| Metric | 5616607:avaxusd:triple_gx:lsma150_70_35 | 5616607:AVAXUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 64.13% | -56.1% |
| Max Drawdown | -37.56% | -71.99% |
| Sharpe | 0.89 | -0.11 |
| Sortino | 1.47 | -0.16 |
| Payoff Ratio | 1.15 | 0.98 |
| Profit Factor | 1.23 | 0.98 |
| Common Sense Ratio | 1.3 | 1.11 |
| CPC Index | 0.71 | 0.48 |
| Tail Ratio | 1.05 | 1.13 |
| Outlier Win Ratio | 14.03 | 3.05 |
| Outlier Loss Ratio | 3.21 | 2.58 |
| Volatility (ann.) | 51.48% | 93.76% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.04 | -0.59 |
| Skew | 1.58 | -0.02 |
| Kurtosis | 12.39 | 2.48 |
| Expected Daily % | 0.09% | -0.15% |
| Expected Monthly % | 2.64% | -4.24% |
| Expected Yearly % | 28.11% | -33.74% |
| Kelly Criterion | 6.07% | -1.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.31% | -8.1% |
| Expected Shortfall (cVaR) | -4.31% | -8.1% |
| Year | 5616607:AVAXUSD | 5616607:avaxusd:triple_gx:lsma150_70_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 131.72 | 38.17 | + |
| 2025 | -57.56 | -29.17 | 0.51 | + |
| Metric | 5616607:avaxusd:triple_gx:lsma150_70_35 | 5616607:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -16.78% |
| 3M | -24.49% | -36.4% |
| 6M | -26.17% | -34.45% |
| YTD | -29.17% | -57.56% |
| 1Y | 12.13% | -54.35% |
| 3Y (ann.) | 39.01% | -42.15% |
| 5Y (ann.) | 39.01% | -42.15% |
| Metric | 5616607:avaxusd:triple_gx:lsma150_70_35 | 5616607:AVAXUSD |
|---|---|---|
| Max Drawdown | -37.56% | -71.99% |
| Longest DD Days | 218.0 | 342.0 |
| Avg. Drawdown | -8.27% | -17.93% |
| Avg. Drawdown Days | 34.0 | 67.0 |
| Recovery Factor | 1.71 | -0.78 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-12 | 2025-11-16 | -37.56 | 218 |
| 2024-07-01 | 2024-08-08 | -16.68 | 38 |
| 2024-12-05 | 2025-03-12 | -14.73 | 97 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2024-08-09 | 2024-11-06 | -11.56 | 89 |
| 2025-03-16 | 2025-03-19 | -5.82 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-06-22 | 2024-06-26 | -3.42 | 4 |
| 2024-12-03 | 2024-12-04 | -2.58 | 1 |
| 2024-11-28 | 2024-11-29 | -2.42 | 1 |
| Metric | 5616607:avaxusd:triple_gx:lsma150_70_35 | 5616607:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -11.39% | -26.92% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -15.85% | -33.79% |
| Best Month | 86.5% | 79.5% |
| Worst Month | -16.95% | -39.43% |
| Best Year | 131.72% | 3.45% |
| Worst Year | -29.17% | -57.56% |
| Avg. Up Day | 3.75% | 3.77% |
| Avg. Down Day | -3.26% | -3.84% |
| Avg. Up Week | 8.96% | 11.52% |
| Avg. Down Week | -7.7% | -9.47% |
| Avg. Up Month | 48.04% | 41.84% |
| Avg. Down Month | -12.92% | -21.82% |
| Win Days % | 49.74% | 49.64% |
| Win Month % | 50.0% | 36.84% |
| Win Week % | 57.89% | 46.91% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 50.0% | 50.0% |