| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 15.0% | 99.0% |
| Cumulative Return | 43.6% | -25.73% |
| Max Drawdown | -32.42% | -73.43% |
| Sharpe | 0.24 | 0.04 |
| Sortino | 0.35 | 0.05 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.1 | 1.01 |
| Common Sense Ratio | 1.45 | 1.01 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.32 | 1.0 |
| Outlier Win Ratio | 37.66 | 2.94 |
| Outlier Loss Ratio | 3.27 | 2.82 |
| Volatility (ann.) | 7.11% | 19.85% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.29 | -0.34 |
| Skew | 0.35 | -0.16 |
| Kurtosis | 43.0 | 6.89 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 2.82% | -2.26% |
| Expected Yearly % | 19.83% | -13.82% |
| Kelly Criterion | 1.92% | 5.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -1.71% |
| Expected Shortfall (cVaR) | -0.61% | -1.71% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.37 | 51.29 | 4.15 | + |
| 2025 | -33.90 | -5.08 | 0.15 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 25.19% | 12.65% |
| 3M | 10.54% | 7.46% |
| 6M | -4.08% | -42.98% |
| YTD | -5.08% | -33.9% |
| 1Y | 50.92% | -38.36% |
| 3Y (ann.) | 41.82% | -24.96% |
| 5Y (ann.) | 41.82% | -24.96% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -32.42% | -73.43% |
| Longest DD Days | 166.0 | 184.0 |
| Avg. Drawdown | -3.48% | -7.73% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 1.34 | -0.35 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-05-28 | -32.42 | 166 |
| 2024-05-16 | 2024-07-08 | -18.13 | 53 |
| 2024-11-12 | 2024-12-12 | -14.22 | 30 |
| 2024-07-08 | 2024-07-21 | -14.01 | 13 |
| 2024-08-27 | 2024-09-14 | -6.74 | 17 |
| 2024-11-10 | 2024-11-11 | -6.57 | 1 |
| 2024-07-21 | 2024-08-24 | -6.09 | 33 |
| 2024-10-12 | 2024-10-29 | -3.05 | 17 |
| 2024-10-12 | 2024-10-12 | -2.77 | 0 |
| 2024-11-12 | 2024-11-12 | -2.69 | 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 | 15.9% | 30.51% |
| Worst Week | -10.06% | -28.87% |
| Best Month | 25.19% | 79.5% |
| Worst Month | -11.98% | -35.0% |
| Best Year | 51.29% | 12.37% |
| Worst Year | -5.08% | -33.9% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.67% | -0.69% |
| Avg. Up Week | 5.47% | 9.99% |
| Avg. Down Week | -3.33% | -9.17% |
| Avg. Up Month | 18.61% | 37.86% |
| Avg. Down Month | -7.57% | -18.17% |
| Win Days % | 48.09% | 49.85% |
| Win Month % | 61.54% | 38.46% |
| Win Week % | 46.51% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |