| Metric | 5626292:avaxusd:triple_gx:lsma160_70_65 | 5626292:AVAXUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 5.96% | -39.61% |
| Max Drawdown | -35.81% | -70.3% |
| Sharpe | 0.36 | -0.03 |
| Sortino | 0.56 | -0.05 |
| Payoff Ratio | 1.41 | 1.24 |
| Profit Factor | 1.1 | 1.0 |
| Common Sense Ratio | 1.24 | 1.1 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.13 | 1.11 |
| Outlier Win Ratio | 17.54 | 2.96 |
| Outlier Loss Ratio | 3.3 | 2.48 |
| Volatility (ann.) | 51.93% | 95.55% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.16 | -0.55 |
| Skew | 0.99 | 0.32 |
| Kurtosis | 19.43 | 1.35 |
| Expected Daily % | 0.02% | -0.13% |
| Expected Monthly % | 0.45% | -3.81% |
| Expected Yearly % | 2.93% | -22.29% |
| Kelly Criterion | -2.09% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.42% | -8.23% |
| Expected Shortfall (cVaR) | -4.42% | -8.23% |
| Year | 5626292:AVAXUSD | 5626292:avaxusd:triple_gx:lsma160_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 36.12 | 10.47 | + |
| 2025 | -41.63 | -22.16 | 0.53 | + |
| Metric | 5626292:avaxusd:triple_gx:lsma160_70_65 | 5626292:AVAXUSD |
|---|---|---|
| MTD | -1.8% | -0.52% |
| 3M | -19.42% | -7.46% |
| 6M | -8.06% | -51.34% |
| YTD | -22.16% | -41.63% |
| 1Y | 5.96% | -42.18% |
| 3Y (ann.) | 5.71% | -38.4% |
| 5Y (ann.) | 5.71% | -38.4% |
| Metric | 5626292:avaxusd:triple_gx:lsma160_70_65 | 5626292:AVAXUSD |
|---|---|---|
| Max Drawdown | -35.81% | -70.3% |
| Longest DD Days | 173.0 | 184.0 |
| Avg. Drawdown | -9.84% | -17.72% |
| Avg. Drawdown Days | 35.0 | 46.0 |
| Recovery Factor | 0.17 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-21 | 2024-11-22 | -35.81 | 124 |
| 2024-12-09 | 2025-05-31 | -30.17 | 173 |
| 2024-07-07 | 2024-07-15 | -8.09 | 8 |
| 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 |
| 2024-07-05 | 2024-07-06 | -0.18 | 1 |
| 2024-11-30 | 2024-12-01 | -0.11 | 1 |
| Metric | 5626292:avaxusd:triple_gx:lsma160_70_65 | 5626292:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -16.56% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -20.16% | -28.87% |
| Best Month | 56.67% | 79.5% |
| Worst Month | -20.16% | -35.0% |
| Best Year | 36.12% | 3.45% |
| Worst Year | -22.16% | -41.63% |
| Avg. Up Day | 4.54% | 4.58% |
| Avg. Down Day | -3.23% | -3.7% |
| Avg. Up Week | 7.88% | 13.26% |
| Avg. Down Week | -6.14% | -11.99% |
| Avg. Up Month | 20.43% | 37.45% |
| Avg. Down Month | -10.26% | -15.03% |
| Win Days % | 40.35% | 48.02% |
| Win Month % | 44.44% | 30.77% |
| Win Week % | 52.0% | 47.37% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |