| Metric | 5617892:avaxusd:triple_gx:lsma140_45_40 | 5617892:AVAXUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | -1.93% | -56.1% |
| Max Drawdown | -40.99% | -71.99% |
| Sharpe | 0.21 | -0.11 |
| Sortino | 0.33 | -0.16 |
| Payoff Ratio | 1.14 | 0.98 |
| Profit Factor | 1.05 | 0.98 |
| Common Sense Ratio | 1.07 | 1.11 |
| CPC Index | 0.54 | 0.48 |
| Tail Ratio | 1.02 | 1.13 |
| Outlier Win Ratio | 15.97 | 2.99 |
| Outlier Loss Ratio | 3.41 | 2.6 |
| Volatility (ann.) | 49.07% | 93.76% |
| R^2 | 0.27 | 0.27 |
| Calmar | -0.03 | -0.59 |
| Skew | 1.21 | -0.02 |
| Kurtosis | 12.81 | 2.48 |
| Expected Daily % | -0.0% | -0.15% |
| Expected Monthly % | -0.1% | -4.24% |
| Expected Yearly % | -0.97% | -33.74% |
| Kelly Criterion | -3.46% | -1.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.2% | -8.1% |
| Expected Shortfall (cVaR) | -4.2% | -8.1% |
| Year | 5617892:AVAXUSD | 5617892:avaxusd:triple_gx:lsma140_45_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 26.09 | 7.56 | + |
| 2025 | -57.56 | -22.22 | 0.39 | + |
| Metric | 5617892:avaxusd:triple_gx:lsma140_45_40 | 5617892:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -16.78% |
| 3M | -23.55% | -36.4% |
| 6M | -15.15% | -34.45% |
| YTD | -22.22% | -57.56% |
| 1Y | -0.32% | -54.35% |
| 3Y (ann.) | -1.28% | -42.15% |
| 5Y (ann.) | -1.28% | -42.15% |
| Metric | 5617892:avaxusd:triple_gx:lsma140_45_40 | 5617892:AVAXUSD |
|---|---|---|
| Max Drawdown | -40.99% | -71.99% |
| Longest DD Days | 326.0 | 342.0 |
| Avg. Drawdown | -11.01% | -17.93% |
| Avg. Drawdown Days | 62.0 | 67.0 |
| Recovery Factor | -0.05 | -0.78 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2024-11-22 | -40.99 | 144 |
| 2024-12-25 | 2025-11-16 | -32.80 | 326 |
| 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 |
| 2024-06-23 | 2024-06-25 | -1.33 | 2 |
| 2024-06-29 | 2024-06-30 | -0.64 | 1 |
| 2024-11-30 | 2024-12-01 | -0.18 | 1 |
| Metric | 5617892:avaxusd:triple_gx:lsma140_45_40 | 5617892:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -11.39% | -26.92% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -14.09% | -33.79% |
| Best Month | 56.34% | 79.5% |
| Worst Month | -22.43% | -39.43% |
| Best Year | 26.09% | 3.45% |
| Worst Year | -22.22% | -57.56% |
| Avg. Up Day | 3.68% | 3.71% |
| Avg. Down Day | -3.24% | -3.8% |
| Avg. Up Week | 7.3% | 11.78% |
| Avg. Down Week | -6.53% | -11.77% |
| Avg. Up Month | 16.39% | 30.0% |
| Avg. Down Month | -8.53% | -21.17% |
| Win Days % | 44.92% | 49.64% |
| Win Month % | 42.86% | 36.84% |
| Win Week % | 48.65% | 46.91% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 50.0% | 50.0% |