| Metric | 5609289:avaxusd:triple_gx:lsma165_60_20 | 5609289:AVAXUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 91.52% | -83.17% |
| Max Drawdown | -58.06% | -91.04% |
| Sharpe | 0.6 | -0.03 |
| Sortino | 0.9 | -0.04 |
| Payoff Ratio | 1.25 | 1.0 |
| Profit Factor | 1.16 | 1.0 |
| Common Sense Ratio | 1.48 | 1.05 |
| CPC Index | 0.67 | 0.49 |
| Tail Ratio | 1.27 | 1.06 |
| Outlier Win Ratio | 13.86 | 3.56 |
| Outlier Loss Ratio | 3.76 | 3.21 |
| Volatility (ann.) | 63.02% | 95.91% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.34 | -0.42 |
| Skew | 0.07 | -0.06 |
| Kurtosis | 17.91 | 3.56 |
| Expected Daily % | 0.05% | -0.13% |
| Expected Monthly % | 1.45% | -3.88% |
| Expected Yearly % | 17.64% | -35.95% |
| Kelly Criterion | 2.88% | -1.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.32% | -8.26% |
| Expected Shortfall (cVaR) | -5.32% | -8.26% |
| Year | 5609289:AVAXUSD | 5609289:avaxusd:triple_gx:lsma165_60_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.87 | -46.30 | 0.53 | + |
| 2023 | 253.25 | 251.44 | 0.99 | - |
| 2024 | -7.49 | 10.64 | -1.42 | + |
| 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.) | 47.26% | 3.84% |
| 5Y (ann.) | 19.52% | -38.68% |
| Metric | 5609289:avaxusd:triple_gx:lsma165_60_20 | 5609289:AVAXUSD |
|---|---|---|
| Max Drawdown | -58.06% | -91.04% |
| Longest DD Days | 607.0 | 1322.0 |
| Avg. Drawdown | -14.83% | -30.9% |
| Avg. Drawdown Days | 105.0 | 442.0 |
| Recovery Factor | 1.58 | -0.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-19 | 2025-11-16 | -58.06 | 607 |
| 2022-05-05 | 2023-11-10 | -57.16 | 554 |
| 2023-11-20 | 2023-12-16 | -16.79 | 26 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2024-01-05 | 2024-03-11 | -12.07 | 66 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| 2023-12-17 | 2023-12-20 | -5.79 | 3 |
| 2024-03-14 | 2024-03-15 | -2.81 | 1 |
| 2022-04-08 | 2022-04-09 | -0.18 | 1 |
| 2022-04-11 | 2022-04-12 | -0.18 | 1 |
| Metric | 5609289:avaxusd:triple_gx:lsma165_60_20 | 5609289:AVAXUSD |
|---|---|---|
| Best Day | 24.67% | 24.67% |
| Worst Day | -30.18% | -30.18% |
| Best Week | 49.08% | 49.08% |
| Worst Week | -43.56% | -43.56% |
| Best Month | 86.45% | 87.2% |
| Worst Month | -44.53% | -53.67% |
| Best Year | 251.44% | 253.25% |
| Worst Year | -46.3% | -87.87% |
| Avg. Up Day | 4.17% | 4.2% |
| Avg. Down Day | -3.35% | -4.21% |
| Avg. Up Week | 11.99% | 14.59% |
| Avg. Down Week | -6.52% | -10.72% |
| Avg. Up Month | 29.31% | 40.63% |
| Avg. Down Month | -12.85% | -21.17% |
| Win Days % | 46.09% | 49.24% |
| Win Month % | 52.5% | 37.78% |
| Win Week % | 46.15% | 42.78% |
| Win Quarter % | 46.67% | 43.75% |
| Win Year % | 50.0% | 25.0% |