| Metric | 5613179:avaxusd:triple_gx:lsma150_115_25 | 5613179:AVAXUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 208.35% | -70.66% |
| Max Drawdown | -62.99% | -91.04% |
| Sharpe | 0.86 | 0.09 |
| Sortino | 1.31 | 0.13 |
| Payoff Ratio | 1.37 | 1.14 |
| Profit Factor | 1.22 | 1.01 |
| Common Sense Ratio | 1.61 | 1.06 |
| CPC Index | 0.77 | 0.57 |
| Tail Ratio | 1.32 | 1.05 |
| Outlier Win Ratio | 11.86 | 3.75 |
| Outlier Loss Ratio | 3.95 | 3.47 |
| Volatility (ann.) | 69.16% | 96.65% |
| R^2 | 0.52 | 0.52 |
| Calmar | 0.66 | -0.35 |
| Skew | 0.19 | 0.04 |
| Kurtosis | 14.25 | 3.29 |
| Expected Daily % | 0.1% | -0.1% |
| Expected Monthly % | 2.93% | -3.1% |
| Expected Yearly % | 32.51% | -26.4% |
| Kelly Criterion | 6.66% | 4.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.79% | -8.3% |
| Expected Shortfall (cVaR) | -5.79% | -8.3% |
| Year | 5613179:AVAXUSD | 5613179:avaxusd:triple_gx:lsma150_115_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -84.62 | -51.22 | 0.61 | + |
| 2023 | 253.25 | 234.58 | 0.93 | - |
| 2024 | -7.49 | 133.67 | -17.84 | + |
| 2025 | -41.63 | -19.14 | 0.46 | + |
| Metric | 5613179:avaxusd:triple_gx:lsma150_115_25 | 5613179:AVAXUSD |
|---|---|---|
| MTD | -8.87% | -0.52% |
| 3M | -9.85% | -7.46% |
| 6M | 15.73% | -51.34% |
| YTD | -19.14% | -41.63% |
| 1Y | 41.92% | -42.18% |
| 3Y (ann.) | 92.39% | -9.08% |
| 5Y (ann.) | 41.84% | -31.66% |
| Metric | 5613179:avaxusd:triple_gx:lsma150_115_25 | 5613179:AVAXUSD |
|---|---|---|
| Max Drawdown | -62.99% | -91.04% |
| Longest DD Days | 555.0 | 1153.0 |
| Avg. Drawdown | -12.53% | -20.71% |
| Avg. Drawdown Days | 51.0 | 233.0 |
| Recovery Factor | 3.31 | -0.78 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2023-11-11 | -62.99 | 555 |
| 2024-07-21 | 2024-11-22 | -44.88 | 124 |
| 2025-02-04 | 2025-05-31 | -32.39 | 116 |
| 2024-04-23 | 2024-07-20 | -19.71 | 88 |
| 2023-11-20 | 2023-12-16 | -16.79 | 26 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 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 |
| Metric | 5613179:avaxusd:triple_gx:lsma150_115_25 | 5613179: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 | -56.7% | -53.67% |
| Best Year | 234.58% | 253.25% |
| Worst Year | -51.22% | -84.62% |
| Avg. Up Day | 4.47% | 4.49% |
| Avg. Down Day | -3.27% | -3.94% |
| Avg. Up Week | 13.53% | 14.53% |
| Avg. Down Week | -6.85% | -10.16% |
| Avg. Up Month | 37.23% | 45.73% |
| Avg. Down Month | -11.66% | -19.85% |
| Win Days % | 46.09% | 48.97% |
| Win Month % | 48.39% | 35.9% |
| Win Week % | 49.47% | 42.44% |
| Win Quarter % | 53.85% | 50.0% |
| Win Year % | 50.0% | 25.0% |