| Metric | 5614306:avaxusd:triple_gx:lsma175_65_30 | 5614306:AVAXUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 92.13% | -74.92% |
| Max Drawdown | -66.35% | -89.97% |
| Sharpe | 0.65 | 0.03 |
| Sortino | 0.97 | 0.05 |
| Payoff Ratio | 1.28 | 1.13 |
| Profit Factor | 1.19 | 1.0 |
| Common Sense Ratio | 1.68 | 1.06 |
| CPC Index | 0.71 | 0.56 |
| Tail Ratio | 1.41 | 1.06 |
| Outlier Win Ratio | 15.46 | 3.42 |
| Outlier Loss Ratio | 3.51 | 3.16 |
| Volatility (ann.) | 61.49% | 96.99% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.35 | -0.39 |
| Skew | -0.03 | 0.04 |
| Kurtosis | 21.85 | 3.31 |
| Expected Daily % | 0.06% | -0.12% |
| Expected Monthly % | 1.73% | -3.57% |
| Expected Yearly % | 17.73% | -29.23% |
| Kelly Criterion | 5.19% | 3.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.18% | -8.34% |
| Expected Shortfall (cVaR) | -5.18% | -8.34% |
| Year | 5614306:AVAXUSD | 5614306:avaxusd:triple_gx:lsma175_65_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -86.85 | -66.07 | 0.76 | + |
| 2023 | 253.25 | 272.49 | 1.08 | + |
| 2024 | -7.49 | 120.29 | -16.06 | + |
| 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.) | 66.83% | -9.08% |
| 5Y (ann.) | 23.01% | -35.51% |
| Metric | 5614306:avaxusd:triple_gx:lsma175_65_30 | 5614306:AVAXUSD |
|---|---|---|
| Max Drawdown | -66.35% | -89.97% |
| Longest DD Days | 557.0 | 1149.0 |
| Avg. Drawdown | -14.99% | -89.97% |
| Avg. Drawdown Days | 80.0 | 1149.0 |
| Recovery Factor | 1.39 | -0.83 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-03 | 2023-11-11 | -66.35 | 557 |
| 2025-02-04 | 2025-05-31 | -33.68 | 116 |
| 2023-11-20 | 2024-03-12 | -16.79 | 113 |
| 2024-04-23 | 2024-11-06 | -16.50 | 197 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2024-03-19 | 2024-04-22 | -14.33 | 34 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-03-14 | 2024-03-15 | -2.81 | 1 |
| Metric | 5614306:avaxusd:triple_gx:lsma175_65_30 | 5614306: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 | 92.14% | 87.2% |
| Worst Month | -58.68% | -53.67% |
| Best Year | 272.49% | 253.25% |
| Worst Year | -66.07% | -86.85% |
| Avg. Up Day | 4.38% | 4.39% |
| Avg. Down Day | -3.41% | -3.87% |
| Avg. Up Week | 10.98% | 13.03% |
| Avg. Down Week | -7.45% | -9.47% |
| Avg. Up Month | 35.01% | 39.21% |
| Avg. Down Month | -11.45% | -19.25% |
| Win Days % | 46.72% | 48.73% |
| Win Month % | 50.0% | 34.21% |
| Win Week % | 51.32% | 42.6% |
| Win Quarter % | 50.0% | 46.15% |
| Win Year % | 50.0% | 25.0% |