| Metric | 5623685:avaxusd:triple_gx:lsma150_70_55 | 5623685:AVAXUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 431.91% | -70.66% |
| Max Drawdown | -71.08% | -91.04% |
| Sharpe | 1.14 | 0.09 |
| Sortino | 1.76 | 0.13 |
| Payoff Ratio | 1.29 | 1.18 |
| Profit Factor | 1.37 | 1.01 |
| Common Sense Ratio | 2.15 | 1.06 |
| CPC Index | 0.87 | 0.59 |
| Tail Ratio | 1.57 | 1.05 |
| Outlier Win Ratio | 15.51 | 3.67 |
| Outlier Loss Ratio | 3.47 | 3.16 |
| Volatility (ann.) | 63.44% | 96.65% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.96 | -0.35 |
| Skew | 0.16 | 0.04 |
| Kurtosis | 20.32 | 3.29 |
| Expected Daily % | 0.14% | -0.1% |
| Expected Monthly % | 4.38% | -3.1% |
| Expected Yearly % | 51.87% | -26.4% |
| Kelly Criterion | 10.2% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.26% | -8.3% |
| Expected Shortfall (cVaR) | -5.26% | -8.3% |
| Year | 5623685:AVAXUSD | 5623685:avaxusd:triple_gx:lsma150_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -84.62 | -68.41 | 0.81 | + |
| 2023 | 253.25 | 742.10 | 2.93 | + |
| 2024 | -7.49 | 74.58 | -9.95 | + |
| 2025 | -41.63 | 14.55 | -0.35 | + |
| Metric | 5623685:avaxusd:triple_gx:lsma150_70_55 | 5623685:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -0.52% |
| 3M | 26.5% | -7.46% |
| 6M | 33.27% | -51.34% |
| YTD | 14.55% | -41.63% |
| 1Y | 113.72% | -42.18% |
| 3Y (ann.) | 124.59% | -9.08% |
| 5Y (ann.) | 67.99% | -31.66% |
| Metric | 5623685:avaxusd:triple_gx:lsma150_70_55 | 5623685:AVAXUSD |
|---|---|---|
| Max Drawdown | -71.08% | -91.04% |
| Longest DD Days | 554.0 | 1153.0 |
| Avg. Drawdown | -14.39% | -20.71% |
| Avg. Drawdown Days | 75.0 | 233.0 |
| Recovery Factor | 6.08 | -0.78 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2023-11-10 | -71.08 | 554 |
| 2024-03-19 | 2024-11-11 | -33.66 | 237 |
| 2024-12-09 | 2025-04-12 | -23.88 | 124 |
| 2023-11-20 | 2023-12-05 | -16.79 | 15 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 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 |
| Metric | 5623685:avaxusd:triple_gx:lsma150_70_55 | 5623685: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 | 742.1% | 253.25% |
| Worst Year | -68.41% | -84.62% |
| Avg. Up Day | 4.57% | 4.58% |
| Avg. Down Day | -3.53% | -3.89% |
| Avg. Up Week | 12.41% | 14.1% |
| Avg. Down Week | -8.04% | -11.59% |
| Avg. Up Month | 41.46% | 45.73% |
| Avg. Down Month | -14.07% | -28.22% |
| Win Days % | 49.35% | 48.97% |
| Win Month % | 61.54% | 35.9% |
| Win Week % | 59.15% | 42.44% |
| Win Quarter % | 61.54% | 50.0% |
| Win Year % | 75.0% | 25.0% |