| Metric | 5618714:avaxusd:triple_gx:lsma225_70_40 | 5618714:AVAXUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 630.8% | -12.04% |
| Max Drawdown | -39.85% | -73.58% |
| Sharpe | 1.5 | 0.42 |
| Sortino | 2.65 | 0.63 |
| Payoff Ratio | 1.35 | 1.11 |
| Profit Factor | 1.52 | 1.06 |
| Common Sense Ratio | 2.42 | 1.17 |
| CPC Index | 1.06 | 0.57 |
| Tail Ratio | 1.6 | 1.1 |
| Outlier Win Ratio | 15.6 | 3.19 |
| Outlier Loss Ratio | 3.63 | 2.92 |
| Volatility (ann.) | 53.28% | 93.35% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.36 | -0.06 |
| Skew | 1.96 | 0.41 |
| Kurtosis | 21.22 | 2.36 |
| Expected Daily % | 0.18% | -0.01% |
| Expected Monthly % | 5.68% | -0.36% |
| Expected Yearly % | 64.42% | -3.16% |
| Kelly Criterion | 16.09% | 2.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.37% | -7.93% |
| Expected Shortfall (cVaR) | -4.37% | -7.93% |
| Year | 5618714:AVAXUSD | 5618714:avaxusd:triple_gx:lsma225_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.89 | -30.75 | 0.57 | + |
| 2023 | 253.25 | 407.53 | 1.61 | + |
| 2024 | -7.49 | 154.76 | -20.66 | + |
| 2025 | -41.63 | -18.38 | 0.44 | + |
| Metric | 5618714:avaxusd:triple_gx:lsma225_70_40 | 5618714:AVAXUSD |
|---|---|---|
| MTD | -7.74% | -0.52% |
| 3M | -10.01% | -7.46% |
| 6M | 10.3% | -51.34% |
| YTD | -18.38% | -41.63% |
| 1Y | 79.95% | -42.18% |
| 3Y (ann.) | 94.06% | -4.19% |
| 5Y (ann.) | 94.06% | -4.19% |
| Metric | 5618714:avaxusd:triple_gx:lsma225_70_40 | 5618714:AVAXUSD |
|---|---|---|
| Max Drawdown | -39.85% | -73.58% |
| Longest DD Days | 154.0 | 482.0 |
| Avg. Drawdown | -6.85% | -19.75% |
| Avg. Drawdown Days | 18.0 | 82.0 |
| Recovery Factor | 15.83 | -0.16 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-23 | -39.85 | 78 |
| 2024-05-05 | 2024-10-06 | -21.95 | 154 |
| 2025-02-04 | 2025-05-31 | -21.90 | 116 |
| 2023-11-20 | 2024-01-04 | -16.79 | 45 |
| 2023-10-07 | 2023-10-26 | -16.42 | 19 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2024-03-19 | 2024-05-04 | -13.00 | 46 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2023-06-26 | 2023-10-06 | -11.33 | 102 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| Metric | 5618714:avaxusd:triple_gx:lsma225_70_40 | 5618714:AVAXUSD |
|---|---|---|
| Best Day | 24.67% | 24.67% |
| Worst Day | -19.35% | -19.35% |
| Best Week | 49.08% | 49.08% |
| Worst Week | -27.34% | -28.87% |
| Best Month | 86.96% | 87.2% |
| Worst Month | -28.58% | -39.66% |
| Best Year | 407.53% | 253.25% |
| Worst Year | -30.75% | -53.89% |
| Avg. Up Day | 3.85% | 3.87% |
| Avg. Down Day | -2.86% | -3.5% |
| Avg. Up Week | 11.89% | 13.4% |
| Avg. Down Week | -6.37% | -8.59% |
| Avg. Up Month | 39.83% | 52.31% |
| Avg. Down Month | -7.44% | -20.08% |
| Win Days % | 51.84% | 48.94% |
| Win Month % | 55.56% | 36.11% |
| Win Week % | 58.21% | 43.48% |
| Win Quarter % | 66.67% | 46.15% |
| Win Year % | 50.0% | 25.0% |