| Metric | avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | AVAXUSD |
|---|---|---|
| Time in Market | 47.0% | 91.0% |
| Cumulative Return | 20.62% | -19.59% |
| Max Drawdown | -39.18% | -67.38% |
| Sharpe | 0.02 | 0.01 |
| Sortino | 0.02 | 0.01 |
| Payoff Ratio | 0.0 | 0.98 |
| Profit Factor | 1.24 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.0 | 0.49 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 290.97 | 2.14 |
| Outlier Loss Ratio | 0.09 | 1.76 |
| Volatility (ann.) | 2.12% | 2.66% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.79 | -0.4 |
| Skew | -140.27 | 0.18 |
| Kurtosis | 33111.68 | 96.78 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 2.11% | -2.39% |
| Expected Yearly % | 20.62% | -19.59% |
| Kelly Criterion | 51.27% | -0.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.18% | -0.23% |
| Expected Shortfall (cVaR) | -0.18% | -0.23% |
| Year | AVAXUSD | avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -19.59 | 20.62 | -1.05 | + |
| Metric | avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | AVAXUSD |
|---|---|---|
| MTD | 8.2% | 22.44% |
| 3M | 3.64% | 41.13% |
| 6M | 9.54% | 51.51% |
| YTD | 20.62% | -19.59% |
| 1Y | 20.62% | -19.59% |
| 3Y (ann.) | 30.92% | -26.9% |
| 5Y (ann.) | 30.92% | -26.9% |
| Metric | avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | AVAXUSD |
|---|---|---|
| Max Drawdown | -39.18% | -67.38% |
| Longest DD Days | 133.0 | 248.0 |
| Avg. Drawdown | -9.57% | -1.15% |
| Avg. Drawdown Days | 22.0 | 2.0 |
| Recovery Factor | 0.53 | -0.29 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-02 | 2025-09-12 | -39.18 | 133 |
| 2025-02-02 | 2025-03-02 | -29.18 | 28 |
| 2025-03-06 | 2025-04-28 | -26.23 | 52 |
| 2025-01-13 | 2025-01-15 | -0.26 | 2 |
| 2025-01-05 | 2025-01-06 | -0.15 | 1 |
| 2025-01-09 | 2025-01-10 | -0.15 | 1 |
| 2025-01-17 | 2025-01-17 | -0.14 | 0 |
| 2025-01-21 | 2025-01-21 | -0.13 | 0 |
| 2025-01-25 | 2025-01-25 | -0.13 | 0 |
| 2025-01-29 | 2025-01-29 | -0.12 | 0 |
| Metric | avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | AVAXUSD |
|---|---|---|
| Best Day | 8.82% | 8.77% |
| Worst Day | -28.98% | -7.59% |
| Best Week | 12.75% | 17.65% |
| Worst Week | -23.48% | -28.87% |
| Best Month | 38.85% | 24.93% |
| Worst Month | -22.5% | -35.0% |
| Best Year | 20.62% | -19.59% |
| Worst Year | 20.62% | -19.59% |
| Avg. Up Day | 0.0% | 0.1% |
| Avg. Down Day | -1.98% | -0.1% |
| Avg. Up Week | 6.19% | 9.28% |
| Avg. Down Week | -12.37% | -11.33% |
| Avg. Up Month | 22.36% | 19.59% |
| Avg. Down Month | -14.92% | -16.29% |
| Win Days % | 99.94% | 50.36% |
| Win Month % | 44.44% | 44.44% |
| Win Week % | 70.27% | 45.95% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 0.0% |