| Metric | 5618661:avaxusd:triple_gx:lsma155_70_40 | 5618661:AVAXUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 100.8% | -39.61% |
| Max Drawdown | -24.7% | -70.3% |
| Sharpe | 1.56 | -0.03 |
| Sortino | 2.92 | -0.05 |
| Payoff Ratio | 1.37 | 1.16 |
| Profit Factor | 1.53 | 1.0 |
| Common Sense Ratio | 2.13 | 1.1 |
| CPC Index | 1.06 | 0.55 |
| Tail Ratio | 1.39 | 1.11 |
| Outlier Win Ratio | 16.33 | 3.03 |
| Outlier Loss Ratio | 3.38 | 2.58 |
| Volatility (ann.) | 50.69% | 95.55% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.86 | -0.55 |
| Skew | 2.38 | 0.32 |
| Kurtosis | 16.5 | 1.35 |
| Expected Daily % | 0.18% | -0.13% |
| Expected Monthly % | 5.51% | -3.81% |
| Expected Yearly % | 41.7% | -22.29% |
| Kelly Criterion | 14.37% | 3.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.15% | -8.23% |
| Expected Shortfall (cVaR) | -4.15% | -8.23% |
| Year | 5618661:AVAXUSD | 5618661:avaxusd:triple_gx:lsma155_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 163.32 | 47.33 | + |
| 2025 | -41.63 | -23.74 | 0.57 | + |
| Metric | 5618661:avaxusd:triple_gx:lsma155_70_40 | 5618661:AVAXUSD |
|---|---|---|
| MTD | -6.71% | -0.52% |
| 3M | -8.3% | -7.46% |
| 6M | 3.06% | -51.34% |
| YTD | -23.74% | -41.63% |
| 1Y | 100.8% | -42.18% |
| 3Y (ann.) | 95.35% | -38.4% |
| 5Y (ann.) | 95.35% | -38.4% |
| Metric | 5618661:avaxusd:triple_gx:lsma155_70_40 | 5618661:AVAXUSD |
|---|---|---|
| Max Drawdown | -24.7% | -70.3% |
| Longest DD Days | 117.0 | 184.0 |
| Avg. Drawdown | -6.4% | -17.72% |
| Avg. Drawdown Days | 15.0 | 46.0 |
| Recovery Factor | 4.08 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-03 | 2025-05-31 | -24.70 | 117 |
| 2024-07-01 | 2024-08-08 | -16.68 | 38 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2024-08-09 | 2024-08-21 | -11.56 | 12 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-12-03 | 2024-12-04 | -2.58 | 1 |
| 2024-11-28 | 2024-11-29 | -2.42 | 1 |
| 2024-06-23 | 2024-06-25 | -1.33 | 2 |
| 2024-12-09 | 2024-12-11 | -1.09 | 2 |
| Metric | 5618661:avaxusd:triple_gx:lsma155_70_40 | 5618661:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -8.67% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -14.09% | -28.87% |
| Best Month | 65.59% | 79.5% |
| Worst Month | -16.84% | -35.0% |
| Best Year | 163.32% | 3.45% |
| Worst Year | -23.74% | -41.63% |
| Avg. Up Day | 4.26% | 4.27% |
| Avg. Down Day | -3.1% | -3.69% |
| Avg. Up Week | 10.19% | 11.96% |
| Avg. Down Week | -10.28% | -12.62% |
| Avg. Up Month | 33.18% | 45.45% |
| Avg. Down Month | -9.48% | -15.98% |
| Win Days % | 50.45% | 48.02% |
| Win Month % | 55.56% | 30.77% |
| Win Week % | 66.67% | 47.37% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |