| Metric | 14453677:avaxusd:triple_med_gx:lsma295_135 | 14453677:AVAXUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 552.17% | -68.97% |
| Max Drawdown | -39.3% | -91.38% |
| Sharpe | 0.77 | 0.07 |
| Sortino | 1.3 | 0.1 |
| Payoff Ratio | 1.22 | 1.18 |
| Profit Factor | 1.31 | 1.01 |
| Common Sense Ratio | 1.43 | 1.06 |
| CPC Index | 0.81 | 0.59 |
| Tail Ratio | 1.09 | 1.05 |
| Outlier Win Ratio | 28.45 | 3.6 |
| Outlier Loss Ratio | 3.6 | 3.04 |
| Volatility (ann.) | 22.13% | 49.92% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.02 | -0.33 |
| Skew | 2.54 | 0.41 |
| Kurtosis | 40.5 | 7.72 |
| Expected Daily % | 0.04% | -0.02% |
| Expected Monthly % | 4.93% | -2.96% |
| Expected Yearly % | 59.8% | -25.36% |
| Kelly Criterion | 10.26% | 7.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -4.29% |
| Expected Shortfall (cVaR) | -1.86% | -4.29% |
| Year | 14453677:AVAXUSD | 14453677:avaxusd:triple_med_gx:lsma295_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -84.48 | 105.56 | -1.25 | + |
| 2023 | 253.25 | 125.26 | 0.49 | - |
| 2024 | -7.49 | 22.58 | -3.01 | + |
| 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.) | 93.87% | -5.84% |
| 5Y (ann.) | 79.41% | -30.56% |
| Metric | 14453677:avaxusd:triple_med_gx:lsma295_135 | 14453677:AVAXUSD |
|---|---|---|
| Max Drawdown | -39.3% | -91.38% |
| Longest DD Days | 161.0 | 1153.0 |
| Avg. Drawdown | -6.11% | -12.01% |
| Avg. Drawdown Days | 20.0 | 116.0 |
| Recovery Factor | 14.05 | -0.75 |
| 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 |
| 2023-02-02 | 2023-07-14 | -23.26 | 161 |
| 2022-04-08 | 2022-06-20 | -18.19 | 73 |
| 2023-12-11 | 2024-03-02 | -16.60 | 82 |
| 2024-03-03 | 2024-07-21 | -16.42 | 140 |
| 2023-07-14 | 2023-10-23 | -14.94 | 100 |
| 2025-05-14 | 2025-05-30 | -12.72 | 16 |
| 2022-11-12 | 2023-02-01 | -12.61 | 81 |
| 2024-09-14 | 2024-10-04 | -9.40 | 19 |
| Metric | 14453677:avaxusd:triple_med_gx:lsma295_135 | 14453677:AVAXUSD |
|---|---|---|
| Best Day | 16.15% | 27.47% |
| Worst Day | -11.11% | -20.13% |
| Best Week | 39.32% | 49.08% |
| Worst Week | -18.29% | -43.56% |
| Best Month | 54.17% | 87.2% |
| Worst Month | -12.51% | -53.67% |
| Best Year | 125.26% | 253.25% |
| Worst Year | 14.9% | -84.48% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.55% | -1.6% |
| Avg. Up Week | 11.56% | 12.36% |
| Avg. Down Week | -4.65% | -8.0% |
| Avg. Up Month | 15.05% | 35.66% |
| Avg. Down Month | -7.84% | -22.42% |
| Win Days % | 50.77% | 49.82% |
| Win Month % | 67.74% | 38.46% |
| Win Week % | 55.56% | 42.11% |
| Win Quarter % | 69.23% | 50.0% |
| Win Year % | 100.0% | 25.0% |