| Metric | 5616313:avaxusd:triple_gx:lsma145_60_35 | 5616313:AVAXUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 200.19% | -70.99% |
| Max Drawdown | -63.04% | -91.04% |
| Sharpe | 0.86 | 0.09 |
| Sortino | 1.32 | 0.13 |
| Payoff Ratio | 1.3 | 1.09 |
| Profit Factor | 1.26 | 1.01 |
| Common Sense Ratio | 1.72 | 1.06 |
| CPC Index | 0.78 | 0.54 |
| Tail Ratio | 1.36 | 1.05 |
| Outlier Win Ratio | 15.94 | 3.67 |
| Outlier Loss Ratio | 3.52 | 3.13 |
| Volatility (ann.) | 62.52% | 96.57% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.64 | -0.35 |
| Skew | 0.24 | 0.04 |
| Kurtosis | 20.84 | 3.28 |
| Expected Daily % | 0.09% | -0.11% |
| Expected Monthly % | 2.86% | -3.12% |
| Expected Yearly % | 31.63% | -26.61% |
| Kelly Criterion | 7.31% | 1.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.24% | -8.29% |
| Expected Shortfall (cVaR) | -5.24% | -8.29% |
| Year | 5616313:AVAXUSD | 5616313:avaxusd:triple_gx:lsma145_60_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -84.79 | -56.32 | 0.66 | + |
| 2023 | 253.25 | 219.34 | 0.87 | - |
| 2024 | -7.49 | 164.81 | -22.00 | + |
| 2025 | -41.63 | -18.73 | 0.45 | + |
| Metric | 5616313:avaxusd:triple_gx:lsma145_60_35 | 5616313:AVAXUSD |
|---|---|---|
| MTD | -16.8% | -0.52% |
| 3M | -7.27% | -7.46% |
| 6M | 0.26% | -51.34% |
| YTD | -18.73% | -41.63% |
| 1Y | 64.24% | -42.18% |
| 3Y (ann.) | 83.49% | -9.08% |
| 5Y (ann.) | 40.46% | -31.79% |
| Metric | 5616313:avaxusd:triple_gx:lsma145_60_35 | 5616313:AVAXUSD |
|---|---|---|
| Max Drawdown | -63.04% | -91.04% |
| Longest DD Days | 582.0 | 1153.0 |
| Avg. Drawdown | -12.01% | -22.37% |
| Avg. Drawdown Days | 63.0 | 234.0 |
| Recovery Factor | 3.18 | -0.78 |
| Ulcer Index | 1.03 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-11-11 | -63.04 | 582 |
| 2024-03-19 | 2024-11-10 | -25.23 | 236 |
| 2025-03-20 | 2025-05-31 | -24.48 | 72 |
| 2023-11-20 | 2024-03-07 | -16.79 | 108 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2025-02-03 | 2025-03-12 | -14.09 | 37 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| 2025-03-16 | 2025-03-19 | -5.82 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| Metric | 5616313:avaxusd:triple_gx:lsma145_60_35 | 5616313: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 | 86.5% | 87.2% |
| Worst Month | -51.89% | -53.67% |
| Best Year | 219.34% | 253.25% |
| Worst Year | -56.32% | -84.79% |
| Avg. Up Day | 4.43% | 4.45% |
| Avg. Down Day | -3.4% | -4.1% |
| Avg. Up Week | 13.85% | 14.75% |
| Avg. Down Week | -7.83% | -10.21% |
| Avg. Up Month | 32.91% | 40.68% |
| Avg. Down Month | -12.81% | -22.8% |
| Win Days % | 47.59% | 48.93% |
| Win Month % | 56.67% | 35.9% |
| Win Week % | 50.63% | 42.2% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 50.0% | 25.0% |