| Metric | 5621581:avaxusd:triple_gx:lsma140_115_45 | 5621581:AVAXUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 102.2% | -75.05% |
| Max Drawdown | -79.44% | -91.04% |
| Sharpe | 0.66 | 0.04 |
| Sortino | 0.99 | 0.06 |
| Payoff Ratio | 1.22 | 1.17 |
| Profit Factor | 1.17 | 1.01 |
| Common Sense Ratio | 1.38 | 1.05 |
| CPC Index | 0.69 | 0.57 |
| Tail Ratio | 1.17 | 1.05 |
| Outlier Win Ratio | 12.98 | 3.75 |
| Outlier Loss Ratio | 3.55 | 3.46 |
| Volatility (ann.) | 69.03% | 96.49% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.3 | -0.38 |
| Skew | 0.09 | 0.04 |
| Kurtosis | 14.76 | 3.28 |
| Expected Daily % | 0.06% | -0.12% |
| Expected Monthly % | 1.82% | -3.5% |
| Expected Yearly % | 19.25% | -29.33% |
| Kelly Criterion | 5.59% | 5.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.82% | -8.3% |
| Expected Shortfall (cVaR) | -5.82% | -8.3% |
| Year | 5621581:AVAXUSD | 5621581:avaxusd:triple_gx:lsma140_115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -86.92 | -75.76 | 0.87 | + |
| 2023 | 253.25 | 506.75 | 2.00 | + |
| 2024 | -7.49 | 100.98 | -13.48 | + |
| 2025 | -41.63 | -31.60 | 0.76 | + |
| Metric | 5621581:avaxusd:triple_gx:lsma140_115_45 | 5621581:AVAXUSD |
|---|---|---|
| MTD | -17.76% | -0.52% |
| 3M | -17.76% | -7.46% |
| 6M | -37.65% | -51.34% |
| YTD | -31.6% | -41.63% |
| 1Y | -5.16% | -42.18% |
| 3Y (ann.) | 71.12% | -9.08% |
| 5Y (ann.) | 24.2% | -34.77% |
| Metric | 5621581:avaxusd:triple_gx:lsma140_115_45 | 5621581:AVAXUSD |
|---|---|---|
| Max Drawdown | -79.44% | -91.04% |
| Longest DD Days | 645.0 | 1153.0 |
| Avg. Drawdown | -15.2% | -23.58% |
| Avg. Drawdown Days | 67.0 | 236.0 |
| Recovery Factor | 1.29 | -0.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-12-08 | -79.44 | 645 |
| 2024-12-09 | 2025-05-31 | -51.22 | 173 |
| 2024-07-22 | 2024-11-21 | -40.12 | 122 |
| 2024-03-19 | 2024-06-27 | -25.20 | 100 |
| 2024-07-01 | 2024-07-21 | -16.68 | 20 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-03-14 | 2024-03-15 | -2.81 | 1 |
| 2024-03-08 | 2024-03-11 | -2.68 | 3 |
| Metric | 5621581:avaxusd:triple_gx:lsma140_115_45 | 5621581: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 | 97.0% | 87.2% |
| Worst Month | -55.33% | -53.67% |
| Best Year | 506.75% | 253.25% |
| Worst Year | -75.76% | -86.92% |
| Avg. Up Day | 4.42% | 4.43% |
| Avg. Down Day | -3.62% | -3.79% |
| Avg. Up Week | 13.35% | 13.65% |
| Avg. Down Week | -9.38% | -10.14% |
| Avg. Up Month | 51.18% | 50.03% |
| Avg. Down Month | -15.27% | -18.48% |
| Win Days % | 48.1% | 48.81% |
| Win Month % | 46.43% | 35.9% |
| Win Week % | 52.38% | 41.95% |
| Win Quarter % | 35.71% | 50.0% |
| Win Year % | 50.0% | 25.0% |