| Metric | 5627266:avaxusd:triple_gx:lsma235_105_65 | 5627266:AVAXUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 390.67% | 4.46% |
| Max Drawdown | -61.2% | -73.58% |
| Sharpe | 1.16 | 0.48 |
| Sortino | 1.9 | 0.72 |
| Payoff Ratio | 1.29 | 1.19 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | 1.79 | 1.2 |
| CPC Index | 0.83 | 0.63 |
| Tail Ratio | 1.36 | 1.12 |
| Outlier Win Ratio | 13.52 | 3.8 |
| Outlier Loss Ratio | 3.27 | 3.18 |
| Volatility (ann.) | 63.43% | 93.08% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.16 | 0.02 |
| Skew | 1.08 | 0.42 |
| Kurtosis | 10.28 | 2.42 |
| Expected Daily % | 0.15% | 0.0% |
| Expected Monthly % | 4.52% | 0.12% |
| Expected Yearly % | 48.83% | 1.1% |
| Kelly Criterion | 9.82% | 6.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.26% | -7.89% |
| Expected Shortfall (cVaR) | -5.26% | -7.89% |
| Year | 5627266:AVAXUSD | 5627266:avaxusd:triple_gx:lsma235_105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -45.24 | 3.09 | -0.07 | + |
| 2023 | 253.25 | 584.03 | 2.31 | + |
| 2024 | -7.49 | 8.08 | -1.08 | + |
| 2025 | -41.63 | -35.62 | 0.86 | + |
| Metric | 5627266:avaxusd:triple_gx:lsma235_105_65 | 5627266:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -0.52% |
| 3M | -16.47% | -7.46% |
| 6M | -43.39% | -51.34% |
| YTD | -35.62% | -41.63% |
| 1Y | -27.94% | -42.18% |
| 3Y (ann.) | 70.76% | 1.48% |
| 5Y (ann.) | 70.76% | 1.48% |
| Metric | 5627266:avaxusd:triple_gx:lsma235_105_65 | 5627266:AVAXUSD |
|---|---|---|
| Max Drawdown | -61.2% | -73.58% |
| Longest DD Days | 173.0 | 482.0 |
| Avg. Drawdown | -10.81% | -18.61% |
| Avg. Drawdown Days | 25.0 | 70.0 |
| Recovery Factor | 6.38 | 0.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -61.20 | 173 |
| 2024-07-22 | 2024-11-22 | -46.87 | 123 |
| 2022-06-12 | 2022-06-24 | -25.71 | 12 |
| 2022-11-11 | 2023-01-27 | -23.34 | 77 |
| 2023-07-09 | 2023-10-29 | -21.37 | 112 |
| 2023-02-04 | 2023-04-13 | -17.41 | 68 |
| 2023-11-20 | 2023-12-05 | -16.79 | 15 |
| 2024-07-01 | 2024-07-21 | -16.68 | 20 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2024-03-19 | 2024-04-20 | -12.69 | 32 |
| Metric | 5627266:avaxusd:triple_gx:lsma235_105_65 | 5627266:AVAXUSD |
|---|---|---|
| Best Day | 21.41% | 24.67% |
| Worst Day | -16.56% | -19.35% |
| Best Week | 49.08% | 49.08% |
| Worst Week | -24.53% | -28.87% |
| Best Month | 114.62% | 87.2% |
| Worst Month | -23.34% | -39.66% |
| Best Year | 584.03% | 253.25% |
| Worst Year | -35.62% | -45.24% |
| Avg. Up Day | 4.45% | 4.45% |
| Avg. Down Day | -3.46% | -3.73% |
| Avg. Up Week | 13.09% | 13.47% |
| Avg. Down Week | -7.46% | -8.99% |
| Avg. Up Month | 52.38% | 59.29% |
| Avg. Down Month | -10.82% | -14.55% |
| Win Days % | 49.28% | 49.12% |
| Win Month % | 56.52% | 36.11% |
| Win Week % | 54.29% | 44.03% |
| Win Quarter % | 63.64% | 46.15% |
| Win Year % | 75.0% | 25.0% |