| Metric | 5616607:avaxusd:triple_gx:lsma150_70_35 | 5616607:AVAXUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 183.01% | -78.67% |
| Max Drawdown | -68.02% | -91.04% |
| Sharpe | 0.78 | 0.04 |
| Sortino | 1.17 | 0.06 |
| Payoff Ratio | 1.16 | 1.01 |
| Profit Factor | 1.22 | 1.01 |
| Common Sense Ratio | 1.55 | 1.06 |
| CPC Index | 0.7 | 0.5 |
| Tail Ratio | 1.27 | 1.05 |
| Outlier Win Ratio | 14.96 | 3.44 |
| Outlier Loss Ratio | 3.49 | 3.11 |
| Volatility (ann.) | 59.91% | 95.79% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.48 | -0.38 |
| Skew | 0.13 | -0.06 |
| Kurtosis | 21.65 | 3.53 |
| Expected Daily % | 0.08% | -0.12% |
| Expected Monthly % | 2.34% | -3.38% |
| Expected Yearly % | 29.7% | -32.04% |
| Kelly Criterion | 6.13% | -0.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.03% | -8.24% |
| Expected Shortfall (cVaR) | -5.03% | -8.24% |
| Year | 5616607:AVAXUSD | 5616607:avaxusd:triple_gx:lsma150_70_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -84.62 | -65.10 | 0.77 | + |
| 2023 | 253.25 | 283.42 | 1.12 | + |
| 2024 | -7.49 | 198.63 | -26.51 | + |
| 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.) | 95.61% | 3.84% |
| 5Y (ann.) | 32.62% | -34.25% |
| Metric | 5616607:avaxusd:triple_gx:lsma150_70_35 | 5616607:AVAXUSD |
|---|---|---|
| Max Drawdown | -68.02% | -91.04% |
| Longest DD Days | 577.0 | 1322.0 |
| Avg. Drawdown | -11.87% | -20.71% |
| Avg. Drawdown Days | 67.0 | 267.0 |
| Recovery Factor | 2.69 | -0.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-13 | 2023-11-11 | -68.02 | 577 |
| 2025-04-12 | 2025-11-16 | -37.56 | 218 |
| 2024-03-19 | 2024-11-06 | -26.94 | 232 |
| 2023-11-20 | 2024-03-07 | -16.79 | 108 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2024-12-05 | 2025-03-12 | -14.73 | 97 |
| 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 | 5616607:avaxusd:triple_gx:lsma150_70_35 | 5616607: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 | -55.22% | -53.67% |
| Best Year | 283.42% | 253.25% |
| Worst Year | -65.1% | -84.62% |
| Avg. Up Day | 4.0% | 4.02% |
| Avg. Down Day | -3.45% | -3.96% |
| Avg. Up Week | 12.16% | 13.45% |
| Avg. Down Week | -8.19% | -10.03% |
| Avg. Up Month | 36.71% | 37.18% |
| Avg. Down Month | -13.93% | -26.18% |
| Win Days % | 49.57% | 49.51% |
| Win Month % | 51.61% | 37.78% |
| Win Week % | 54.55% | 42.86% |
| Win Quarter % | 53.33% | 43.75% |
| Win Year % | 50.0% | 25.0% |