| Metric | 5627165:avaxusd:triple_gx:lsma235_100_65 | 5627165:AVAXUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | -55.32% | -56.1% |
| Max Drawdown | -76.44% | -71.99% |
| Sharpe | -0.4 | -0.11 |
| Sortino | -0.55 | -0.16 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 0.92 | 0.98 |
| Common Sense Ratio | 0.93 | 1.11 |
| CPC Index | 0.44 | 0.51 |
| Tail Ratio | 1.01 | 1.13 |
| Outlier Win Ratio | 10.38 | 3.46 |
| Outlier Loss Ratio | 3.09 | 3.06 |
| Volatility (ann.) | 70.74% | 93.76% |
| R^2 | 0.57 | 0.57 |
| Calmar | -0.54 | -0.59 |
| Skew | -0.27 | -0.02 |
| Kurtosis | 9.92 | 2.48 |
| Expected Daily % | -0.15% | -0.15% |
| Expected Monthly % | -4.15% | -4.24% |
| Expected Yearly % | -33.15% | -33.74% |
| Kelly Criterion | -6.83% | 1.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.17% | -8.1% |
| Expected Shortfall (cVaR) | -6.17% | -8.1% |
| Year | 5627165:AVAXUSD | 5627165:avaxusd:triple_gx:lsma235_100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 19.39 | 5.62 | + |
| 2025 | -57.56 | -62.57 | 1.09 | - |
| Metric | 5627165:avaxusd:triple_gx:lsma235_100_65 | 5627165:AVAXUSD |
|---|---|---|
| MTD | -2.65% | -16.78% |
| 3M | -41.03% | -36.4% |
| 6M | -44.48% | -34.45% |
| YTD | -62.57% | -57.56% |
| 1Y | -57.52% | -54.35% |
| 3Y (ann.) | -41.47% | -42.15% |
| 5Y (ann.) | -41.47% | -42.15% |
| Metric | 5627165:avaxusd:triple_gx:lsma235_100_65 | 5627165:AVAXUSD |
|---|---|---|
| Max Drawdown | -76.44% | -71.99% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -15.48% | -17.93% |
| Avg. Drawdown Days | 50.0 | 67.0 |
| Recovery Factor | -0.72 | -0.78 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -76.44 | 342 |
| 2024-07-22 | 2024-11-22 | -43.33 | 123 |
| 2024-07-01 | 2024-07-21 | -16.68 | 20 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-06-22 | 2024-06-26 | -3.42 | 4 |
| 2024-12-03 | 2024-12-04 | -2.58 | 1 |
| 2024-11-28 | 2024-11-29 | -2.42 | 1 |
| 2024-06-29 | 2024-06-30 | -0.64 | 1 |
| 2024-11-30 | 2024-12-01 | -0.11 | 1 |
| Metric | 5627165:avaxusd:triple_gx:lsma235_100_65 | 5627165:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -26.92% | -26.92% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -33.79% | -33.79% |
| Best Month | 79.5% | 79.5% |
| Worst Month | -42.09% | -39.43% |
| Best Year | 19.39% | 3.45% |
| Worst Year | -62.57% | -57.56% |
| Avg. Up Day | 4.22% | 4.23% |
| Avg. Down Day | -3.94% | -4.05% |
| Avg. Up Week | 7.89% | 7.87% |
| Avg. Down Week | -8.81% | -10.42% |
| Avg. Up Month | 30.01% | 37.32% |
| Avg. Down Month | -14.58% | -19.42% |
| Win Days % | 44.7% | 49.64% |
| Win Month % | 28.57% | 36.84% |
| Win Week % | 43.18% | 46.91% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 50.0% | 50.0% |