| Metric | 14447427:avaxusd:triple_med_gx:lsma275_130 | 14447427:AVAXUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 332.52% | -69.9% |
| Max Drawdown | -44.07% | -91.38% |
| Sharpe | 0.61 | 0.06 |
| Sortino | 0.99 | 0.09 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.23 | 1.01 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.72 | 0.57 |
| Tail Ratio | 1.07 | 1.05 |
| Outlier Win Ratio | 27.3 | 3.57 |
| Outlier Loss Ratio | 3.54 | 3.07 |
| Volatility (ann.) | 22.68% | 49.91% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.31 | -0.34 |
| Skew | 1.99 | 0.41 |
| Kurtosis | 38.85 | 7.69 |
| Expected Daily % | 0.03% | -0.03% |
| Expected Monthly % | 3.83% | -3.03% |
| Expected Yearly % | 44.21% | -25.93% |
| Kelly Criterion | 8.19% | 5.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -4.29% |
| Expected Shortfall (cVaR) | -1.91% | -4.29% |
| Year | 14447427:AVAXUSD | 14447427:avaxusd:triple_med_gx:lsma275_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -84.94 | 106.78 | -1.26 | + |
| 2023 | 253.25 | 96.91 | 0.38 | - |
| 2024 | -7.49 | 9.48 | -1.27 | + |
| 2025 | -38.83 | -2.98 | 0.08 | + |
| Metric | 14447427:avaxusd:triple_med_gx:lsma275_130 | 14447427:AVAXUSD |
|---|---|---|
| MTD | 6.15% | 4.25% |
| 3M | 5.03% | -3.02% |
| 6M | 1.1% | -50.24% |
| YTD | -2.98% | -38.83% |
| 1Y | -3.54% | -39.65% |
| 3Y (ann.) | 66.31% | -5.84% |
| 5Y (ann.) | 57.54% | -31.11% |
| Metric | 14447427:avaxusd:triple_med_gx:lsma275_130 | 14447427:AVAXUSD |
|---|---|---|
| Max Drawdown | -44.07% | -91.38% |
| Longest DD Days | 168.0 | 1153.0 |
| Avg. Drawdown | -6.89% | -13.09% |
| Avg. Drawdown Days | 24.0 | 117.0 |
| Recovery Factor | 7.55 | -0.76 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-05-30 | -44.07 | 168 |
| 2024-08-02 | 2024-12-02 | -27.03 | 122 |
| 2022-11-11 | 2023-02-02 | -21.23 | 83 |
| 2023-02-02 | 2023-07-14 | -20.78 | 161 |
| 2022-04-08 | 2022-06-20 | -19.03 | 73 |
| 2023-07-14 | 2023-10-26 | -18.27 | 103 |
| 2024-03-03 | 2024-07-21 | -16.58 | 140 |
| 2023-12-27 | 2024-02-29 | -15.76 | 63 |
| 2022-06-26 | 2022-07-13 | -10.21 | 17 |
| 2022-06-20 | 2022-06-23 | -9.06 | 2 |
| Metric | 14447427:avaxusd:triple_med_gx:lsma275_130 | 14447427:AVAXUSD |
|---|---|---|
| Best Day | 16.15% | 27.47% |
| Worst Day | -12.2% | -20.13% |
| Best Week | 37.99% | 49.08% |
| Worst Week | -19.18% | -43.56% |
| Best Month | 45.41% | 87.2% |
| Worst Month | -17.05% | -53.67% |
| Best Year | 106.78% | 253.25% |
| Worst Year | -2.98% | -84.94% |
| Avg. Up Day | 1.82% | 1.82% |
| Avg. Down Day | -1.57% | -1.61% |
| Avg. Up Week | 11.48% | 11.24% |
| Avg. Down Week | -5.46% | -9.62% |
| Avg. Up Month | 13.7% | 35.56% |
| Avg. Down Month | -8.65% | -21.83% |
| Win Days % | 50.72% | 49.8% |
| Win Month % | 63.64% | 38.46% |
| Win Week % | 52.05% | 41.86% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 75.0% | 25.0% |