| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 17.0% | 99.0% |
| Cumulative Return | 43.65% | -25.73% |
| Max Drawdown | -44.22% | -73.43% |
| Sharpe | 0.23 | 0.04 |
| Sortino | 0.33 | 0.05 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.09 | 1.01 |
| Common Sense Ratio | 1.35 | 1.01 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.24 | 1.0 |
| Outlier Win Ratio | 33.53 | 3.02 |
| Outlier Loss Ratio | 3.22 | 2.88 |
| Volatility (ann.) | 7.73% | 19.85% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.95 | -0.34 |
| Skew | 0.1 | -0.16 |
| Kurtosis | 39.04 | 6.89 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 2.83% | -2.26% |
| Expected Yearly % | 19.85% | -13.82% |
| Kelly Criterion | 1.7% | 4.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -1.71% |
| Expected Shortfall (cVaR) | -0.66% | -1.71% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.37 | 70.06 | 5.66 | + |
| 2025 | -33.90 | -15.53 | 0.46 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 23.01% | 12.65% |
| 3M | 0.43% | 7.46% |
| 6M | -19.27% | -42.98% |
| YTD | -15.53% | -33.9% |
| 1Y | 44.64% | -38.36% |
| 3Y (ann.) | 41.87% | -24.96% |
| 5Y (ann.) | 41.87% | -24.96% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -44.22% | -73.43% |
| Longest DD Days | 197.0 | 184.0 |
| Avg. Drawdown | -3.05% | -7.73% |
| Avg. Drawdown Days | 8.0 | 14.0 |
| Recovery Factor | 0.99 | -0.35 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-05-28 | -44.22 | 197 |
| 2024-05-19 | 2024-07-08 | -16.90 | 50 |
| 2024-07-08 | 2024-07-21 | -11.66 | 13 |
| 2024-08-24 | 2024-09-09 | -7.76 | 15 |
| 2024-11-10 | 2024-11-11 | -6.57 | 0 |
| 2024-07-21 | 2024-08-22 | -6.41 | 31 |
| 2024-05-16 | 2024-05-17 | -3.02 | 1 |
| 2024-09-09 | 2024-09-14 | -2.79 | 5 |
| 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 | 19.18% | 30.51% |
| Worst Week | -15.75% | -28.87% |
| Best Month | 23.01% | 79.5% |
| Worst Month | -17.58% | -35.0% |
| Best Year | 70.06% | 12.37% |
| Worst Year | -15.53% | -33.9% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 5.49% | 11.0% |
| Avg. Down Week | -4.43% | -9.17% |
| Avg. Up Month | 19.9% | 37.86% |
| Avg. Down Month | -7.65% | -18.75% |
| Win Days % | 48.33% | 49.85% |
| Win Month % | 46.15% | 38.46% |
| Win Week % | 53.49% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |