| Metric | configs_sql/hl_close/c/avaxusd/uniq_fwd_ | AVAXUSD |
|---|---|---|
| Time in Market | 73.0% | 100.0% |
| Cumulative Return | 56.41% | -51.6% |
| Max Drawdown | -25.96% | -70.3% |
| Sharpe | 1.21 | -0.37 |
| Sortino | 2.28 | -0.52 |
| Payoff Ratio | 1.5 | 1.16 |
| Profit Factor | 1.28 | 0.95 |
| Common Sense Ratio | 1.4 | 1.0 |
| CPC Index | 0.85 | 0.52 |
| Tail Ratio | 1.1 | 1.05 |
| Outlier Win Ratio | 9.45 | 3.17 |
| Outlier Loss Ratio | 5.86 | 2.4 |
| Volatility (ann.) | 51.98% | 96.01% |
| R^2 | 0.54 | 0.54 |
| Calmar | 2.5 | -0.79 |
| Skew | 2.39 | 0.24 |
| Kurtosis | 14.15 | 1.37 |
| Expected Daily % | 0.14% | -0.22% |
| Expected Monthly % | 3.8% | -5.87% |
| Expected Yearly % | 25.06% | -30.43% |
| Kelly Criterion | 7.43% | 2.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.3% | -8.36% |
| Expected Shortfall (cVaR) | -4.3% | -8.36% |
| Year | AVAXUSD | configs_sql/hl_close/c/avaxusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 75.46 | 21.86 | + |
| 2025 | -53.22 | -10.86 | 0.20 | + |
| Metric | configs_sql/hl_close/c/avaxusd/uniq_fwd_ | AVAXUSD |
|---|---|---|
| MTD | -0.01% | -11.18% |
| 3M | -10.86% | -60.87% |
| 6M | 72.42% | -35.05% |
| YTD | -10.86% | -53.22% |
| 1Y | 56.41% | -51.6% |
| 3Y (ann.) | 65.01% | -55.63% |
| 5Y (ann.) | 65.01% | -55.63% |
| Metric | configs_sql/hl_close/c/avaxusd/uniq_fwd_ | AVAXUSD |
|---|---|---|
| Max Drawdown | -25.96% | -70.3% |
| Longest DD Days | 115.0 | 184.0 |
| Avg. Drawdown | -8.33% | -17.72% |
| Avg. Drawdown Days | 23.0 | 39.0 |
| Recovery Factor | 2.17 | -0.73 |
| Ulcer Index | 1.08 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-11 | -25.96 | 112 |
| 2024-12-13 | 2025-04-07 | -24.04 | 115 |
| 2024-07-01 | 2024-07-21 | -14.69 | 20 |
| 2024-11-12 | 2024-11-18 | -11.44 | 6 |
| 2024-12-09 | 2024-12-12 | -7.27 | 3 |
| 2024-11-19 | 2024-11-21 | -5.35 | 2 |
| 2024-05-24 | 2024-06-27 | -5.30 | 34 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-12-05 | 2024-12-08 | -4.29 | 3 |
| 2024-11-28 | 2024-11-29 | -2.42 | 1 |
| Metric | configs_sql/hl_close/c/avaxusd/uniq_fwd_ | AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -7.09% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -10.12% | -28.87% |
| Best Month | 71.82% | 79.5% |
| Worst Month | -11.42% | -35.0% |
| Best Year | 75.46% | 3.45% |
| Worst Year | -10.86% | -53.22% |
| Avg. Up Day | 2.47% | 4.39% |
| Avg. Down Day | -1.65% | -3.77% |
| Avg. Up Week | 5.94% | 10.05% |
| Avg. Down Week | -3.52% | -11.17% |
| Avg. Up Month | 24.78% | 35.22% |
| Avg. Down Month | -7.55% | -17.44% |
| Win Days % | 44.49% | 47.38% |
| Win Month % | 66.67% | 25.0% |
| Win Week % | 57.14% | 46.94% |
| Win Quarter % | 40.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |