| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 20.0% | 99.0% |
| Cumulative Return | 159.66% | 126.81% |
| Max Drawdown | -35.61% | -76.79% |
| Sharpe | 0.31 | 0.2 |
| Sortino | 0.47 | 0.29 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.11 | 1.03 |
| Common Sense Ratio | 1.31 | 1.03 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 29.05 | 3.25 |
| Outlier Loss Ratio | 3.41 | 3.05 |
| Volatility (ann.) | 9.14% | 21.28% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.21 | 0.84 |
| Skew | 0.96 | 0.06 |
| Kurtosis | 38.58 | 7.03 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.89% | 4.18% |
| Expected Yearly % | 37.45% | 31.39% |
| Kelly Criterion | 3.21% | 6.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -1.82% |
| Expected Shortfall (cVaR) | -0.78% | -1.82% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 270.93 | 43.03 | 0.16 | - |
| 2024 | -7.49 | 70.57 | -9.42 | + |
| 2025 | -33.90 | 6.43 | -0.19 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 21.64% | 12.65% |
| 3M | 10.27% | 7.46% |
| 6M | 10.04% | -42.98% |
| YTD | 6.43% | -33.9% |
| 1Y | 47.97% | -38.36% |
| 3Y (ann.) | 78.69% | 64.57% |
| 5Y (ann.) | 78.69% | 64.57% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -35.61% | -76.79% |
| Longest DD Days | 166.0 | 435.0 |
| Avg. Drawdown | -3.6% | -5.97% |
| Avg. Drawdown Days | 8.0 | 8.0 |
| Recovery Factor | 4.48 | 1.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-05-28 | -35.61 | 166 |
| 2024-05-17 | 2024-09-20 | -28.62 | 125 |
| 2023-11-12 | 2023-12-21 | -20.60 | 38 |
| 2024-11-12 | 2024-12-12 | -17.24 | 30 |
| 2024-01-02 | 2024-01-28 | -16.57 | 25 |
| 2024-02-26 | 2024-04-30 | -11.23 | 64 |
| 2023-11-06 | 2023-11-10 | -10.13 | 4 |
| 2024-11-07 | 2024-11-11 | -9.00 | 4 |
| 2024-04-30 | 2024-05-04 | -8.19 | 4 |
| 2024-01-28 | 2024-02-09 | -8.08 | 12 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 7.3% | 9.14% |
| Worst Day | -6.11% | -11.54% |
| Best Week | 15.89% | 49.08% |
| Worst Week | -17.58% | -28.87% |
| Best Month | 22.65% | 87.2% |
| Worst Month | -19.98% | -39.66% |
| Best Year | 70.57% | 270.93% |
| Worst Year | 6.43% | -33.9% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 6.07% | 13.6% |
| Avg. Down Week | -4.35% | -9.06% |
| Avg. Up Month | 13.49% | 37.36% |
| Avg. Down Month | -9.37% | -19.48% |
| Win Days % | 48.2% | 49.81% |
| Win Month % | 75.0% | 50.0% |
| Win Week % | 54.29% | 48.31% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 33.33% |