| Metric | 5613178:avaxusd:triple_gx:lsma155_115_25 | 5613178:AVAXUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 13.77% | -56.1% |
| Max Drawdown | -44.19% | -71.99% |
| Sharpe | 0.44 | -0.11 |
| Sortino | 0.71 | -0.16 |
| Payoff Ratio | 1.37 | 1.07 |
| Profit Factor | 1.09 | 0.98 |
| Common Sense Ratio | 1.26 | 1.11 |
| CPC Index | 0.64 | 0.52 |
| Tail Ratio | 1.15 | 1.13 |
| Outlier Win Ratio | 10.24 | 3.36 |
| Outlier Loss Ratio | 3.47 | 2.66 |
| Volatility (ann.) | 61.27% | 93.76% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.2 | -0.59 |
| Skew | 1.16 | -0.02 |
| Kurtosis | 7.09 | 2.48 |
| Expected Daily % | 0.02% | -0.15% |
| Expected Monthly % | 0.68% | -4.24% |
| Expected Yearly % | 6.66% | -33.74% |
| Kelly Criterion | 1.04% | 2.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.2% | -8.1% |
| Expected Shortfall (cVaR) | -5.2% | -8.1% |
| Year | 5613178:AVAXUSD | 5613178:avaxusd:triple_gx:lsma155_115_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 93.84 | 27.19 | + |
| 2025 | -57.56 | -41.31 | 0.72 | + |
| Metric | 5613178:avaxusd:triple_gx:lsma155_115_25 | 5613178:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -16.78% |
| 3M | -15.07% | -36.4% |
| 6M | -25.9% | -34.45% |
| YTD | -41.31% | -57.56% |
| 1Y | 8.42% | -54.35% |
| 3Y (ann.) | 8.95% | -42.15% |
| 5Y (ann.) | 8.95% | -42.15% |
| Metric | 5613178:avaxusd:triple_gx:lsma155_115_25 | 5613178:AVAXUSD |
|---|---|---|
| Max Drawdown | -44.19% | -71.99% |
| Longest DD Days | 285.0 | 342.0 |
| Avg. Drawdown | -9.37% | -17.93% |
| Avg. Drawdown Days | 33.0 | 67.0 |
| Recovery Factor | 0.31 | -0.78 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-11-16 | -44.19 | 285 |
| 2024-07-21 | 2024-11-22 | -40.68 | 124 |
| 2024-12-13 | 2024-12-24 | -10.38 | 11 |
| 2024-06-21 | 2024-06-27 | -10.09 | 6 |
| 2024-07-01 | 2024-07-06 | -9.70 | 5 |
| 2024-07-07 | 2024-07-15 | -8.09 | 8 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-07-17 | 2024-07-19 | -3.25 | 2 |
| 2024-12-25 | 2025-02-03 | -2.75 | 40 |
| 2024-12-03 | 2024-12-04 | -2.58 | 1 |
| Metric | 5613178:avaxusd:triple_gx:lsma155_115_25 | 5613178:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -12.28% | -26.92% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -17.96% | -33.79% |
| Best Month | 89.88% | 79.5% |
| Worst Month | -20.8% | -39.43% |
| Best Year | 93.84% | 3.45% |
| Worst Year | -41.31% | -57.56% |
| Avg. Up Day | 4.18% | 4.2% |
| Avg. Down Day | -3.04% | -3.92% |
| Avg. Up Week | 8.53% | 9.29% |
| Avg. Down Week | -6.17% | -9.73% |
| Avg. Up Month | 51.87% | 45.45% |
| Avg. Down Month | -11.95% | -18.31% |
| Win Days % | 42.75% | 49.64% |
| Win Month % | 33.33% | 36.84% |
| Win Week % | 48.98% | 46.91% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 50.0% | 50.0% |