| Metric | 14453677:avaxusd:triple_med_gx:lsma295_135 | 14453677:AVAXUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 33.87% | -33.05% |
| Max Drawdown | -39.3% | -71.66% |
| Sharpe | 0.4 | 0.05 |
| Sortino | 0.63 | 0.07 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.15 | 1.01 |
| Common Sense Ratio | 1.1 | 1.09 |
| CPC Index | 0.64 | 0.55 |
| Tail Ratio | 0.96 | 1.08 |
| Outlier Win Ratio | 24.32 | 3.16 |
| Outlier Loss Ratio | 3.2 | 3.07 |
| Volatility (ann.) | 24.07% | 48.18% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.79 | -0.43 |
| Skew | 1.74 | 0.18 |
| Kurtosis | 41.44 | 4.66 |
| Expected Daily % | 0.02% | -0.03% |
| Expected Monthly % | 2.27% | -3.04% |
| Expected Yearly % | 15.7% | -18.18% |
| Kelly Criterion | 4.6% | 3.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.05% | -4.14% |
| Expected Shortfall (cVaR) | -2.05% | -4.14% |
| Year | 14453677:AVAXUSD | 14453677:avaxusd:triple_med_gx:lsma295_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 9.44 | 16.51 | 1.75 | + |
| 2025 | -38.83 | 14.90 | -0.38 | + |
| Metric | 14453677:avaxusd:triple_med_gx:lsma295_135 | 14453677:AVAXUSD |
|---|---|---|
| MTD | 13.1% | 4.25% |
| 3M | 14.9% | -3.02% |
| 6M | 8.55% | -50.24% |
| YTD | 14.9% | -38.83% |
| 1Y | 24.36% | -39.65% |
| 3Y (ann.) | 31.03% | -31.05% |
| 5Y (ann.) | 31.03% | -31.05% |
| Metric | 14453677:avaxusd:triple_med_gx:lsma295_135 | 14453677:AVAXUSD |
|---|---|---|
| Max Drawdown | -39.3% | -71.66% |
| Longest DD Days | 149.0 | 184.0 |
| Avg. Drawdown | -8.73% | -14.04% |
| Avg. Drawdown Days | 24.0 | 26.0 |
| Recovery Factor | 0.86 | -0.46 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-05-10 | -39.30 | 149 |
| 2024-08-02 | 2024-09-13 | -24.42 | 42 |
| 2024-06-05 | 2024-07-21 | -15.65 | 45 |
| 2025-05-14 | 2025-05-30 | -12.72 | 16 |
| 2024-09-14 | 2024-10-04 | -9.40 | 19 |
| 2025-05-11 | 2025-05-14 | -6.50 | 3 |
| 2024-10-07 | 2024-12-02 | -5.75 | 56 |
| 2024-10-05 | 2024-10-06 | -2.55 | 1 |
| 2024-05-16 | 2024-05-17 | -1.94 | 0 |
| 2024-12-03 | 2024-12-12 | -1.72 | 9 |
| Metric | 14453677:avaxusd:triple_med_gx:lsma295_135 | 14453677:AVAXUSD |
|---|---|---|
| Best Day | 16.15% | 16.15% |
| Worst Day | -11.11% | -13.32% |
| Best Week | 17.82% | 30.51% |
| Worst Week | -18.29% | -28.87% |
| Best Month | 21.21% | 79.5% |
| Worst Month | -12.51% | -35.0% |
| Best Year | 16.51% | 9.44% |
| Worst Year | 14.9% | -38.83% |
| Avg. Up Day | 1.98% | 1.99% |
| Avg. Down Day | -1.73% | -1.8% |
| Avg. Up Week | 10.15% | 7.96% |
| Avg. Down Week | -6.11% | -9.96% |
| Avg. Up Month | 11.99% | 11.97% |
| Avg. Down Month | -9.81% | -16.64% |
| Win Days % | 49.1% | 49.36% |
| Win Month % | 60.0% | 38.46% |
| Win Week % | 47.83% | 46.55% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |