| Metric | 5613168:avaxusd:triple_gx:lsma140_115_25 | 5613168:AVAXUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 101.65% | -75.05% |
| Max Drawdown | -68.6% | -91.04% |
| Sharpe | 0.66 | 0.04 |
| Sortino | 1.0 | 0.06 |
| Payoff Ratio | 1.33 | 1.15 |
| Profit Factor | 1.16 | 1.01 |
| Common Sense Ratio | 1.42 | 1.05 |
| CPC Index | 0.7 | 0.57 |
| Tail Ratio | 1.22 | 1.05 |
| Outlier Win Ratio | 11.8 | 3.75 |
| Outlier Loss Ratio | 3.83 | 3.46 |
| Volatility (ann.) | 69.74% | 96.49% |
| R^2 | 0.52 | 0.52 |
| Calmar | 0.35 | -0.38 |
| Skew | 0.17 | 0.04 |
| Kurtosis | 13.65 | 3.28 |
| Expected Daily % | 0.06% | -0.12% |
| Expected Monthly % | 1.81% | -3.5% |
| Expected Yearly % | 19.16% | -29.33% |
| Kelly Criterion | 4.6% | 4.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.88% | -8.3% |
| Expected Shortfall (cVaR) | -5.88% | -8.3% |
| Year | 5613168:AVAXUSD | 5613168:avaxusd:triple_gx:lsma140_115_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -86.92 | -64.66 | 0.74 | + |
| 2023 | 253.25 | 257.85 | 1.02 | + |
| 2024 | -7.49 | 103.06 | -13.76 | + |
| 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.) | 77.17% | -9.08% |
| 5Y (ann.) | 24.09% | -34.77% |
| Metric | 5613168:avaxusd:triple_gx:lsma140_115_25 | 5613168:AVAXUSD |
|---|---|---|
| Max Drawdown | -68.6% | -91.04% |
| Longest DD Days | 622.0 | 1153.0 |
| Avg. Drawdown | -14.68% | -23.58% |
| Avg. Drawdown Days | 72.0 | 236.0 |
| Recovery Factor | 1.48 | -0.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-11-15 | -68.60 | 622 |
| 2024-04-23 | 2024-12-02 | -51.51 | 223 |
| 2025-02-04 | 2025-05-31 | -32.39 | 116 |
| 2023-11-20 | 2023-12-16 | -16.79 | 26 |
| 2024-03-19 | 2024-04-22 | -13.91 | 34 |
| 2024-12-13 | 2024-12-24 | -10.38 | 11 |
| 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 |
| 2024-12-25 | 2025-02-03 | -2.75 | 40 |
| Metric | 5613168:avaxusd:triple_gx:lsma140_115_25 | 5613168: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 | 84.42% | 87.2% |
| Worst Month | -58.25% | -53.67% |
| Best Year | 257.85% | 253.25% |
| Worst Year | -64.66% | -86.92% |
| Avg. Up Day | 4.49% | 4.5% |
| Avg. Down Day | -3.38% | -3.91% |
| Avg. Up Week | 12.94% | 13.9% |
| Avg. Down Week | -6.98% | -10.07% |
| Avg. Up Month | 37.18% | 45.73% |
| Avg. Down Month | -14.66% | -20.08% |
| Win Days % | 45.58% | 48.81% |
| Win Month % | 51.61% | 35.9% |
| Win Week % | 46.81% | 41.95% |
| Win Quarter % | 35.71% | 50.0% |
| Win Year % | 50.0% | 25.0% |