| Metric | 5623549:avaxusd:triple_gx:lsma150_65_55 | 5623549:AVAXUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 484.25% | -70.66% |
| Max Drawdown | -69.73% | -91.04% |
| Sharpe | 1.19 | 0.09 |
| Sortino | 1.85 | 0.13 |
| Payoff Ratio | 1.41 | 1.25 |
| Profit Factor | 1.39 | 1.01 |
| Common Sense Ratio | 2.15 | 1.06 |
| CPC Index | 0.94 | 0.62 |
| Tail Ratio | 1.55 | 1.05 |
| Outlier Win Ratio | 15.61 | 3.67 |
| Outlier Loss Ratio | 3.64 | 3.16 |
| Volatility (ann.) | 62.66% | 96.65% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.05 | -0.35 |
| Skew | 0.17 | 0.04 |
| Kurtosis | 20.89 | 3.29 |
| Expected Daily % | 0.15% | -0.1% |
| Expected Monthly % | 4.63% | -3.1% |
| Expected Yearly % | 55.47% | -26.4% |
| Kelly Criterion | 10.96% | 8.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.19% | -8.3% |
| Expected Shortfall (cVaR) | -5.19% | -8.3% |
| Year | 5623549:AVAXUSD | 5623549:avaxusd:triple_gx:lsma150_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -84.62 | -68.05 | 0.80 | + |
| 2023 | 253.25 | 637.63 | 2.52 | + |
| 2024 | -7.49 | 142.16 | -18.98 | + |
| 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.) | 131.72% | -9.08% |
| 5Y (ann.) | 72.95% | -31.66% |
| Metric | 5623549:avaxusd:triple_gx:lsma150_65_55 | 5623549:AVAXUSD |
|---|---|---|
| Max Drawdown | -69.73% | -91.04% |
| Longest DD Days | 554.0 | 1153.0 |
| Avg. Drawdown | -11.77% | -20.71% |
| Avg. Drawdown Days | 58.0 | 233.0 |
| Recovery Factor | 6.94 | -0.78 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2023-11-10 | -69.73 | 554 |
| 2024-03-19 | 2024-08-22 | -26.03 | 156 |
| 2024-12-13 | 2025-05-31 | -22.69 | 169 |
| 2023-11-20 | 2023-12-05 | -16.79 | 15 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2024-11-11 | 2024-11-21 | -12.91 | 10 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| 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 |
| Metric | 5623549:avaxusd:triple_gx:lsma150_65_55 | 5623549: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 | 87.2% | 87.2% |
| Worst Month | -55.33% | -53.67% |
| Best Year | 637.63% | 253.25% |
| Worst Year | -68.05% | -84.62% |
| Avg. Up Day | 4.7% | 4.71% |
| Avg. Down Day | -3.33% | -3.76% |
| Avg. Up Week | 13.63% | 14.98% |
| Avg. Down Week | -8.36% | -12.31% |
| Avg. Up Month | 31.78% | 43.3% |
| Avg. Down Month | -15.64% | -29.17% |
| Win Days % | 47.89% | 48.97% |
| Win Month % | 69.23% | 35.9% |
| Win Week % | 56.16% | 42.44% |
| Win Quarter % | 61.54% | 50.0% |
| Win Year % | 75.0% | 25.0% |