| Metric | 5408987:avaxusd:triple_gx:zlema235_95_65 | 5408987:AVAXUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 6.49% | -39.61% |
| Max Drawdown | -37.37% | -70.3% |
| Sharpe | 0.4 | -0.03 |
| Sortino | 0.64 | -0.05 |
| Payoff Ratio | 1.42 | 1.35 |
| Profit Factor | 1.1 | 1.0 |
| Common Sense Ratio | 1.24 | 1.1 |
| CPC Index | 0.66 | 0.65 |
| Tail Ratio | 1.12 | 1.11 |
| Outlier Win Ratio | 14.44 | 3.38 |
| Outlier Loss Ratio | 2.92 | 2.62 |
| Volatility (ann.) | 61.52% | 95.55% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.17 | -0.55 |
| Skew | 1.08 | 0.32 |
| Kurtosis | 11.53 | 1.35 |
| Expected Daily % | 0.02% | -0.13% |
| Expected Monthly % | 0.48% | -3.81% |
| Expected Yearly % | 3.19% | -22.29% |
| Kelly Criterion | 1.33% | 9.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.23% | -8.23% |
| Expected Shortfall (cVaR) | -5.23% | -8.23% |
| Year | 5408987:AVAXUSD | 5408987:avaxusd:triple_gx:zlema235_95_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 28.10 | 8.14 | + |
| 2025 | -41.63 | -16.87 | 0.41 | + |
| Metric | 5408987:avaxusd:triple_gx:zlema235_95_65 | 5408987:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -0.52% |
| 3M | -10.57% | -7.46% |
| 6M | -4.17% | -51.34% |
| YTD | -16.87% | -41.63% |
| 1Y | 6.49% | -42.18% |
| 3Y (ann.) | 6.23% | -38.4% |
| 5Y (ann.) | 6.23% | -38.4% |
| Metric | 5408987:avaxusd:triple_gx:zlema235_95_65 | 5408987:AVAXUSD |
|---|---|---|
| Max Drawdown | -37.37% | -70.3% |
| Longest DD Days | 173.0 | 184.0 |
| Avg. Drawdown | -13.46% | -17.72% |
| Avg. Drawdown Days | 54.0 | 46.0 |
| Recovery Factor | 0.17 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-12-02 | -37.37 | 133 |
| 2024-12-09 | 2025-05-31 | -24.58 | 173 |
| 2024-07-06 | 2024-07-15 | -8.26 | 9 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-07-17 | 2024-07-19 | -3.25 | 2 |
| 2024-12-03 | 2024-12-04 | -2.58 | 1 |
| Metric | 5408987:avaxusd:triple_gx:zlema235_95_65 | 5408987:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -16.56% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -14.18% | -28.87% |
| Best Month | 40.27% | 79.5% |
| Worst Month | -13.27% | -35.0% |
| Best Year | 28.1% | 3.45% |
| Worst Year | -16.87% | -41.63% |
| Avg. Up Day | 5.02% | 5.03% |
| Avg. Down Day | -3.54% | -3.72% |
| Avg. Up Week | 11.21% | 12.77% |
| Avg. Down Week | -9.48% | -13.75% |
| Avg. Up Month | 40.27% | 79.5% |
| Avg. Down Month | -8.27% | -18.66% |
| Win Days % | 42.11% | 48.02% |
| Win Month % | 28.57% | 30.77% |
| Win Week % | 52.38% | 47.37% |
| Win Quarter % | 33.33% | 40.0% |
| Win Year % | 50.0% | 50.0% |