| Metric | 5625111:avaxusd:triple_gx:lsma225_70_60 | 5625111:AVAXUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 1,115.60% | -12.04% |
| Max Drawdown | -30.68% | -73.58% |
| Sharpe | 1.76 | 0.42 |
| Sortino | 3.16 | 0.63 |
| Payoff Ratio | 1.37 | 1.22 |
| Profit Factor | 1.63 | 1.06 |
| Common Sense Ratio | 2.68 | 1.17 |
| CPC Index | 1.16 | 0.63 |
| Tail Ratio | 1.64 | 1.1 |
| Outlier Win Ratio | 16.45 | 3.62 |
| Outlier Loss Ratio | 3.43 | 2.87 |
| Volatility (ann.) | 56.0% | 93.35% |
| R^2 | 0.36 | 0.36 |
| Calmar | 4.23 | -0.06 |
| Skew | 1.85 | 0.41 |
| Kurtosis | 19.36 | 2.36 |
| Expected Daily % | 0.23% | -0.01% |
| Expected Monthly % | 7.18% | -0.36% |
| Expected Yearly % | 86.72% | -3.16% |
| Kelly Criterion | 16.95% | 6.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.55% | -7.93% |
| Expected Shortfall (cVaR) | -4.55% | -7.93% |
| Year | 5625111:AVAXUSD | 5625111:avaxusd:triple_gx:lsma225_70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.89 | -10.71 | 0.20 | + |
| 2023 | 253.25 | 709.74 | 2.80 | + |
| 2024 | -7.49 | 108.60 | -14.50 | + |
| 2025 | -41.63 | -19.40 | 0.47 | + |
| Metric | 5625111:avaxusd:triple_gx:lsma225_70_60 | 5625111:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -0.52% |
| 3M | -2.94% | -7.46% |
| 6M | -4.53% | -51.34% |
| YTD | -19.4% | -41.63% |
| 1Y | 75.21% | -42.18% |
| 3Y (ann.) | 129.93% | -4.19% |
| 5Y (ann.) | 129.93% | -4.19% |
| Metric | 5625111:avaxusd:triple_gx:lsma225_70_60 | 5625111:AVAXUSD |
|---|---|---|
| Max Drawdown | -30.68% | -73.58% |
| Longest DD Days | 234.0 | 482.0 |
| Avg. Drawdown | -7.19% | -19.75% |
| Avg. Drawdown Days | 27.0 | 82.0 |
| Recovery Factor | 36.36 | -0.16 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-19 | 2024-11-08 | -30.68 | 234 |
| 2022-06-07 | 2023-01-11 | -29.28 | 218 |
| 2024-12-09 | 2025-05-31 | -24.36 | 173 |
| 2023-06-26 | 2023-10-29 | -20.99 | 125 |
| 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 |
| 2023-02-04 | 2023-02-21 | -8.42 | 17 |
| 2023-01-18 | 2023-01-20 | -7.71 | 2 |
| 2023-01-28 | 2023-02-02 | -6.75 | 5 |
| Metric | 5625111:avaxusd:triple_gx:lsma225_70_60 | 5625111:AVAXUSD |
|---|---|---|
| Best Day | 24.67% | 24.67% |
| Worst Day | -19.35% | -19.35% |
| Best Week | 49.08% | 49.08% |
| Worst Week | -11.93% | -28.87% |
| Best Month | 87.2% | 87.2% |
| Worst Month | -17.74% | -39.66% |
| Best Year | 709.74% | 253.25% |
| Worst Year | -19.4% | -53.89% |
| Avg. Up Day | 4.28% | 4.3% |
| Avg. Down Day | -3.14% | -3.54% |
| Avg. Up Week | 13.4% | 14.58% |
| Avg. Down Week | -5.1% | -10.82% |
| Avg. Up Month | 44.04% | 51.19% |
| Avg. Down Month | -10.51% | -21.09% |
| Win Days % | 52.05% | 48.94% |
| Win Month % | 70.83% | 36.11% |
| Win Week % | 57.81% | 43.48% |
| Win Quarter % | 63.64% | 46.15% |
| Win Year % | 50.0% | 25.0% |