| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 25.0% | 99.0% |
| Cumulative Return | 190.52% | 126.81% |
| Max Drawdown | -40.24% | -76.79% |
| Sharpe | 0.32 | 0.2 |
| Sortino | 0.48 | 0.29 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.1 | 1.03 |
| Common Sense Ratio | 1.22 | 1.03 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 23.57 | 3.34 |
| Outlier Loss Ratio | 3.5 | 3.15 |
| Volatility (ann.) | 10.14% | 21.28% |
| R^2 | 0.23 | 0.23 |
| Calmar | 2.27 | 0.84 |
| Skew | 0.78 | 0.06 |
| Kurtosis | 30.1 | 7.03 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.48% | 4.18% |
| Expected Yearly % | 42.69% | 31.39% |
| Kelly Criterion | 3.14% | 6.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -1.82% |
| Expected Shortfall (cVaR) | -0.86% | -1.82% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 270.93 | 63.32 | 0.23 | - |
| 2024 | -7.49 | 58.76 | -7.84 | + |
| 2025 | -33.90 | 12.04 | -0.36 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 25.09% | 12.65% |
| 3M | 16.85% | 7.46% |
| 6M | 9.48% | -42.98% |
| YTD | 12.04% | -33.9% |
| 1Y | 28.82% | -38.36% |
| 3Y (ann.) | 91.32% | 64.57% |
| 5Y (ann.) | 91.32% | 64.57% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -40.24% | -76.79% |
| Longest DD Days | 171.0 | 435.0 |
| Avg. Drawdown | -3.69% | -5.97% |
| Avg. Drawdown Days | 8.0 | 8.0 |
| Recovery Factor | 4.73 | 1.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-05-28 | -40.24 | 166 |
| 2024-05-18 | 2024-11-06 | -34.68 | 171 |
| 2023-11-12 | 2023-12-13 | -20.54 | 30 |
| 2024-01-02 | 2024-01-28 | -16.89 | 25 |
| 2024-11-12 | 2024-12-12 | -15.92 | 30 |
| 2024-02-26 | 2024-05-17 | -15.56 | 80 |
| 2023-11-06 | 2023-11-10 | -9.92 | 3 |
| 2023-12-13 | 2023-12-20 | -8.16 | 6 |
| 2024-11-07 | 2024-11-11 | -6.88 | 4 |
| 2024-02-11 | 2024-02-12 | -5.84 | 1 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 7.3% | 9.14% |
| Worst Day | -6.11% | -11.54% |
| Best Week | 19.38% | 49.08% |
| Worst Week | -18.36% | -28.87% |
| Best Month | 39.68% | 87.2% |
| Worst Month | -20.91% | -39.66% |
| Best Year | 63.32% | 270.93% |
| Worst Year | 12.04% | -33.9% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 7.17% | 14.3% |
| Avg. Down Week | -4.76% | -8.87% |
| Avg. Up Month | 18.0% | 37.36% |
| Avg. Down Month | -8.02% | -22.24% |
| Win Days % | 48.19% | 49.81% |
| Win Month % | 65.0% | 50.0% |
| Win Week % | 52.78% | 48.31% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 33.33% |