| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 58.26% | -31.76% |
| Max Drawdown | -40.03% | -70.64% |
| Sharpe | 1.34 | 0.1 |
| Sortino | 2.15 | 0.15 |
| Payoff Ratio | 1.11 | 1.2 |
| Profit Factor | 1.45 | 1.01 |
| Common Sense Ratio | 2.17 | 1.11 |
| CPC Index | 0.9 | 0.61 |
| Tail Ratio | 1.49 | 1.1 |
| Outlier Win Ratio | 20.16 | 2.77 |
| Outlier Loss Ratio | 4.17 | 2.56 |
| Volatility (ann.) | 38.58% | 96.83% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.4 | -0.44 |
| Skew | 0.38 | 0.23 |
| Kurtosis | 17.08 | 1.59 |
| Expected Daily % | 0.12% | -0.1% |
| Expected Monthly % | 3.59% | -2.9% |
| Expected Yearly % | 25.8% | -17.39% |
| Kelly Criterion | 16.26% | 7.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.18% | -8.31% |
| Expected Shortfall (cVaR) | -3.18% | -8.31% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 2.38 | 79.02 | 33.15 | + |
| 2025 | -33.35 | -11.60 | 0.35 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 25.02% | 8.75% |
| 3M | 0.83% | -5.5% |
| 6M | -14.96% | -42.82% |
| YTD | -11.6% | -33.35% |
| 1Y | 52.5% | -36.04% |
| 3Y (ann.) | 55.96% | -30.93% |
| 5Y (ann.) | 55.96% | -30.93% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -40.03% | -70.64% |
| Longest DD Days | 196.0 | 184.0 |
| Avg. Drawdown | -8.44% | -16.87% |
| Avg. Drawdown Days | 39.0 | 45.0 |
| Recovery Factor | 1.46 | -0.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-05-28 | -40.03 | 196 |
| 2024-05-20 | 2024-07-22 | -16.06 | 63 |
| 2024-07-23 | 2024-08-22 | -4.94 | 30 |
| 2024-08-28 | 2024-09-09 | -3.67 | 12 |
| 2024-09-12 | 2024-09-15 | -1.17 | 3 |
| 2024-05-17 | 2024-05-18 | -1.02 | 1 |
| 2024-10-31 | 2024-11-06 | -0.36 | 6 |
| 2024-10-29 | 2024-10-30 | -0.25 | 1 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 11.68% | 22.53% |
| Worst Day | -15.25% | -17.07% |
| Best Week | 18.03% | 28.17% |
| Worst Week | -14.11% | -28.59% |
| Best Month | 25.02% | 68.79% |
| Worst Month | -15.31% | -35.97% |
| Best Year | 79.02% | 2.38% |
| Worst Year | -11.6% | -33.35% |
| Avg. Up Day | 3.09% | 4.95% |
| Avg. Down Day | -2.79% | -4.12% |
| Avg. Up Week | 5.27% | 8.33% |
| Avg. Down Week | -4.44% | -10.54% |
| Avg. Up Month | 16.73% | 26.63% |
| Avg. Down Month | -8.49% | -19.45% |
| Win Days % | 56.03% | 49.73% |
| Win Month % | 53.85% | 38.46% |
| Win Week % | 60.0% | 50.0% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |