| Metric | 5609289:avaxusd:triple_gx:lsma165_60_20 | 5609289:AVAXUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | -14.29% | -56.1% |
| Max Drawdown | -49.35% | -71.99% |
| Sharpe | 0.08 | -0.11 |
| Sortino | 0.13 | -0.16 |
| Payoff Ratio | 1.21 | 0.99 |
| Profit Factor | 1.02 | 0.98 |
| Common Sense Ratio | 1.11 | 1.11 |
| CPC Index | 0.53 | 0.48 |
| Tail Ratio | 1.09 | 1.13 |
| Outlier Win Ratio | 13.16 | 3.16 |
| Outlier Loss Ratio | 3.48 | 2.66 |
| Volatility (ann.) | 54.9% | 93.76% |
| R^2 | 0.34 | 0.34 |
| Calmar | -0.2 | -0.59 |
| Skew | 1.14 | -0.02 |
| Kurtosis | 9.96 | 2.48 |
| Expected Daily % | -0.03% | -0.15% |
| Expected Monthly % | -0.81% | -4.24% |
| Expected Yearly % | -7.42% | -33.74% |
| Kelly Criterion | -4.41% | -1.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.71% | -8.1% |
| Expected Shortfall (cVaR) | -4.71% | -8.1% |
| Year | 5609289:AVAXUSD | 5609289:avaxusd:triple_gx:lsma165_60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | -6.56 | -1.90 | - |
| 2025 | -57.56 | -8.27 | 0.14 | + |
| Metric | 5609289:avaxusd:triple_gx:lsma165_60_20 | 5609289:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -16.78% |
| 3M | 0.07% | -36.4% |
| 6M | -1.42% | -34.45% |
| YTD | -8.27% | -57.56% |
| 1Y | 9.42% | -54.35% |
| 3Y (ann.) | -9.74% | -42.15% |
| 5Y (ann.) | -9.74% | -42.15% |
| Metric | 5609289:avaxusd:triple_gx:lsma165_60_20 | 5609289:AVAXUSD |
|---|---|---|
| Max Drawdown | -49.35% | -71.99% |
| Longest DD Days | 236.0 | 342.0 |
| Avg. Drawdown | -19.68% | -17.93% |
| Avg. Drawdown Days | 86.0 | 67.0 |
| Recovery Factor | -0.29 | -0.78 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-11-22 | -49.35 | 163 |
| 2024-11-28 | 2025-07-22 | -32.29 | 236 |
| 2025-07-28 | 2025-11-16 | -23.27 | 111 |
| 2025-07-23 | 2025-07-27 | -8.56 | 4 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-05-24 | 2024-05-25 | -0.18 | 1 |
| Metric | 5609289:avaxusd:triple_gx:lsma165_60_20 | 5609289:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -12.28% | -26.92% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -16.33% | -33.79% |
| Best Month | 77.57% | 79.5% |
| Worst Month | -24.16% | -39.43% |
| Best Year | -6.56% | 3.45% |
| Worst Year | -8.27% | -57.56% |
| Avg. Up Day | 3.86% | 3.89% |
| Avg. Down Day | -3.2% | -3.93% |
| Avg. Up Week | 8.68% | 11.49% |
| Avg. Down Week | -6.13% | -11.08% |
| Avg. Up Month | 23.09% | 30.14% |
| Avg. Down Month | -11.2% | -16.34% |
| Win Days % | 42.92% | 49.64% |
| Win Month % | 41.18% | 36.84% |
| Win Week % | 42.31% | 46.91% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 0.0% | 50.0% |