| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 16.0% | 99.0% |
| Cumulative Return | 151.25% | 126.81% |
| Max Drawdown | -44.22% | -76.79% |
| Sharpe | 0.33 | 0.2 |
| Sortino | 0.5 | 0.29 |
| Payoff Ratio | 1.16 | 1.16 |
| Profit Factor | 1.14 | 1.03 |
| Common Sense Ratio | 1.43 | 1.03 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 35.92 | 3.09 |
| Outlier Loss Ratio | 3.32 | 2.89 |
| Volatility (ann.) | 8.11% | 21.28% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.7 | 0.84 |
| Skew | 1.49 | 0.06 |
| Kurtosis | 53.63 | 7.03 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.71% | 4.18% |
| Expected Yearly % | 35.95% | 31.39% |
| Kelly Criterion | 3.84% | 6.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -1.82% |
| Expected Shortfall (cVaR) | -0.69% | -1.82% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 270.93 | 30.30 | 0.11 | - |
| 2024 | -7.49 | 128.28 | -17.12 | + |
| 2025 | -33.90 | -15.53 | 0.46 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 23.01% | 12.65% |
| 3M | 0.43% | 7.46% |
| 6M | -19.27% | -42.98% |
| YTD | -15.53% | -33.9% |
| 1Y | 44.64% | -38.36% |
| 3Y (ann.) | 75.15% | 64.57% |
| 5Y (ann.) | 75.15% | 64.57% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -44.22% | -76.79% |
| Longest DD Days | 197.0 | 435.0 |
| Avg. Drawdown | -2.74% | -5.97% |
| Avg. Drawdown Days | 6.0 | 8.0 |
| Recovery Factor | 3.42 | 1.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-05-28 | -44.22 | 197 |
| 2024-02-25 | 2024-07-08 | -17.04 | 133 |
| 2023-11-17 | 2023-12-13 | -13.95 | 26 |
| 2024-07-08 | 2024-07-21 | -11.66 | 13 |
| 2023-11-12 | 2023-11-17 | -10.21 | 4 |
| 2023-11-09 | 2023-11-12 | -9.52 | 2 |
| 2024-01-02 | 2024-01-10 | -8.25 | 8 |
| 2023-12-13 | 2023-12-20 | -7.98 | 6 |
| 2024-08-24 | 2024-09-09 | -7.76 | 15 |
| 2024-11-10 | 2024-11-11 | -6.57 | 0 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 7.3% | 9.14% |
| Worst Day | -6.11% | -11.54% |
| Best Week | 19.18% | 49.08% |
| Worst Week | -15.75% | -28.87% |
| Best Month | 23.01% | 87.2% |
| Worst Month | -17.58% | -39.66% |
| Best Year | 128.28% | 270.93% |
| Worst Year | -15.53% | -33.9% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.7% | -0.71% |
| Avg. Up Week | 5.41% | 13.69% |
| Avg. Down Week | -3.76% | -7.86% |
| Avg. Up Month | 13.78% | 40.61% |
| Avg. Down Month | -6.66% | -22.24% |
| Win Days % | 48.26% | 49.81% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 55.22% | 48.31% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 66.67% | 33.33% |