| Metric | 5623551:avaxusd:triple_gx:lsma160_65_55 | 5623551:AVAXUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 118.1% | -39.61% |
| Max Drawdown | -22.69% | -70.3% |
| Sharpe | 1.74 | -0.03 |
| Sortino | 3.51 | -0.05 |
| Payoff Ratio | 1.68 | 1.38 |
| Profit Factor | 1.6 | 1.0 |
| Common Sense Ratio | 2.77 | 1.1 |
| CPC Index | 1.24 | 0.66 |
| Tail Ratio | 1.73 | 1.11 |
| Outlier Win Ratio | 16.16 | 3.07 |
| Outlier Loss Ratio | 3.68 | 2.44 |
| Volatility (ann.) | 49.73% | 95.55% |
| R^2 | 0.28 | 0.28 |
| Calmar | 4.91 | -0.55 |
| Skew | 2.73 | 0.32 |
| Kurtosis | 17.36 | 1.35 |
| Expected Daily % | 0.2% | -0.13% |
| Expected Monthly % | 6.18% | -3.81% |
| Expected Yearly % | 47.68% | -22.29% |
| Kelly Criterion | 13.85% | 10.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.04% | -8.23% |
| Expected Shortfall (cVaR) | -4.04% | -8.23% |
| Year | 5623551:AVAXUSD | 5623551:avaxusd:triple_gx:lsma160_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 143.44 | 41.56 | + |
| 2025 | -41.63 | -10.41 | 0.25 | + |
| Metric | 5623551:avaxusd:triple_gx:lsma160_65_55 | 5623551:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -0.52% |
| 3M | -1.06% | -7.46% |
| 6M | 24.47% | -51.34% |
| YTD | -10.41% | -41.63% |
| 1Y | 106.95% | -42.18% |
| 3Y (ann.) | 111.49% | -38.4% |
| 5Y (ann.) | 111.49% | -38.4% |
| Metric | 5623551:avaxusd:triple_gx:lsma160_65_55 | 5623551:AVAXUSD |
|---|---|---|
| Max Drawdown | -22.69% | -70.3% |
| Longest DD Days | 169.0 | 184.0 |
| Avg. Drawdown | -6.49% | -17.72% |
| Avg. Drawdown Days | 21.0 | 46.0 |
| Recovery Factor | 5.2 | -0.56 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-05-31 | -22.69 | 169 |
| 2024-07-22 | 2024-08-22 | -16.17 | 31 |
| 2024-11-11 | 2024-11-21 | -12.91 | 10 |
| 2024-07-01 | 2024-07-06 | -10.11 | 5 |
| 2024-07-07 | 2024-07-15 | -8.09 | 8 |
| 2024-09-03 | 2024-11-08 | -5.41 | 66 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-07-17 | 2024-07-19 | -3.25 | 2 |
| 2024-08-30 | 2024-09-02 | -2.59 | 3 |
| Metric | 5623551:avaxusd:triple_gx:lsma160_65_55 | 5623551: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 | 33.23% | 79.5% |
| Worst Month | -9.45% | -35.0% |
| Best Year | 143.44% | 3.45% |
| Worst Year | -10.41% | -41.63% |
| Avg. Up Day | 4.62% | 4.64% |
| Avg. Down Day | -2.75% | -3.37% |
| Avg. Up Week | 10.81% | 11.95% |
| Avg. Down Week | -6.29% | -14.01% |
| Avg. Up Month | 13.33% | 35.22% |
| Avg. Down Month | -9.45% | -35.0% |
| Win Days % | 46.02% | 48.02% |
| Win Month % | 77.78% | 30.77% |
| Win Week % | 58.33% | 47.37% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |