| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 22.0% | 99.0% |
| Cumulative Return | 217.16% | 126.81% |
| Max Drawdown | -36.18% | -76.79% |
| Sharpe | 0.35 | 0.2 |
| Sortino | 0.54 | 0.29 |
| Payoff Ratio | 1.16 | 1.16 |
| Profit Factor | 1.12 | 1.03 |
| Common Sense Ratio | 1.28 | 1.03 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 27.0 | 3.29 |
| Outlier Loss Ratio | 3.45 | 3.09 |
| Volatility (ann.) | 9.53% | 21.28% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.81 | 0.84 |
| Skew | 1.06 | 0.06 |
| Kurtosis | 35.81 | 7.03 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.94% | 4.18% |
| Expected Yearly % | 46.92% | 31.39% |
| Kelly Criterion | 3.87% | 6.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -1.82% |
| Expected Shortfall (cVaR) | -0.81% | -1.82% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 270.93 | 53.44 | 0.20 | - |
| 2024 | -7.49 | 83.42 | -11.13 | + |
| 2025 | -33.90 | 12.69 | -0.37 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 26.43% | 12.65% |
| 3M | 17.25% | 7.46% |
| 6M | 16.58% | -42.98% |
| YTD | 12.69% | -33.9% |
| 1Y | 59.56% | -38.36% |
| 3Y (ann.) | 101.81% | 64.57% |
| 5Y (ann.) | 101.81% | 64.57% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -36.18% | -76.79% |
| Longest DD Days | 166.0 | 435.0 |
| Avg. Drawdown | -3.57% | -5.97% |
| Avg. Drawdown Days | 7.0 | 8.0 |
| Recovery Factor | 6.0 | 1.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-05-28 | -36.18 | 166 |
| 2024-05-17 | 2024-09-20 | -31.70 | 125 |
| 2023-11-12 | 2023-12-13 | -21.60 | 30 |
| 2024-01-02 | 2024-01-28 | -17.50 | 25 |
| 2024-11-12 | 2024-12-04 | -15.35 | 21 |
| 2024-02-26 | 2024-05-04 | -13.64 | 68 |
| 2023-11-09 | 2023-11-10 | -9.52 | 1 |
| 2023-12-13 | 2023-12-20 | -8.16 | 6 |
| 2024-11-10 | 2024-11-11 | -6.57 | 0 |
| 2024-09-20 | 2024-09-27 | -6.00 | 6 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 7.3% | 9.14% |
| Worst Day | -6.11% | -11.54% |
| Best Week | 20.71% | 49.08% |
| Worst Week | -18.52% | -28.87% |
| Best Month | 32.93% | 87.2% |
| Worst Month | -19.82% | -39.66% |
| Best Year | 83.42% | 270.93% |
| Worst Year | 12.69% | -33.9% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 7.71% | 12.8% |
| Avg. Down Week | -4.93% | -9.31% |
| Avg. Up Month | 15.99% | 37.36% |
| Avg. Down Month | -10.0% | -18.32% |
| Win Days % | 48.3% | 49.81% |
| Win Month % | 75.0% | 50.0% |
| Win Week % | 52.86% | 48.31% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 33.33% |