| Metric | 5614306:avaxusd:triple_gx:lsma175_65_30 | 5614306:AVAXUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 37.21% | -39.61% |
| Max Drawdown | -33.68% | -70.3% |
| Sharpe | 0.82 | -0.03 |
| Sortino | 1.35 | -0.05 |
| Payoff Ratio | 1.36 | 1.14 |
| Profit Factor | 1.21 | 1.0 |
| Common Sense Ratio | 1.37 | 1.1 |
| CPC Index | 0.75 | 0.55 |
| Tail Ratio | 1.13 | 1.11 |
| Outlier Win Ratio | 13.69 | 3.03 |
| Outlier Loss Ratio | 3.27 | 2.68 |
| Volatility (ann.) | 55.51% | 95.55% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.05 | -0.55 |
| Skew | 1.41 | 0.32 |
| Kurtosis | 11.1 | 1.35 |
| Expected Daily % | 0.08% | -0.13% |
| Expected Monthly % | 2.46% | -3.81% |
| Expected Yearly % | 17.14% | -22.29% |
| Kelly Criterion | 5.42% | 2.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.65% | -8.23% |
| Expected Shortfall (cVaR) | -4.65% | -8.23% |
| Year | 5614306:AVAXUSD | 5614306:avaxusd:triple_gx:lsma175_65_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 98.81 | 28.63 | + |
| 2025 | -41.63 | -30.98 | 0.74 | + |
| Metric | 5614306:avaxusd:triple_gx:lsma175_65_30 | 5614306:AVAXUSD |
|---|---|---|
| MTD | -16.37% | -0.52% |
| 3M | -23.05% | -7.46% |
| 6M | -27.29% | -51.34% |
| YTD | -30.98% | -41.63% |
| 1Y | 37.21% | -42.18% |
| 3Y (ann.) | 35.51% | -38.4% |
| 5Y (ann.) | 35.51% | -38.4% |
| Metric | 5614306:avaxusd:triple_gx:lsma175_65_30 | 5614306:AVAXUSD |
|---|---|---|
| Max Drawdown | -33.68% | -70.3% |
| Longest DD Days | 122.0 | 184.0 |
| Avg. Drawdown | -8.21% | -17.72% |
| Avg. Drawdown Days | 24.0 | 46.0 |
| Recovery Factor | 1.1 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-05-31 | -33.68 | 116 |
| 2024-07-07 | 2024-11-06 | -15.71 | 122 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2024-07-01 | 2024-07-06 | -10.11 | 5 |
| 2024-06-21 | 2024-06-27 | -10.09 | 6 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-11-28 | 2024-11-29 | -2.42 | 1 |
| 2024-06-29 | 2024-06-30 | -0.64 | 1 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| 2025-02-02 | 2025-02-03 | -0.18 | 1 |
| Metric | 5614306:avaxusd:triple_gx:lsma175_65_30 | 5614306:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -12.28% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -11.56% | -28.87% |
| Best Month | 86.5% | 79.5% |
| Worst Month | -16.37% | -35.0% |
| Best Year | 98.81% | 3.45% |
| Worst Year | -30.98% | -41.63% |
| Avg. Up Day | 4.41% | 4.42% |
| Avg. Down Day | -3.24% | -3.87% |
| Avg. Up Week | 7.09% | 9.8% |
| Avg. Down Week | -5.75% | -8.21% |
| Avg. Up Month | 32.2% | 37.45% |
| Avg. Down Month | -9.82% | -15.03% |
| Win Days % | 45.52% | 48.02% |
| Win Month % | 54.55% | 30.77% |
| Win Week % | 61.54% | 47.37% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |