| Metric | 5615863:avaxusd:triple_gx:lsma145_45_35 | 5615863:AVAXUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 158.25% | -70.99% |
| Max Drawdown | -59.95% | -91.04% |
| Sharpe | 0.79 | 0.09 |
| Sortino | 1.23 | 0.13 |
| Payoff Ratio | 1.36 | 1.08 |
| Profit Factor | 1.24 | 1.01 |
| Common Sense Ratio | 1.6 | 1.06 |
| CPC Index | 0.77 | 0.54 |
| Tail Ratio | 1.29 | 1.05 |
| Outlier Win Ratio | 16.03 | 3.52 |
| Outlier Loss Ratio | 3.71 | 3.11 |
| Volatility (ann.) | 59.99% | 96.57% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.57 | -0.35 |
| Skew | 0.54 | 0.04 |
| Kurtosis | 20.75 | 3.28 |
| Expected Daily % | 0.08% | -0.11% |
| Expected Monthly % | 2.46% | -3.12% |
| Expected Yearly % | 26.77% | -26.61% |
| Kelly Criterion | 6.01% | 1.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.04% | -8.29% |
| Expected Shortfall (cVaR) | -5.04% | -8.29% |
| Year | 5615863:AVAXUSD | 5615863:avaxusd:triple_gx:lsma145_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -84.79 | -55.77 | 0.66 | + |
| 2023 | 253.25 | 232.56 | 0.92 | - |
| 2024 | -7.49 | 89.77 | -11.98 | + |
| 2025 | -41.63 | -7.49 | 0.18 | + |
| Metric | 5615863:avaxusd:triple_gx:lsma145_45_35 | 5615863:AVAXUSD |
|---|---|---|
| MTD | -5.81% | -0.52% |
| 3M | 3.64% | -7.46% |
| 6M | 3.57% | -51.34% |
| YTD | -7.49% | -41.63% |
| 1Y | 21.7% | -42.18% |
| 3Y (ann.) | 69.94% | -9.08% |
| 5Y (ann.) | 34.07% | -31.79% |
| Metric | 5615863:avaxusd:triple_gx:lsma145_45_35 | 5615863:AVAXUSD |
|---|---|---|
| Max Drawdown | -59.95% | -91.04% |
| Longest DD Days | 582.0 | 1153.0 |
| Avg. Drawdown | -11.47% | -22.37% |
| Avg. Drawdown Days | 51.0 | 234.0 |
| Recovery Factor | 2.64 | -0.78 |
| Ulcer Index | 1.02 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-11-11 | -59.95 | 582 |
| 2024-07-01 | 2024-11-22 | -42.52 | 144 |
| 2025-03-20 | 2025-05-31 | -19.54 | 72 |
| 2023-11-20 | 2024-03-07 | -16.79 | 108 |
| 2024-04-23 | 2024-06-30 | -16.67 | 68 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2025-02-03 | 2025-03-12 | -14.09 | 37 |
| 2024-03-19 | 2024-04-20 | -11.90 | 32 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| 2024-12-21 | 2024-12-24 | -8.28 | 3 |
| Metric | 5615863:avaxusd:triple_gx:lsma145_45_35 | 5615863:AVAXUSD |
|---|---|---|
| Best Day | 24.67% | 24.67% |
| Worst Day | -30.18% | -30.18% |
| Best Week | 49.08% | 49.08% |
| Worst Week | -27.34% | -43.56% |
| Best Month | 86.5% | 87.2% |
| Worst Month | -47.88% | -53.67% |
| Best Year | 232.56% | 253.25% |
| Worst Year | -55.77% | -84.79% |
| Avg. Up Day | 4.39% | 4.42% |
| Avg. Down Day | -3.23% | -4.09% |
| Avg. Up Week | 12.66% | 14.81% |
| Avg. Down Week | -7.78% | -10.51% |
| Avg. Up Month | 29.21% | 44.63% |
| Avg. Down Month | -13.78% | -22.63% |
| Win Days % | 45.8% | 48.93% |
| Win Month % | 59.38% | 35.9% |
| Win Week % | 55.95% | 42.2% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 50.0% | 25.0% |