| Metric | 14417088:avaxusd:triple_med_gx:lsma260_105 | 14417088:AVAXUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 130.82% | -69.9% |
| Max Drawdown | -50.16% | -91.38% |
| Sharpe | 0.38 | 0.06 |
| Sortino | 0.6 | 0.09 |
| Payoff Ratio | 1.17 | 1.14 |
| Profit Factor | 1.13 | 1.01 |
| Common Sense Ratio | 1.15 | 1.06 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | 1.02 | 1.05 |
| Outlier Win Ratio | 23.1 | 3.66 |
| Outlier Loss Ratio | 3.71 | 3.22 |
| Volatility (ann.) | 25.62% | 49.93% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.59 | -0.34 |
| Skew | 1.73 | 0.41 |
| Kurtosis | 31.97 | 7.66 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 2.17% | -3.03% |
| Expected Yearly % | 23.26% | -25.93% |
| Kelly Criterion | 3.08% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.18% | -4.29% |
| Expected Shortfall (cVaR) | -2.18% | -4.29% |
| Year | 14417088:AVAXUSD | 14417088:avaxusd:triple_med_gx:lsma260_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -84.95 | 52.71 | -0.62 | + |
| 2023 | 253.25 | 136.55 | 0.54 | - |
| 2024 | -7.49 | -1.98 | 0.26 | + |
| 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.) | 35.93% | -5.84% |
| 5Y (ann.) | 29.53% | -31.03% |
| Metric | 14417088:avaxusd:triple_med_gx:lsma260_105 | 14417088:AVAXUSD |
|---|---|---|
| Max Drawdown | -50.16% | -91.38% |
| Longest DD Days | 536.0 | 1153.0 |
| Avg. Drawdown | -8.15% | -11.69% |
| Avg. Drawdown Days | 39.0 | 98.0 |
| Recovery Factor | 2.61 | -0.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-11 | 2025-05-30 | -50.16 | 536 |
| 2022-11-11 | 2023-02-02 | -29.61 | 83 |
| 2022-04-08 | 2022-06-24 | -26.26 | 77 |
| 2023-07-14 | 2023-11-28 | -21.50 | 137 |
| 2022-08-11 | 2022-11-10 | -16.02 | 91 |
| 2022-07-09 | 2022-07-14 | -14.04 | 4 |
| 2023-02-02 | 2023-07-13 | -12.92 | 160 |
| 2022-08-08 | 2022-08-11 | -7.96 | 2 |
| 2022-07-30 | 2022-08-06 | -7.55 | 6 |
| 2023-12-09 | 2023-12-10 | -6.02 | 1 |
| Metric | 14417088:avaxusd:triple_med_gx:lsma260_105 | 14417088:AVAXUSD |
|---|---|---|
| Best Day | 16.15% | 27.47% |
| Worst Day | -12.2% | -20.13% |
| Best Week | 39.08% | 49.08% |
| Worst Week | -16.42% | -43.56% |
| Best Month | 44.73% | 87.2% |
| Worst Month | -19.6% | -53.67% |
| Best Year | 136.55% | 253.25% |
| Worst Year | -34.81% | -84.95% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.61% | -1.66% |
| Avg. Up Week | 11.43% | 11.61% |
| Avg. Down Week | -5.33% | -8.97% |
| Avg. Up Month | 14.81% | 41.93% |
| Avg. Down Month | -8.93% | -17.89% |
| Win Days % | 47.73% | 49.81% |
| Win Month % | 57.14% | 38.46% |
| Win Week % | 44.94% | 41.86% |
| Win Quarter % | 69.23% | 50.0% |
| Win Year % | 50.0% | 25.0% |