| Metric | 5624978:avaxusd:triple_gx:lsma225_65_60 | 5624978:AVAXUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 1,511.78% | -36.05% |
| Max Drawdown | -40.23% | -75.08% |
| Sharpe | 1.7 | 0.32 |
| Sortino | 3.07 | 0.48 |
| Payoff Ratio | 1.43 | 1.2 |
| Profit Factor | 1.56 | 1.05 |
| Common Sense Ratio | 2.13 | 1.16 |
| CPC Index | 1.1 | 0.62 |
| Tail Ratio | 1.36 | 1.11 |
| Outlier Win Ratio | 15.06 | 3.62 |
| Outlier Loss Ratio | 3.55 | 2.81 |
| Volatility (ann.) | 56.13% | 92.87% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.06 | -0.16 |
| Skew | 1.86 | 0.25 |
| Kurtosis | 16.78 | 2.76 |
| Expected Daily % | 0.22% | -0.04% |
| Expected Monthly % | 6.84% | -1.06% |
| Expected Yearly % | 100.37% | -10.58% |
| Kelly Criterion | 14.12% | 7.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.57% | -7.91% |
| Expected Shortfall (cVaR) | -4.57% | -7.91% |
| Year | 5624978:AVAXUSD | 5624978:avaxusd:triple_gx:lsma225_65_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.89 | -17.11 | 0.32 | + |
| 2023 | 253.25 | 836.57 | 3.30 | + |
| 2024 | -7.49 | 189.11 | -25.24 | + |
| 2025 | -57.56 | -28.19 | 0.49 | + |
| Metric | 5624978:avaxusd:triple_gx:lsma225_65_60 | 5624978:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -16.78% |
| 3M | 5.68% | -36.4% |
| 6M | -7.36% | -34.45% |
| YTD | -28.19% | -57.56% |
| 1Y | 31.09% | -54.35% |
| 3Y (ann.) | 164.41% | 3.84% |
| 5Y (ann.) | 123.17% | -12.11% |
| Metric | 5624978:avaxusd:triple_gx:lsma225_65_60 | 5624978:AVAXUSD |
|---|---|---|
| Max Drawdown | -40.23% | -75.08% |
| Longest DD Days | 338.0 | 607.0 |
| Avg. Drawdown | -6.83% | -19.86% |
| Avg. Drawdown Days | 28.0 | 95.0 |
| Recovery Factor | 37.57 | -0.48 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-11-16 | -40.23 | 338 |
| 2024-03-19 | 2024-11-06 | -35.06 | 232 |
| 2022-06-07 | 2023-01-11 | -30.88 | 218 |
| 2023-11-20 | 2023-12-05 | -16.79 | 15 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2023-07-16 | 2023-10-22 | -11.35 | 98 |
| 2023-06-26 | 2023-07-14 | -9.94 | 18 |
| 2023-01-18 | 2023-01-20 | -7.71 | 2 |
| 2024-11-12 | 2024-11-16 | -7.55 | 4 |
| 2023-02-16 | 2023-04-05 | -7.10 | 48 |
| Metric | 5624978:avaxusd:triple_gx:lsma225_65_60 | 5624978:AVAXUSD |
|---|---|---|
| Best Day | 24.67% | 24.67% |
| Worst Day | -19.35% | -26.92% |
| Best Week | 49.08% | 49.08% |
| Worst Week | -14.26% | -33.79% |
| Best Month | 97.62% | 87.2% |
| Worst Month | -22.48% | -39.66% |
| Best Year | 836.57% | 253.25% |
| Worst Year | -28.19% | -57.56% |
| Avg. Up Day | 4.34% | 4.36% |
| Avg. Down Day | -3.04% | -3.63% |
| Avg. Up Week | 12.58% | 13.11% |
| Avg. Down Week | -4.91% | -10.45% |
| Avg. Up Month | 41.01% | 48.64% |
| Avg. Down Month | -10.08% | -26.38% |
| Win Days % | 49.53% | 49.52% |
| Win Month % | 64.29% | 38.1% |
| Win Week % | 55.95% | 43.78% |
| Win Quarter % | 64.29% | 40.0% |
| Win Year % | 50.0% | 25.0% |