| Metric | 5618584:avaxusd:triple_gx:lsma225_65_40 | 5618584:AVAXUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 441.39% | -12.04% |
| Max Drawdown | -39.85% | -73.58% |
| Sharpe | 1.32 | 0.42 |
| Sortino | 2.29 | 0.63 |
| Payoff Ratio | 1.33 | 1.11 |
| Profit Factor | 1.44 | 1.06 |
| Common Sense Ratio | 2.1 | 1.17 |
| CPC Index | 0.97 | 0.57 |
| Tail Ratio | 1.45 | 1.1 |
| Outlier Win Ratio | 15.94 | 3.19 |
| Outlier Loss Ratio | 3.67 | 2.92 |
| Volatility (ann.) | 53.13% | 93.35% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.9 | -0.06 |
| Skew | 1.96 | 0.41 |
| Kurtosis | 21.53 | 2.36 |
| Expected Daily % | 0.15% | -0.01% |
| Expected Monthly % | 4.8% | -0.36% |
| Expected Yearly % | 52.54% | -3.16% |
| Kelly Criterion | 13.27% | 2.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.38% | -7.93% |
| Expected Shortfall (cVaR) | -4.38% | -7.93% |
| Year | 5618584:AVAXUSD | 5618584:avaxusd:triple_gx:lsma225_65_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.89 | -35.60 | 0.66 | + |
| 2023 | 253.25 | 424.93 | 1.68 | + |
| 2024 | -7.49 | 96.23 | -12.85 | + |
| 2025 | -41.63 | -18.38 | 0.44 | + |
| Metric | 5618584:avaxusd:triple_gx:lsma225_65_40 | 5618584:AVAXUSD |
|---|---|---|
| MTD | -7.74% | -0.52% |
| 3M | -10.01% | -7.46% |
| 6M | 0.12% | -51.34% |
| YTD | -18.38% | -41.63% |
| 1Y | 54.93% | -42.18% |
| 3Y (ann.) | 75.59% | -4.19% |
| 5Y (ann.) | 75.59% | -4.19% |
| Metric | 5618584:avaxusd:triple_gx:lsma225_65_40 | 5618584:AVAXUSD |
|---|---|---|
| Max Drawdown | -39.85% | -73.58% |
| Longest DD Days | 275.0 | 482.0 |
| Avg. Drawdown | -6.55% | -19.75% |
| Avg. Drawdown Days | 25.0 | 82.0 |
| Recovery Factor | 11.08 | -0.16 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-01-23 | -39.85 | 78 |
| 2024-01-05 | 2024-10-06 | -22.56 | 275 |
| 2025-02-04 | 2025-05-31 | -21.90 | 116 |
| 2023-11-20 | 2024-01-04 | -16.79 | 45 |
| 2023-10-07 | 2023-10-26 | -16.42 | 19 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2022-06-29 | 2022-11-04 | -9.57 | 128 |
| 2023-08-30 | 2023-10-06 | -9.34 | 37 |
| 2023-01-28 | 2023-02-02 | -6.75 | 5 |
| Metric | 5618584:avaxusd:triple_gx:lsma225_65_40 | 5618584:AVAXUSD |
|---|---|---|
| Best Day | 24.67% | 24.67% |
| Worst Day | -19.35% | -19.35% |
| Best Week | 49.08% | 49.08% |
| Worst Week | -27.34% | -28.87% |
| Best Month | 81.48% | 87.2% |
| Worst Month | -28.7% | -39.66% |
| Best Year | 424.93% | 253.25% |
| Worst Year | -35.6% | -53.89% |
| Avg. Up Day | 3.83% | 3.85% |
| Avg. Down Day | -2.87% | -3.48% |
| Avg. Up Week | 10.85% | 13.76% |
| Avg. Down Week | -5.71% | -8.8% |
| Avg. Up Month | 36.16% | 52.31% |
| Avg. Down Month | -7.17% | -20.08% |
| Win Days % | 50.42% | 48.94% |
| Win Month % | 50.0% | 36.11% |
| Win Week % | 57.14% | 43.48% |
| Win Quarter % | 53.85% | 46.15% |
| Win Year % | 50.0% | 25.0% |