| Metric | 5617889:avaxusd:triple_gx:lsma135_45_40 | 5617889:AVAXUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 46.69% | -74.32% |
| Max Drawdown | -65.65% | -91.04% |
| Sharpe | 0.5 | 0.05 |
| Sortino | 0.74 | 0.08 |
| Payoff Ratio | 1.28 | 1.18 |
| Profit Factor | 1.15 | 1.01 |
| Common Sense Ratio | 1.53 | 1.06 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.33 | 1.05 |
| Outlier Win Ratio | 17.05 | 3.48 |
| Outlier Loss Ratio | 3.63 | 3.12 |
| Volatility (ann.) | 60.41% | 96.69% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.19 | -0.37 |
| Skew | 0.06 | 0.05 |
| Kurtosis | 23.11 | 3.24 |
| Expected Daily % | 0.03% | -0.11% |
| Expected Monthly % | 0.96% | -3.34% |
| Expected Yearly % | 10.05% | -28.81% |
| Kelly Criterion | 0.94% | 5.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.12% | -8.31% |
| Expected Shortfall (cVaR) | -5.12% | -8.31% |
| Year | 5617889:AVAXUSD | 5617889:avaxusd:triple_gx:lsma135_45_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -86.54 | -54.04 | 0.62 | + |
| 2023 | 253.25 | 141.74 | 0.56 | - |
| 2024 | -7.49 | 42.56 | -5.68 | + |
| 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.) | 54.5% | -9.08% |
| 5Y (ann.) | 12.46% | -34.07% |
| Metric | 5617889:avaxusd:triple_gx:lsma135_45_40 | 5617889:AVAXUSD |
|---|---|---|
| Max Drawdown | -65.65% | -91.04% |
| Longest DD Days | 622.0 | 1153.0 |
| Avg. Drawdown | -18.01% | -21.57% |
| Avg. Drawdown Days | 106.0 | 197.0 |
| Recovery Factor | 0.71 | -0.82 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-11-15 | -65.65 | 622 |
| 2024-07-01 | 2024-11-22 | -40.99 | 144 |
| 2024-03-19 | 2024-06-30 | -26.94 | 103 |
| 2024-12-25 | 2025-05-31 | -24.04 | 157 |
| 2023-11-20 | 2024-03-11 | -16.79 | 112 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| 2024-12-04 | 2024-12-23 | -5.26 | 19 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-03-14 | 2024-03-15 | -2.81 | 1 |
| 2024-11-28 | 2024-11-29 | -2.42 | 1 |
| Metric | 5617889:avaxusd:triple_gx:lsma135_45_40 | 5617889: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 | 56.34% | 87.2% |
| Worst Month | -55.89% | -53.67% |
| Best Year | 141.74% | 253.25% |
| Worst Year | -54.04% | -86.54% |
| Avg. Up Day | 4.43% | 4.46% |
| Avg. Down Day | -3.47% | -3.78% |
| Avg. Up Week | 12.06% | 14.14% |
| Avg. Down Week | -7.27% | -8.75% |
| Avg. Up Month | 25.8% | 37.98% |
| Avg. Down Month | -11.44% | -19.95% |
| Win Days % | 44.44% | 48.85% |
| Win Month % | 48.39% | 37.5% |
| Win Week % | 46.25% | 41.95% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 25.0% |