| Metric | 5611471:avaxusd:triple_gx:lsma125_50_25 | 5611471:AVAXUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 129.74% | -77.64% |
| Max Drawdown | -62.56% | -91.04% |
| Sharpe | 0.72 | 0.01 |
| Sortino | 1.09 | 0.02 |
| Payoff Ratio | 1.31 | 1.1 |
| Profit Factor | 1.2 | 1.0 |
| Common Sense Ratio | 1.51 | 1.04 |
| CPC Index | 0.72 | 0.54 |
| Tail Ratio | 1.26 | 1.04 |
| Outlier Win Ratio | 13.54 | 3.58 |
| Outlier Loss Ratio | 3.57 | 3.12 |
| Volatility (ann.) | 65.16% | 96.85% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.46 | -0.4 |
| Skew | 0.16 | 0.04 |
| Kurtosis | 17.01 | 3.18 |
| Expected Daily % | 0.07% | -0.13% |
| Expected Monthly % | 2.1% | -3.68% |
| Expected Yearly % | 23.11% | -31.23% |
| Kelly Criterion | 4.81% | 2.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.48% | -8.33% |
| Expected Shortfall (cVaR) | -5.48% | -8.33% |
| Year | 5611471:AVAXUSD | 5611471:avaxusd:triple_gx:lsma125_50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.28 | -48.46 | 0.55 | + |
| 2023 | 253.25 | 198.89 | 0.79 | - |
| 2024 | -7.49 | 75.23 | -10.04 | + |
| 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.) | 64.15% | -9.08% |
| 5Y (ann.) | 28.76% | -36.57% |
| Metric | 5611471:avaxusd:triple_gx:lsma125_50_25 | 5611471:AVAXUSD |
|---|---|---|
| Max Drawdown | -62.56% | -91.04% |
| Longest DD Days | 624.0 | 1153.0 |
| Avg. Drawdown | -13.53% | -40.35% |
| Avg. Drawdown Days | 65.0 | 399.0 |
| Recovery Factor | 2.07 | -0.85 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-11-16 | -62.56 | 624 |
| 2024-04-23 | 2024-11-22 | -36.88 | 213 |
| 2024-12-25 | 2025-05-31 | -35.91 | 157 |
| 2023-11-20 | 2023-12-16 | -16.79 | 26 |
| 2024-03-19 | 2024-04-14 | -11.90 | 26 |
| 2024-11-28 | 2024-12-24 | -10.82 | 26 |
| 2024-03-03 | 2024-03-11 | -10.82 | 8 |
| 2024-04-15 | 2024-04-20 | -9.97 | 5 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| 2022-02-27 | 2022-02-28 | -8.19 | 1 |
| Metric | 5611471:avaxusd:triple_gx:lsma125_50_25 | 5611471: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 | 74.11% | 87.2% |
| Worst Month | -50.99% | -53.67% |
| Best Year | 198.89% | 253.25% |
| Worst Year | -48.46% | -88.28% |
| Avg. Up Day | 4.44% | 4.46% |
| Avg. Down Day | -3.39% | -4.05% |
| Avg. Up Week | 12.62% | 15.23% |
| Avg. Down Week | -5.37% | -9.37% |
| Avg. Up Month | 31.87% | 45.72% |
| Avg. Down Month | -12.26% | -18.62% |
| Win Days % | 45.97% | 48.86% |
| Win Month % | 54.55% | 35.0% |
| Win Week % | 43.01% | 41.48% |
| Win Quarter % | 57.14% | 50.0% |
| Win Year % | 50.0% | 25.0% |