3% |
| Sharpe | 1.48 | -0.03 |
| Sortino | 2.74 | -0.05 |
| Payoff Ratio | 1.36 | 1.13 |
| Profit Factor | 1.49 | 1.0 |
| Common Sense Ratio | 1.82 | 1.1 |
| CPC Index | 1.02 | 0.54 |
| Tail Ratio | 1.23 | 1.11 |
| Outlier Win Ratio | 16.01 | 3.03 |
| Outlier Loss Ratio | 3.29 | 2.58 |
| Volatility (ann.) | 51.16% | 95.55% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.44 | -0.55 |
| Skew | 2.31 | 0.32 |
| Kurtosis | 15.88 | 1.35 |
| Expected Daily % | 0.17% | -0.13% |
| Expected Monthly % | 5.22% | -3.81% |
| Expected Yearly % | 39.18% | -22.29% |
| Kelly Criterion | 14.05% | 2.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.2% | -8.23% |
| Expected Shortfall (cVaR) | -4.2% | -8.23% |
| Year | 5618657:AVAXUSD | 5618657:avaxusd:triple_gx:lsma150_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 157.77 | 45.72 | + |
| 2025 | -41.63 | -24.85 | 0.60 | + |
| Metric | 5618657:avaxusd:triple_gx:lsma150_70_40 | 5618657:AVAXUSD |
|---|---|---|
| MTD | -6.71% | -0.52% |
| 3M | -9.63% | -7.46% |
| 6M | 1.56% | -51.34% |
| YTD | -24.85% | -41.63% |
| 1Y | 93.72% | -42.18% |
| 3Y (ann.) | 88.73% | -38.4% |
| 5Y (ann.) | 88.73% | -38.4% |
| Metric | 5618657:avaxusd:triple_gx:lsma150_70_40 | 5618657:AVAXUSD |
|---|---|---|
| Max Drawdown | -25.79% | -70.3% |
| Longest DD Days | 117.0 | 184.0 |
| Avg. Drawdown | -6.65% | -17.72% |
| Avg. Drawdown Days | 15.0 | 46.0 |
| Recovery Factor | 3.63 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-03 | 2025-05-31 | -25.79 | 117 |
| 2024-07-01 | 2024-08-08 | -16.68 | 38 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2024-08-09 | 2024-08-21 | -11.56 | 12 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 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 |
| 2024-12-09 | 2024-12-11 | -1.09 | 2 |
| Metric | 5618657:avaxusd:triple_gx:lsma150_70_40 | 5618657: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 | 65.59% | 79.5% |
| Worst Month | -16.84% | -35.0% |
| Best Year | 157.77% | 3.45% |
| Worst Year | -24.85% | -41.63% |
| Avg. Up Day | 4.25% | 4.27% |
| Avg. Down Day | -3.12% | -3.77% |
| Avg. Up Week | 9.99% | 11.96% |
| Avg. Down Week | -10.28% | -12.62% |
| Avg. Up Month | 33.12% | 45.45% |
| Avg. Down Month | -9.81% | -15.98% |
| Win Days % | 50.44% | 48.02% |
| Win Month % | 55.56% | 30.77% |
| Win Week % | 66.67% | 47.37% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |