| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 14.0% | 99.0% |
| Cumulative Return | 36.94% | -25.73% |
| Max Drawdown | -28.82% | -73.43% |
| Sharpe | 0.22 | 0.04 |
| Sortino | 0.32 | 0.05 |
| Payoff Ratio | 1.13 | 1.13 |
| Profit Factor | 1.09 | 1.01 |
| Common Sense Ratio | 1.26 | 1.01 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 40.15 | 2.89 |
| Outlier Loss Ratio | 3.26 | 2.78 |
| Volatility (ann.) | 6.85% | 19.85% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.23 | -0.34 |
| Skew | 0.32 | -0.16 |
| Kurtosis | 47.59 | 6.89 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 2.45% | -2.26% |
| Expected Yearly % | 17.02% | -13.82% |
| Kelly Criterion | 1.51% | 5.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -1.71% |
| Expected Shortfall (cVaR) | -0.59% | -1.71% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.37 | 34.01 | 2.75 | + |
| 2025 | -33.90 | 2.18 | -0.06 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 27.19% | 12.65% |
| 3M | 14.55% | 7.46% |
| 6M | 0.57% | -42.98% |
| YTD | 2.18% | -33.9% |
| 1Y | 42.56% | -38.36% |
| 3Y (ann.) | 35.46% | -24.96% |
| 5Y (ann.) | 35.46% | -24.96% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -28.82% | -73.43% |
| Longest DD Days | 166.0 | 184.0 |
| Avg. Drawdown | -3.81% | -7.73% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 1.28 | -0.35 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-05-28 | -28.82 | 166 |
| 2024-05-16 | 2024-07-08 | -16.40 | 53 |
| 2024-07-08 | 2024-07-21 | -12.91 | 13 |
| 2024-11-12 | 2024-12-12 | -12.37 | 30 |
| 2024-09-06 | 2024-09-19 | -6.76 | 12 |
| 2024-08-27 | 2024-09-06 | -6.74 | 9 |
| 2024-11-10 | 2024-11-11 | -6.57 | 1 |
| 2024-08-04 | 2024-08-24 | -5.10 | 20 |
| 2024-10-12 | 2024-11-05 | -3.12 | 23 |
| 2024-10-12 | 2024-10-12 | -2.77 | 0 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 5.11% | 8.43% |
| Worst Day | -5.2% | -11.54% |
| Best Week | 13.22% | 30.51% |
| Worst Week | -8.26% | -28.87% |
| Best Month | 27.19% | 79.5% |
| Worst Month | -7.59% | -35.0% |
| Best Year | 34.01% | 12.37% |
| Worst Year | 2.18% | -33.9% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.66% | -0.68% |
| Avg. Up Week | 5.0% | 11.22% |
| Avg. Down Week | -2.92% | -9.17% |
| Avg. Up Month | 16.61% | 37.86% |
| Avg. Down Month | -5.01% | -18.32% |
| Win Days % | 47.67% | 49.85% |
| Win Month % | 53.85% | 38.46% |
| Win Week % | 44.19% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |