| Metric | 5618721:avaxusd:triple_gx:lsma230_70_40 | 5618721:AVAXUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 667.85% | -19.89% |
| Max Drawdown | -39.85% | -73.58% |
| Sharpe | 1.55 | 0.38 |
| Sortino | 2.74 | 0.58 |
| Payoff Ratio | 1.37 | 1.11 |
| Profit Factor | 1.54 | 1.06 |
| Common Sense Ratio | 2.47 | 1.17 |
| CPC Index | 1.09 | 0.57 |
| Tail Ratio | 1.61 | 1.11 |
| Outlier Win Ratio | 15.77 | 3.23 |
| Outlier Loss Ratio | 3.64 | 2.86 |
| Volatility (ann.) | 53.02% | 93.26% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.46 | -0.1 |
| Skew | 2.01 | 0.42 |
| Kurtosis | 21.69 | 2.39 |
| Expected Daily % | 0.19% | -0.02% |
| Expected Monthly % | 5.83% | -0.61% |
| Expected Yearly % | 66.46% | -5.39% |
| Kelly Criterion | 16.06% | 2.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.34% | -7.93% |
| Expected Shortfall (cVaR) | -4.34% | -7.93% |
| Year | 5618721:AVAXUSD | 5618721:avaxusd:triple_gx:lsma230_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.01 | -33.36 | 0.58 | + |
| 2023 | 253.25 | 417.75 | 1.65 | + |
| 2024 | -7.49 | 152.36 | -20.34 | + |
| 2025 | -41.63 | -11.82 | 0.28 | + |
| Metric | 5618721:avaxusd:triple_gx:lsma230_70_40 | 5618721:AVAXUSD |
|---|---|---|
| MTD | -0.32% | -0.52% |
| 3M | -2.78% | -7.46% |
| 6M | 19.17% | -51.34% |
| YTD | -11.82% | -41.63% |
| 1Y | 102.19% | -42.18% |
| 3Y (ann.) | 97.9% | -7.16% |
| 5Y (ann.) | 97.9% | -7.16% |
| Metric | 5618721:avaxusd:triple_gx:lsma230_70_40 | 5618721:AVAXUSD |
|---|---|---|
| Max Drawdown | -39.85% | -73.58% |
| Longest DD Days | 155.0 | 482.0 |
| Avg. Drawdown | -6.3% | -20.83% |
| Avg. Drawdown Days | 16.0 | 89.0 |
| Recovery Factor | 16.76 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-23 | -39.85 | 78 |
| 2024-03-19 | 2024-08-21 | -19.79 | 155 |
| 2025-02-04 | 2025-05-31 | -17.28 | 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 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2023-06-26 | 2023-10-06 | -11.33 | 102 |
| 2024-10-15 | 2024-11-10 | -11.27 | 26 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| Metric | 5618721:avaxusd:triple_gx:lsma230_70_40 | 5618721: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 | 417.75% | 253.25% |
| Worst Year | -33.36% | -58.01% |
| Avg. Up Day | 3.88% | 3.9% |
| Avg. Down Day | -2.83% | -3.51% |
| Avg. Up Week | 11.57% | 13.29% |
| Avg. Down Week | -5.41% | -8.35% |
| Avg. Up Month | 34.01% | 48.45% |
| Avg. Down Month | -6.15% | -19.18% |
| Win Days % | 51.43% | 48.89% |
| Win Month % | 57.69% | 36.11% |
| Win Week % | 56.06% | 43.75% |
| Win Quarter % | 63.64% | 46.15% |
| Win Year % | 50.0% | 25.0% |