| Metric | 5623551:avaxusd:triple_gx:lsma160_65_55 | 5623551:AVAXUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 452.08% | -75.22% |
| Max Drawdown | -71.36% | -91.04% |
| Sharpe | 1.18 | 0.03 |
| Sortino | 1.82 | 0.05 |
| Payoff Ratio | 1.41 | 1.25 |
| Profit Factor | 1.39 | 1.0 |
| Common Sense Ratio | 2.16 | 1.06 |
| CPC Index | 0.94 | 0.61 |
| Tail Ratio | 1.55 | 1.05 |
| Outlier Win Ratio | 15.69 | 3.58 |
| Outlier Loss Ratio | 3.64 | 3.16 |
| Volatility (ann.) | 61.88% | 96.69% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.99 | -0.39 |
| Skew | 0.1 | 0.04 |
| Kurtosis | 21.86 | 3.32 |
| Expected Daily % | 0.15% | -0.12% |
| Expected Monthly % | 4.48% | -3.51% |
| Expected Yearly % | 53.29% | -29.44% |
| Kelly Criterion | 10.93% | 7.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.13% | -8.32% |
| Expected Shortfall (cVaR) | -5.13% | -8.32% |
| Year | 5623551:AVAXUSD | 5623551:avaxusd:triple_gx:lsma160_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.01 | -69.76 | 0.80 | + |
| 2023 | 253.25 | 636.14 | 2.51 | + |
| 2024 | -7.49 | 176.84 | -23.60 | + |
| 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.) | 127.39% | -9.08% |
| 5Y (ann.) | 70.72% | -35.38% |
| Metric | 5623551:avaxusd:triple_gx:lsma160_65_55 | 5623551:AVAXUSD |
|---|---|---|
| Max Drawdown | -71.36% | -91.04% |
| Longest DD Days | 554.0 | 1153.0 |
| Avg. Drawdown | -10.85% | -24.32% |
| Avg. Drawdown Days | 47.0 | 290.0 |
| Recovery Factor | 6.34 | -0.83 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2023-11-10 | -71.36 | 554 |
| 2024-12-13 | 2025-05-31 | -22.69 | 169 |
| 2023-11-20 | 2023-12-05 | -16.79 | 15 |
| 2024-07-22 | 2024-08-22 | -16.17 | 31 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2024-03-19 | 2024-06-30 | -15.58 | 103 |
| 2024-11-11 | 2024-11-21 | -12.91 | 10 |
| 2024-07-01 | 2024-07-06 | -10.11 | 5 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| 2024-07-07 | 2024-07-15 | -8.09 | 8 |
| Metric | 5623551:avaxusd:triple_gx:lsma160_65_55 | 5623551: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 | 636.14% | 253.25% |
| Worst Year | -69.76% | -87.01% |
| Avg. Up Day | 4.69% | 4.7% |
| Avg. Down Day | -3.33% | -3.77% |
| Avg. Up Week | 13.86% | 15.52% |
| Avg. Down Week | -7.71% | -11.73% |
| Avg. Up Month | 30.51% | 43.2% |
| Avg. Down Month | -17.69% | -30.14% |
| Win Days % | 47.96% | 48.79% |
| Win Month % | 69.23% | 35.9% |
| Win Week % | 52.78% | 42.11% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 25.0% |