| Metric | 14417088:avaxusd:triple_med_gx:lsma260_105 | 14417088:AVAXUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | -33.62% | -33.05% |
| Max Drawdown | -46.55% | -71.66% |
| Sharpe | -0.19 | 0.05 |
| Sortino | -0.27 | 0.07 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 0.95 | 1.01 |
| Common Sense Ratio | 0.94 | 1.09 |
| CPC Index | 0.46 | 0.52 |
| Tail Ratio | 1.0 | 1.08 |
| Outlier Win Ratio | 17.3 | 3.17 |
| Outlier Loss Ratio | 3.47 | 3.36 |
| Volatility (ann.) | 28.54% | 48.18% |
| R^2 | 0.35 | 0.35 |
| Calmar | -0.68 | -0.43 |
| Skew | 0.37 | 0.18 |
| Kurtosis | 26.19 | 4.66 |
| Expected Daily % | -0.03% | -0.03% |
| Expected Monthly % | -3.1% | -3.04% |
| Expected Yearly % | -18.52% | -18.18% |
| Kelly Criterion | -5.21% | 1.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.47% | -4.14% |
| Expected Shortfall (cVaR) | -2.47% | -4.14% |
| Year | 14417088:AVAXUSD | 14417088:avaxusd:triple_med_gx:lsma260_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 9.44 | 1.83 | 0.19 | - |
| 2025 | -38.83 | -34.81 | 0.90 | + |
| Metric | 14417088:avaxusd:triple_med_gx:lsma260_105 | 14417088:AVAXUSD |
|---|---|---|
| MTD | -16.72% | 4.25% |
| 3M | -26.15% | -3.02% |
| 6M | -20.16% | -50.24% |
| YTD | -34.81% | -38.83% |
| 1Y | -36.48% | -39.65% |
| 3Y (ann.) | -31.58% | -31.05% |
| 5Y (ann.) | -31.58% | -31.05% |
| Metric | 14417088:avaxusd:triple_med_gx:lsma260_105 | 14417088:AVAXUSD |
|---|---|---|
| Max Drawdown | -46.55% | -71.66% |
| Longest DD Days | 166.0 | 184.0 |
| Avg. Drawdown | -11.1% | -14.04% |
| Avg. Drawdown Days | 38.0 | 26.0 |
| Recovery Factor | -0.72 | -0.46 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-05-30 | -46.55 | 166 |
| 2024-07-22 | 2024-12-11 | -33.59 | 142 |
| 2024-05-27 | 2024-07-21 | -17.72 | 55 |
| 2024-05-12 | 2024-05-15 | -6.57 | 3 |
| 2024-05-16 | 2024-05-27 | -3.32 | 11 |
| 2024-12-14 | 2024-12-14 | -1.36 | 0 |
| 2024-12-13 | 2024-12-13 | -0.91 | 0 |
| 2024-05-11 | 2024-05-12 | -0.66 | 0 |
| 2024-05-09 | 2024-05-09 | -0.18 | 0 |
| 2024-05-11 | 2024-05-11 | -0.18 | 0 |
| Metric | 14417088:avaxusd:triple_med_gx:lsma260_105 | 14417088:AVAXUSD |
|---|---|---|
| Best Day | 16.15% | 16.15% |
| Worst Day | -12.2% | -13.32% |
| Best Week | 17.82% | 30.51% |
| Worst Week | -16.42% | -28.87% |
| Best Month | 15.39% | 79.5% |
| Worst Month | -19.6% | -35.0% |
| Best Year | 1.83% | 9.44% |
| Worst Year | -34.81% | -38.83% |
| Avg. Up Day | 1.91% | 1.92% |
| Avg. Down Day | -1.78% | -1.83% |
| Avg. Up Week | 7.87% | 7.16% |
| Avg. Down Week | -6.22% | -9.62% |
| Avg. Up Month | 6.76% | 30.78% |
| Avg. Down Month | -13.8% | -11.87% |
| Win Days % | 45.53% | 49.36% |
| Win Month % | 53.85% | 38.46% |
| Win Week % | 40.0% | 46.55% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |