| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 34.0% | 99.0% |
| Cumulative Return | 553.21% | 243.14% |
| Max Drawdown | -38.02% | -72.23% |
| Sharpe | 0.55 | 0.3 |
| Sortino | 0.85 | 0.44 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.15 | 1.05 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.15 | 1.02 |
| Outlier Win Ratio | 16.36 | 3.79 |
| Outlier Loss Ratio | 3.56 | 3.47 |
| Volatility (ann.) | 12.99% | 21.36% |
| R^2 | 0.37 | 0.37 |
| Calmar | 9.34 | 2.36 |
| Skew | 1.14 | 0.15 |
| Kurtosis | 21.14 | 6.74 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 13.33% | 8.57% |
| Expected Yearly % | 155.58% | 85.24% |
| Kelly Criterion | 5.57% | 7.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -1.82% |
| Expected Shortfall (cVaR) | -1.1% | -1.82% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 270.93 | 146.74 | 0.54 | - |
| 2024 | -7.49 | 164.74 | -21.99 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | -1.39% | -20.49% |
| 3M | 54.75% | 28.71% |
| 6M | 66.06% | 23.79% |
| YTD | 164.74% | -7.49% |
| 1Y | 164.74% | -7.49% |
| 3Y (ann.) | 355.17% | 170.65% |
| 5Y (ann.) | 355.17% | 170.65% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -38.02% | -72.23% |
| Longest DD Days | 177.0 | 288.0 |
| Avg. Drawdown | -3.81% | -5.91% |
| Avg. Drawdown Days | 3.0 | 6.0 |
| Recovery Factor | 14.55 | 3.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-18 | 2024-11-11 | -38.02 | 177 |
| 2023-12-24 | 2024-02-09 | -23.55 | 46 |
| 2024-11-12 | 2024-11-22 | -21.74 | 10 |
| 2024-12-12 | 2024-12-31 | -18.37 | 19 |
| 2023-11-12 | 2023-11-15 | -17.29 | 2 |
| 2023-11-17 | 2023-12-06 | -16.57 | 18 |
| 2023-12-16 | 2023-12-21 | -16.33 | 4 |
| 2024-03-26 | 2024-05-17 | -13.89 | 51 |
| 2024-11-23 | 2024-11-25 | -12.71 | 2 |
| 2023-12-10 | 2023-12-13 | -10.72 | 2 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 9.14% | 9.14% |
| Worst Day | -6.11% | -8.95% |
| Best Week | 37.21% | 49.08% |
| Worst Week | -13.25% | -24.53% |
| Best Month | 61.06% | 87.2% |
| Worst Month | -20.65% | -39.66% |
| Best Year | 164.74% | 270.93% |
| Worst Year | 146.74% | -7.49% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 11.22% | 15.7% |
| Avg. Down Week | -4.92% | -8.03% |
| Avg. Up Month | 29.57% | 43.07% |
| Avg. Down Month | -8.56% | -22.81% |
| Win Days % | 48.98% | 49.84% |
| Win Month % | 73.33% | 53.33% |
| Win Week % | 55.36% | 50.75% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |