| Metric | 5617889:avaxusd:triple_gx:lsma135_45_40 | 5617889:AVAXUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 11.34% | -39.61% |
| Max Drawdown | -40.99% | -70.3% |
| Sharpe | 0.45 | -0.03 |
| Sortino | 0.74 | -0.05 |
| Payoff Ratio | 1.33 | 1.23 |
| Profit Factor | 1.13 | 1.0 |
| Common Sense Ratio | 1.1 | 1.1 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 0.98 | 1.11 |
| Outlier Win Ratio | 18.11 | 2.93 |
| Outlier Loss Ratio | 3.65 | 2.66 |
| Volatility (ann.) | 48.77% | 95.55% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.27 | -0.55 |
| Skew | 1.98 | 0.32 |
| Kurtosis | 16.77 | 1.35 |
| Expected Daily % | 0.03% | -0.13% |
| Expected Monthly % | 0.83% | -3.81% |
| Expected Yearly % | 5.52% | -22.29% |
| Kelly Criterion | -1.47% | 5.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.14% | -8.23% |
| Expected Shortfall (cVaR) | -4.14% | -8.23% |
| Year | 5617889:AVAXUSD | 5617889:avaxusd:triple_gx:lsma135_45_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 20.23 | 5.86 | + |
| 2025 | -41.63 | -7.40 | 0.18 | + |
| Metric | 5617889:avaxusd:triple_gx:lsma135_45_40 | 5617889:AVAXUSD |
|---|---|---|
| MTD | 1.02% | -0.52% |
| 3M | 0.17% | -7.46% |
| 6M | -8.05% | -51.34% |
| YTD | -7.4% | -41.63% |
| 1Y | 11.34% | -42.18% |
| 3Y (ann.) | 10.87% | -38.4% |
| 5Y (ann.) | 10.87% | -38.4% |
| Metric | 5617889:avaxusd:triple_gx:lsma135_45_40 | 5617889:AVAXUSD |
|---|---|---|
| Max Drawdown | -40.99% | -70.3% |
| Longest DD Days | 157.0 | 184.0 |
| Avg. Drawdown | -8.89% | -17.72% |
| Avg. Drawdown Days | 37.0 | 46.0 |
| Recovery Factor | 0.28 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2024-11-22 | -40.99 | 144 |
| 2024-12-25 | 2025-05-31 | -24.04 | 157 |
| 2024-12-04 | 2024-12-23 | -5.26 | 19 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-11-28 | 2024-11-29 | -2.42 | 1 |
| 2024-06-21 | 2024-06-25 | -1.83 | 4 |
| 2024-06-29 | 2024-06-30 | -0.64 | 1 |
| 2024-06-18 | 2024-06-19 | -0.18 | 1 |
| 2024-11-30 | 2024-12-01 | -0.18 | 1 |
| Metric | 5617889:avaxusd:triple_gx:lsma135_45_40 | 5617889:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -8.67% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -14.09% | -28.87% |
| Best Month | 56.34% | 79.5% |
| Worst Month | -22.43% | -35.0% |
| Best Year | 20.23% | 3.45% |
| Worst Year | -7.4% | -41.63% |
| Avg. Up Day | 4.2% | 4.23% |
| Avg. Down Day | -3.16% | -3.43% |
| Avg. Up Week | 10.5% | 15.18% |
| Avg. Down Week | -6.98% | -9.96% |
| Avg. Up Month | 28.49% | 45.45% |
| Avg. Down Month | -8.34% | -17.49% |
| Win Days % | 42.11% | 48.02% |
| Win Month % | 40.0% | 30.77% |
| Win Week % | 45.45% | 47.37% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |