| Metric | 5611471:avaxusd:triple_gx:lsma125_50_25 | 5611471:AVAXUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 7.42% | -39.61% |
| Max Drawdown | -35.91% | -70.3% |
| Sharpe | 0.4 | -0.03 |
| Sortino | 0.66 | -0.05 |
| Payoff Ratio | 1.45 | 1.24 |
| Profit Factor | 1.1 | 1.0 |
| Common Sense Ratio | 1.24 | 1.1 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.13 | 1.11 |
| Outlier Win Ratio | 13.71 | 3.33 |
| Outlier Loss Ratio | 3.25 | 2.71 |
| Volatility (ann.) | 59.35% | 95.55% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.2 | -0.55 |
| Skew | 1.44 | 0.32 |
| Kurtosis | 9.39 | 1.35 |
| Expected Daily % | 0.02% | -0.13% |
| Expected Monthly % | 0.55% | -3.81% |
| Expected Yearly % | 3.64% | -22.29% |
| Kelly Criterion | 0.87% | 6.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.04% | -8.23% |
| Expected Shortfall (cVaR) | -5.04% | -8.23% |
| Year | 5611471:AVAXUSD | 5611471:avaxusd:triple_gx:lsma125_50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 26.21 | 7.60 | + |
| 2025 | -41.63 | -14.89 | 0.36 | + |
| Metric | 5611471:avaxusd:triple_gx:lsma125_50_25 | 5611471:AVAXUSD |
|---|---|---|
| MTD | -8.87% | -0.52% |
| 3M | -7.09% | -7.46% |
| 6M | -20.6% | -51.34% |
| YTD | -14.89% | -41.63% |
| 1Y | 7.42% | -42.18% |
| 3Y (ann.) | 7.11% | -38.4% |
| 5Y (ann.) | 7.11% | -38.4% |
| Metric | 5611471:avaxusd:triple_gx:lsma125_50_25 | 5611471:AVAXUSD |
|---|---|---|
| Max Drawdown | -35.91% | -70.3% |
| Longest DD Days | 157.0 | 184.0 |
| Avg. Drawdown | -18.19% | -17.72% |
| Avg. Drawdown Days | 58.0 | 46.0 |
| Recovery Factor | 0.21 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-05-31 | -35.91 | 157 |
| 2024-07-07 | 2024-11-11 | -31.16 | 127 |
| 2024-06-14 | 2024-07-06 | -14.06 | 22 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2024-11-28 | 2024-12-24 | -10.82 | 26 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| Metric | 5611471:avaxusd:triple_gx:lsma125_50_25 | 5611471:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -12.28% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -11.56% | -28.87% |
| Best Month | 70.91% | 79.5% |
| Worst Month | -18.71% | -35.0% |
| Best Year | 26.21% | 3.45% |
| Worst Year | -14.89% | -41.63% |
| Avg. Up Day | 4.83% | 4.84% |
| Avg. Down Day | -3.32% | -3.91% |
| Avg. Up Week | 10.0% | 9.45% |
| Avg. Down Week | -4.85% | -9.47% |
| Avg. Up Month | 42.38% | 45.45% |
| Avg. Down Month | -8.95% | -15.98% |
| Win Days % | 41.26% | 48.02% |
| Win Month % | 30.0% | 30.77% |
| Win Week % | 39.29% | 47.37% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |