| Metric | 5618657:avaxusd:triple_gx:lsma150_70_40 | 5618657:AVAXUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 227.99% | -70.66% |
| Max Drawdown | -70.21% | -91.04% |
| Sharpe | 0.91 | 0.09 |
| Sortino | 1.37 | 0.13 |
| Payoff Ratio | 1.17 | 1.06 |
| Profit Factor | 1.28 | 1.01 |
| Common Sense Ratio | 1.8 | 1.06 |
| CPC Index | 0.76 | 0.53 |
| Tail Ratio | 1.41 | 1.05 |
| Outlier Win Ratio | 15.66 | 3.55 |
| Outlier Loss Ratio | 3.38 | 3.16 |
| Volatility (ann.) | 61.98% | 96.65% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.63 | -0.35 |
| Skew | 0.03 | 0.04 |
| Kurtosis | 21.52 | 3.29 |
| Expected Daily % | 0.1% | -0.1% |
| Expected Monthly % | 3.09% | -3.1% |
| Expected Yearly % | 34.58% | -26.4% |
| Kelly Criterion | 8.85% | 0.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.18% | -8.3% |
| Expected Shortfall (cVaR) | -5.18% | -8.3% |
| Year | 5618657:AVAXUSD | 5618657:avaxusd:triple_gx:lsma150_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -84.62 | -65.15 | 0.77 | + |
| 2023 | 253.25 | 286.38 | 1.13 | + |
| 2024 | -7.49 | 224.08 | -29.91 | + |
| 2025 | -41.63 | -24.85 | 0.60 | + |
| Metric | 5618657:avaxusd:triple_gx:lsma150_70_40 | 5618657:AVAXUSD |
|---|---|---|
| MTD | -6.71% | -0.52% |
| 3M | -9.63% | -7.46% |
| 6M | 1.56% | -51.34% |
| YTD | -24.85% | -41.63% |
| 1Y | 93.72% | -42.18% |
| 3Y (ann.) | 88.58% | -9.08% |
| 5Y (ann.) | 44.58% | -31.66% |
| Metric | 5618657:avaxusd:triple_gx:lsma150_70_40 | 5618657:AVAXUSD |
|---|---|---|
| Max Drawdown | -70.21% | -91.04% |
| Longest DD Days | 577.0 | 1153.0 |
| Avg. Drawdown | -11.74% | -20.71% |
| Avg. Drawdown Days | 58.0 | 233.0 |
| Recovery Factor | 3.25 | -0.78 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-14 | 2023-11-12 | -70.21 | 577 |
| 2025-02-03 | 2025-05-31 | -25.79 | 117 |
| 2024-03-19 | 2024-08-08 | -19.41 | 142 |
| 2023-11-20 | 2024-03-11 | -16.79 | 112 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2024-08-09 | 2024-08-21 | -11.56 | 12 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| Metric | 5618657:avaxusd:triple_gx:lsma150_70_40 | 5618657: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 | 86.96% | 87.2% |
| Worst Month | -55.14% | -53.67% |
| Best Year | 286.38% | 253.25% |
| Worst Year | -65.15% | -84.62% |
| Avg. Up Day | 4.14% | 4.15% |
| Avg. Down Day | -3.54% | -3.91% |
| Avg. Up Week | 12.27% | 13.33% |
| Avg. Down Week | -8.92% | -10.83% |
| Avg. Up Month | 29.69% | 42.2% |
| Avg. Down Month | -12.97% | -22.87% |
| Win Days % | 50.89% | 48.97% |
| Win Month % | 60.0% | 35.9% |
| Win Week % | 57.75% | 42.44% |
| Win Quarter % | 61.54% | 50.0% |
| Win Year % | 50.0% | 25.0% |