| Metric | avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | AVAXUSD |
|---|---|---|
| Time in Market | 19.0% | 90.0% |
| Cumulative Return | 6.61% | -46.67% |
| Max Drawdown | -21.85% | -67.38% |
| Sharpe | 0.01 | -0.02 |
| Sortino | 0.02 | -0.03 |
| Payoff Ratio | 0.0 | 1.2 |
| Profit Factor | 1.15 | 1.0 |
| Common Sense Ratio | inf | 0.98 |
| CPC Index | 0.01 | 0.6 |
| Tail Ratio | inf | 0.98 |
| Outlier Win Ratio | 486.01 | 2.14 |
| Outlier Loss Ratio | 0.15 | 1.75 |
| Volatility (ann.) | 1.35% | 2.9% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.7 | -1.11 |
| Skew | -117.02 | 0.23 |
| Kurtosis | 24457.12 | 103.21 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 1.07% | -9.95% |
| Expected Yearly % | 6.61% | -46.67% |
| Kelly Criterion | 67.38% | 9.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.12% | -0.25% |
| Expected Shortfall (cVaR) | -0.12% | -0.25% |
| Year | AVAXUSD | avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -46.67 | 6.61 | -0.14 | + |
| Metric | avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | AVAXUSD |
|---|---|---|
| MTD | -11.44% | -8.71% |
| 3M | -12.07% | -2.01% |
| 6M | 6.61% | -46.67% |
| YTD | 6.61% | -46.67% |
| 1Y | 6.61% | -46.67% |
| 3Y (ann.) | 15.22% | -75.11% |
| 5Y (ann.) | 15.22% | -75.11% |
| Metric | avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | AVAXUSD |
|---|---|---|
| Max Drawdown | -21.85% | -67.38% |
| Longest DD Days | 44.0 | 159.0 |
| Avg. Drawdown | -4.55% | -1.15% |
| Avg. Drawdown Days | 10.0 | 1.0 |
| Recovery Factor | 0.3 | -0.69 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-02 | 2025-06-15 | -21.85 | 44 |
| 2025-02-02 | 2025-02-27 | -16.28 | 25 |
| 2025-03-06 | 2025-04-19 | -12.47 | 44 |
| 2025-04-24 | 2025-04-28 | -2.69 | 4 |
| 2025-01-09 | 2025-01-15 | -0.78 | 6 |
| 2025-01-05 | 2025-01-06 | -0.08 | 1 |
| 2025-01-17 | 2025-01-17 | -0.07 | 0 |
| 2025-01-21 | 2025-01-21 | -0.07 | 0 |
| 2025-01-25 | 2025-01-25 | -0.07 | 0 |
| 2025-01-29 | 2025-01-29 | -0.07 | 0 |
| Metric | avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | AVAXUSD |
|---|---|---|
| Best Day | 3.96% | 8.77% |
| Worst Day | -16.16% | -7.59% |
| Best Week | 6.59% | 17.65% |
| Worst Week | -12.96% | -28.87% |
| Best Month | 24.25% | 11.4% |
| Worst Month | -11.75% | -35.0% |
| Best Year | 6.61% | -46.67% |
| Worst Year | 6.61% | -46.67% |
| Avg. Up Day | 0.0% | 0.11% |
| Avg. Down Day | -1.06% | -0.09% |
| Avg. Up Week | 4.88% | 9.89% |
| Avg. Down Week | -7.29% | -9.28% |
| Avg. Up Month | 19.83% | 11.4% |
| Avg. Down Month | -10.99% | -8.42% |
| Win Days % | 99.86% | 50.37% |
| Win Month % | 50.0% | 16.67% |
| Win Week % | 68.0% | 32.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |