| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 25.0% | 99.0% |
| Cumulative Return | 31.08% | -25.73% |
| Max Drawdown | -40.24% | -73.43% |
| Sharpe | 0.16 | 0.04 |
| Sortino | 0.23 | 0.05 |
| Payoff Ratio | 1.1 | 1.1 |
| Profit Factor | 1.05 | 1.01 |
| Common Sense Ratio | 1.17 | 1.01 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 22.71 | 3.24 |
| Outlier Loss Ratio | 3.42 | 3.12 |
| Volatility (ann.) | 9.52% | 19.85% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.74 | -0.34 |
| Skew | -0.13 | -0.16 |
| Kurtosis | 24.93 | 6.89 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 2.1% | -2.26% |
| Expected Yearly % | 14.49% | -13.82% |
| Kelly Criterion | 0.76% | 4.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -1.71% |
| Expected Shortfall (cVaR) | -0.82% | -1.71% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.37 | 16.99 | 1.37 | + |
| 2025 | -33.90 | 12.04 | -0.36 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 25.09% | 12.65% |
| 3M | 16.85% | 7.46% |
| 6M | 9.48% | -42.98% |
| YTD | 12.04% | -33.9% |
| 1Y | 28.82% | -38.36% |
| 3Y (ann.) | 29.87% | -24.96% |
| 5Y (ann.) | 29.87% | -24.96% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -40.24% | -73.43% |
| Longest DD Days | 171.0 | 184.0 |
| Avg. Drawdown | -7.08% | -7.73% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 0.77 | -0.35 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-05-28 | -40.24 | 166 |
| 2024-05-18 | 2024-11-06 | -34.68 | 171 |
| 2024-11-12 | 2024-12-12 | -15.92 | 30 |
| 2024-11-07 | 2024-11-11 | -6.88 | 4 |
| 2024-05-16 | 2024-05-17 | -3.02 | 1 |
| 2024-11-12 | 2024-11-12 | -2.69 | 0 |
| 2024-05-17 | 2024-05-18 | -2.37 | 0 |
| 2024-11-12 | 2024-11-12 | -1.94 | 0 |
| 2024-11-06 | 2024-11-06 | -1.73 | 0 |
| 2024-11-06 | 2024-11-06 | -1.48 | 0 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 5.11% | 8.43% |
| Worst Day | -5.33% | -11.54% |
| Best Week | 16.07% | 30.51% |
| Worst Week | -18.36% | -28.87% |
| Best Month | 25.09% | 79.5% |
| Worst Month | -20.91% | -35.0% |
| Best Year | 16.99% | 12.37% |
| Worst Year | 12.04% | -33.9% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 6.34% | 11.43% |
| Avg. Down Week | -4.98% | -10.45% |
| Avg. Up Month | 12.89% | 27.75% |
| Avg. Down Month | -9.16% | -18.75% |
| Win Days % | 47.91% | 49.85% |
| Win Month % | 61.54% | 38.46% |
| Win Week % | 48.94% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |