| Metric | d_avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | AVAXUSD |
|---|---|---|
| Time in Market | 80.0% | 100.0% |
| Cumulative Return | 20.62% | -18.13% |
| Max Drawdown | -38.9% | -63.62% |
| Sharpe | 0.78 | 0.16 |
| Sortino | 0.89 | 0.23 |
| Payoff Ratio | 0.56 | 0.97 |
| Profit Factor | 1.26 | 1.02 |
| Common Sense Ratio | 35.37 | 1.12 |
| CPC Index | 0.56 | 0.51 |
| Tail Ratio | 28.17 | 1.1 |
| Outlier Win Ratio | 10.66 | 2.7 |
| Outlier Loss Ratio | 4.09 | 4.34 |
| Volatility (ann.) | 75.24% | 93.31% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.79 | -0.39 |
| Skew | -3.88 | 0.03 |
| Kurtosis | 20.97 | 0.79 |
| Expected Daily % | 0.07% | -0.08% |
| Expected Monthly % | 2.11% | -2.2% |
| Expected Yearly % | 20.62% | -18.13% |
| Kelly Criterion | 46.44% | 1.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.32% | -7.99% |
| Expected Shortfall (cVaR) | -6.32% | -7.99% |
| Year | AVAXUSD | d_avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -18.13 | 20.62 | -1.14 | + |
| Metric | d_avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | AVAXUSD |
|---|---|---|
| MTD | 5.58% | 22.66% |
| 3M | 3.54% | 29.18% |
| 6M | 10.15% | 65.84% |
| YTD | 20.62% | -18.13% |
| 1Y | 20.62% | -18.13% |
| 3Y (ann.) | 30.92% | -24.99% |
| 5Y (ann.) | 30.92% | -24.99% |
| Metric | d_avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | AVAXUSD |
|---|---|---|
| Max Drawdown | -38.9% | -63.62% |
| Longest DD Days | 132.0 | 247.0 |
| Avg. Drawdown | -14.83% | -63.62% |
| Avg. Drawdown Days | 36.0 | 247.0 |
| Recovery Factor | 0.53 | -0.29 |
| Ulcer Index | 1.14 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-03 | 2025-09-12 | -38.90 | 132 |
| 2025-03-07 | 2025-04-29 | -26.20 | 53 |
| 2025-02-03 | 2025-03-03 | -23.48 | 28 |
| 2025-01-14 | 2025-01-16 | -0.26 | 2 |
| 2025-01-10 | 2025-01-11 | -0.07 | 1 |
| 2025-01-06 | 2025-01-07 | -0.06 | 1 |
| Metric | d_avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | AVAXUSD |
|---|---|---|
| Best Day | 7.09% | 14.48% |
| Worst Day | -24.8% | -16.49% |
| Best Week | 11.5% | 20.42% |
| Worst Week | -23.48% | -28.43% |
| Best Month | 39.19% | 23.84% |
| Worst Month | -22.69% | -34.44% |
| Best Year | 20.62% | -18.13% |
| Worst Year | 20.62% | -18.13% |
| Avg. Up Day | 1.77% | 4.2% |
| Avg. Down Day | -3.2% | -4.32% |
| Avg. Up Week | 6.23% | 9.05% |
| Avg. Down Week | -11.28% | -11.93% |
| Avg. Up Month | 21.6% | 20.25% |
| Avg. Down Month | -14.96% | -15.94% |
| Win Days % | 80.88% | 51.38% |
| Win Month % | 44.44% | 44.44% |
| Win Week % | 70.27% | 51.35% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 0.0% |