| Metric | 5623549:avaxusd:triple_gx:lsma150_65_55 | 5623549:AVAXUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 137.59% | -39.61% |
| Max Drawdown | -22.69% | -70.3% |
| Sharpe | 1.81 | -0.03 |
| Sortino | 3.71 | -0.05 |
| Payoff Ratio | 1.76 | 1.48 |
| Profit Factor | 1.63 | 1.0 |
| Common Sense Ratio | 2.31 | 1.1 |
| CPC Index | 1.31 | 0.71 |
| Tail Ratio | 1.42 | 1.11 |
| Outlier Win Ratio | 16.46 | 3.43 |
| Outlier Loss Ratio | 3.58 | 2.47 |
| Volatility (ann.) | 53.45% | 95.55% |
| R^2 | 0.32 | 0.32 |
| Calmar | 5.71 | -0.55 |
| Skew | 2.65 | 0.32 |
| Kurtosis | 15.01 | 1.35 |
| Expected Daily % | 0.23% | -0.13% |
| Expected Monthly % | 6.88% | -3.81% |
| Expected Yearly % | 54.14% | -22.29% |
| Kelly Criterion | 14.84% | 12.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.34% | -8.23% |
| Expected Shortfall (cVaR) | -4.34% | -8.23% |
| Year | 5623549:AVAXUSD | 5623549:avaxusd:triple_gx:lsma150_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 132.11 | 38.28 | + |
| 2025 | -41.63 | 2.36 | -0.06 | + |
| Metric | 5623549:avaxusd:triple_gx:lsma150_65_55 | 5623549:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -0.52% |
| 3M | 13.04% | -7.46% |
| 6M | 42.21% | -51.34% |
| YTD | 2.36% | -41.63% |
| 1Y | 137.59% | -42.18% |
| 3Y (ann.) | 129.61% | -38.4% |
| 5Y (ann.) | 129.61% | -38.4% |
| Metric | 5623549:avaxusd:triple_gx:lsma150_65_55 | 5623549:AVAXUSD |
|---|---|---|
| Max Drawdown | -22.69% | -70.3% |
| Longest DD Days | 169.0 | 184.0 |
| Avg. Drawdown | -7.21% | -17.72% |
| Avg. Drawdown Days | 24.0 | 46.0 |
| Recovery Factor | 6.06 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-05-31 | -22.69 | 169 |
| 2024-07-01 | 2024-07-21 | -16.68 | 20 |
| 2024-07-22 | 2024-08-22 | -16.17 | 31 |
| 2024-11-11 | 2024-11-21 | -12.91 | 10 |
| 2024-09-03 | 2024-11-06 | -6.54 | 64 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-08-30 | 2024-09-02 | -2.59 | 3 |
| 2024-12-03 | 2024-12-04 | -2.58 | 1 |
| 2024-11-28 | 2024-11-29 | -2.42 | 1 |
| Metric | 5623549:avaxusd:triple_gx:lsma150_65_55 | 5623549:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -7.74% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -14.09% | -28.87% |
| Best Month | 44.42% | 79.5% |
| Worst Month | -9.45% | -35.0% |
| Best Year | 132.11% | 3.45% |
| Worst Year | 2.36% | -41.63% |
| Avg. Up Day | 4.94% | 4.96% |
| Avg. Down Day | -2.81% | -3.35% |
| Avg. Up Week | 12.19% | 11.92% |
| Avg. Down Week | -7.31% | -14.01% |
| Avg. Up Month | 19.61% | 37.45% |
| Avg. Down Month | -6.4% | -23.67% |
| Win Days % | 45.69% | 48.02% |
| Win Month % | 75.0% | 30.77% |
| Win Week % | 60.87% | 47.37% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |