| Metric | 5617899:avaxusd:triple_gx:lsma150_45_40 | 5617899:AVAXUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 18.0% | -56.1% |
| Max Drawdown | -40.99% | -71.99% |
| Sharpe | 0.47 | -0.11 |
| Sortino | 0.72 | -0.16 |
| Payoff Ratio | 1.19 | 1.01 |
| Profit Factor | 1.12 | 0.98 |
| Common Sense Ratio | 1.2 | 1.11 |
| CPC Index | 0.61 | 0.49 |
| Tail Ratio | 1.07 | 1.13 |
| Outlier Win Ratio | 14.74 | 2.99 |
| Outlier Loss Ratio | 3.45 | 2.6 |
| Volatility (ann.) | 50.04% | 93.76% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.28 | -0.59 |
| Skew | 1.18 | -0.02 |
| Kurtosis | 11.79 | 2.48 |
| Expected Daily % | 0.03% | -0.15% |
| Expected Monthly % | 0.87% | -4.24% |
| Expected Yearly % | 8.63% | -33.74% |
| Kelly Criterion | -0.08% | -0.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.24% | -8.1% |
| Expected Shortfall (cVaR) | -4.24% | -8.1% |
| Year | 5617899:AVAXUSD | 5617899:avaxusd:triple_gx:lsma150_45_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 30.13 | 8.73 | + |
| 2025 | -57.56 | -9.32 | 0.16 | + |
| Metric | 5617899:avaxusd:triple_gx:lsma150_45_40 | 5617899:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -16.78% |
| 3M | -21.82% | -36.4% |
| 6M | 1.26% | -34.45% |
| YTD | -9.32% | -57.56% |
| 1Y | 19.93% | -54.35% |
| 3Y (ann.) | 11.63% | -42.15% |
| 5Y (ann.) | 11.63% | -42.15% |
| Metric | 5617899:avaxusd:triple_gx:lsma150_45_40 | 5617899:AVAXUSD |
|---|---|---|
| Max Drawdown | -40.99% | -71.99% |
| Longest DD Days | 207.0 | 342.0 |
| Avg. Drawdown | -11.83% | -17.93% |
| Avg. Drawdown Days | 45.0 | 67.0 |
| Recovery Factor | 0.44 | -0.78 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2024-11-22 | -40.99 | 144 |
| 2025-08-14 | 2025-11-16 | -29.17 | 94 |
| 2024-12-25 | 2025-07-20 | -23.34 | 207 |
| 2025-07-28 | 2025-08-12 | -13.74 | 15 |
| 2025-07-23 | 2025-07-27 | -8.56 | 4 |
| 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 |
| Metric | 5617899:avaxusd:triple_gx:lsma150_45_40 | 5617899: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 | 30.13% | 3.45% |
| Worst Year | -9.32% | -57.56% |
| Avg. Up Day | 3.75% | 3.77% |
| Avg. Down Day | -3.15% | -3.74% |
| Avg. Up Week | 8.24% | 10.79% |
| Avg. Down Week | -7.0% | -11.86% |
| Avg. Up Month | 17.54% | 30.0% |
| Avg. Down Month | -8.92% | -22.43% |
| Win Days % | 45.64% | 49.64% |
| Win Month % | 50.0% | 36.84% |
| Win Week % | 51.35% | 46.91% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 50.0% | 50.0% |