| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 31.08% | -31.76% |
| Max Drawdown | -38.59% | -70.64% |
| Sharpe | 0.79 | 0.1 |
| Sortino | 1.23 | 0.15 |
| Payoff Ratio | 1.19 | 1.19 |
| Profit Factor | 1.21 | 1.01 |
| Common Sense Ratio | 1.41 | 1.11 |
| CPC Index | 0.7 | 0.6 |
| Tail Ratio | 1.17 | 1.1 |
| Outlier Win Ratio | 15.01 | 2.89 |
| Outlier Loss Ratio | 3.99 | 2.66 |
| Volatility (ann.) | 46.46% | 96.83% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.78 | -0.44 |
| Skew | 0.31 | 0.23 |
| Kurtosis | 10.79 | 1.59 |
| Expected Daily % | 0.07% | -0.1% |
| Expected Monthly % | 2.1% | -2.9% |
| Expected Yearly % | 14.49% | -17.39% |
| Kelly Criterion | 6.0% | 7.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.9% | -8.31% |
| Expected Shortfall (cVaR) | -3.9% | -8.31% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 2.38 | 16.99 | 7.13 | + |
| 2025 | -33.35 | 12.04 | -0.36 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 25.09% | 8.75% |
| 3M | 12.73% | -5.5% |
| 6M | 9.48% | -42.82% |
| YTD | 12.04% | -33.35% |
| 1Y | 28.82% | -36.04% |
| 3Y (ann.) | 29.96% | -30.93% |
| 5Y (ann.) | 29.96% | -30.93% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -38.59% | -70.64% |
| Longest DD Days | 171.0 | 184.0 |
| Avg. Drawdown | -14.23% | -16.87% |
| Avg. Drawdown Days | 61.0 | 45.0 |
| Recovery Factor | 0.81 | -0.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-05-28 | -38.59 | 165 |
| 2024-05-20 | 2024-11-07 | -32.24 | 171 |
| 2024-11-13 | 2024-12-05 | -10.33 | 22 |
| 2024-11-09 | 2024-11-12 | -2.01 | 3 |
| 2024-12-09 | 2024-12-13 | -1.16 | 4 |
| 2024-05-17 | 2024-05-18 | -1.02 | 1 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 11.7% | 22.53% |
| Worst Day | -16.34% | -17.07% |
| Best Week | 18.45% | 28.17% |
| Worst Week | -18.36% | -28.59% |
| Best Month | 25.09% | 68.79% |
| Worst Month | -24.57% | -35.97% |
| Best Year | 16.99% | 2.38% |
| Worst Year | 12.04% | -33.35% |
| Avg. Up Day | 3.46% | 4.8% |
| Avg. Down Day | -2.91% | -4.05% |
| Avg. Up Week | 6.35% | 9.05% |
| Avg. Down Week | -5.27% | -10.06% |
| Avg. Up Month | 13.28% | 24.64% |
| Avg. Down Month | -10.39% | -19.45% |
| Win Days % | 48.97% | 49.73% |
| Win Month % | 61.54% | 38.46% |
| Win Week % | 52.17% | 50.0% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |