| Metric | 5623690:avaxusd:triple_gx:lsma155_70_55 | 5623690:AVAXUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 11.73% | -56.1% |
| Max Drawdown | -40.16% | -71.99% |
| Sharpe | 0.4 | -0.11 |
| Sortino | 0.62 | -0.16 |
| Payoff Ratio | 1.13 | 1.03 |
| Profit Factor | 1.1 | 0.98 |
| Common Sense Ratio | 1.18 | 1.11 |
| CPC Index | 0.57 | 0.5 |
| Tail Ratio | 1.08 | 1.13 |
| Outlier Win Ratio | 13.29 | 3.09 |
| Outlier Loss Ratio | 3.07 | 2.59 |
| Volatility (ann.) | 54.47% | 93.76% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.19 | -0.59 |
| Skew | 0.89 | -0.02 |
| Kurtosis | 10.9 | 2.48 |
| Expected Daily % | 0.02% | -0.15% |
| Expected Monthly % | 0.59% | -4.24% |
| Expected Yearly % | 5.7% | -33.74% |
| Kelly Criterion | -0.84% | 0.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.63% | -8.1% |
| Expected Shortfall (cVaR) | -4.63% | -8.1% |
| Year | 5623690:AVAXUSD | 5623690:avaxusd:triple_gx:lsma155_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 72.12 | 20.90 | + |
| 2025 | -57.56 | -35.08 | 0.61 | + |
| Metric | 5623690:avaxusd:triple_gx:lsma155_70_55 | 5623690:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -16.78% |
| 3M | -24.31% | -36.4% |
| 6M | -32.24% | -34.45% |
| YTD | -35.08% | -57.56% |
| 1Y | -2.53% | -54.35% |
| 3Y (ann.) | 7.65% | -42.15% |
| 5Y (ann.) | 7.65% | -42.15% |
| Metric | 5623690:avaxusd:triple_gx:lsma155_70_55 | 5623690:AVAXUSD |
|---|---|---|
| Max Drawdown | -40.16% | -71.99% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -10.56% | -17.93% |
| Avg. Drawdown Days | 50.0 | 67.0 |
| Recovery Factor | 0.29 | -0.78 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -40.16 | 342 |
| 2024-07-22 | 2024-11-11 | -21.03 | 112 |
| 2024-07-01 | 2024-07-21 | -16.68 | 20 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-12-03 | 2024-12-04 | -2.58 | 1 |
| 2024-11-28 | 2024-11-29 | -2.42 | 1 |
| 2024-06-27 | 2024-06-30 | -0.72 | 3 |
| 2024-11-30 | 2024-12-01 | -0.11 | 1 |
| Metric | 5623690:avaxusd:triple_gx:lsma155_70_55 | 5623690:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -16.56% | -26.92% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -15.85% | -33.79% |
| Best Month | 56.73% | 79.5% |
| Worst Month | -14.51% | -39.43% |
| Best Year | 72.12% | 3.45% |
| Worst Year | -35.08% | -57.56% |
| Avg. Up Day | 3.95% | 3.96% |
| Avg. Down Day | -3.51% | -3.86% |
| Avg. Up Week | 7.68% | 10.6% |
| Avg. Down Week | -5.95% | -10.5% |
| Avg. Up Month | 21.47% | 31.69% |
| Avg. Down Month | -7.69% | -22.33% |
| Win Days % | 46.6% | 49.64% |
| Win Month % | 38.46% | 36.84% |
| Win Week % | 47.5% | 46.91% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 50.0% | 50.0% |