| Metric | 5613168:avaxusd:triple_gx:lsma140_115_25 | 5613168:AVAXUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 18.81% | -39.61% |
| Max Drawdown | -45.37% | -70.3% |
| Sharpe | 0.57 | -0.03 |
| Sortino | 0.95 | -0.05 |
| Payoff Ratio | 1.46 | 1.22 |
| Profit Factor | 1.12 | 1.0 |
| Common Sense Ratio | 1.29 | 1.1 |
| CPC Index | 0.7 | 0.58 |
| Tail Ratio | 1.15 | 1.11 |
| Outlier Win Ratio | 10.29 | 3.43 |
| Outlier Loss Ratio | 3.21 | 2.71 |
| Volatility (ann.) | 66.11% | 95.55% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.4 | -0.55 |
| Skew | 1.3 | 0.32 |
| Kurtosis | 6.65 | 1.35 |
| Expected Daily % | 0.05% | -0.13% |
| Expected Monthly % | 1.33% | -3.81% |
| Expected Yearly % | 9.0% | -22.29% |
| Kelly Criterion | 3.16% | 5.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.59% | -8.23% |
| Expected Shortfall (cVaR) | -5.59% | -8.23% |
| Year | 5613168:AVAXUSD | 5613168:avaxusd:triple_gx:lsma140_115_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 51.32 | 14.87 | + |
| 2025 | -41.63 | -21.49 | 0.52 | + |
| Metric | 5613168:avaxusd:triple_gx:lsma140_115_25 | 5613168:AVAXUSD |
|---|---|---|
| MTD | -14.14% | -0.52% |
| 3M | -12.46% | -7.46% |
| 6M | 12.38% | -51.34% |
| YTD | -21.49% | -41.63% |
| 1Y | 18.81% | -42.18% |
| 3Y (ann.) | 18.01% | -38.4% |
| 5Y (ann.) | 18.01% | -38.4% |
| Metric | 5613168:avaxusd:triple_gx:lsma140_115_25 | 5613168:AVAXUSD |
|---|---|---|
| Max Drawdown | -45.37% | -70.3% |
| Longest DD Days | 144.0 | 184.0 |
| Avg. Drawdown | -11.46% | -17.72% |
| Avg. Drawdown Days | 33.0 | 46.0 |
| Recovery Factor | 0.41 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2024-11-22 | -45.37 | 144 |
| 2025-02-04 | 2025-05-31 | -32.39 | 116 |
| 2024-06-17 | 2024-06-30 | -13.12 | 13 |
| 2024-12-13 | 2024-12-24 | -10.38 | 11 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-12-25 | 2025-02-03 | -2.75 | 40 |
| 2024-12-03 | 2024-12-04 | -2.58 | 1 |
| 2024-11-28 | 2024-11-29 | -2.42 | 1 |
| 2024-12-09 | 2024-12-11 | -1.09 | 2 |
| 2024-11-30 | 2024-12-01 | -0.11 | 1 |
| Metric | 5613168:avaxusd:triple_gx:lsma140_115_25 | 5613168:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -12.28% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -17.96% | -28.87% |
| Best Month | 79.5% | 79.5% |
| Worst Month | -22.13% | -35.0% |
| Best Year | 51.32% | 3.45% |
| Worst Year | -21.49% | -41.63% |
| Avg. Up Day | 4.74% | 4.75% |
| Avg. Down Day | -3.25% | -3.91% |
| Avg. Up Week | 10.61% | 9.02% |
| Avg. Down Week | -6.5% | -9.47% |
| Avg. Up Month | 46.68% | 45.45% |
| Avg. Down Month | -13.41% | -14.16% |
| Win Days % | 42.54% | 48.02% |
| Win Month % | 40.0% | 30.77% |
| Win Week % | 48.39% | 47.37% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |