| Metric | 5618661:avaxusd:triple_gx:lsma155_70_40 | 5618661:AVAXUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 203.02% | -73.8% |
| Max Drawdown | -71.38% | -91.04% |
| Sharpe | 0.87 | 0.05 |
| Sortino | 1.31 | 0.07 |
| Payoff Ratio | 1.15 | 1.07 |
| Profit Factor | 1.27 | 1.01 |
| Common Sense Ratio | 1.79 | 1.06 |
| CPC Index | 0.74 | 0.53 |
| Tail Ratio | 1.41 | 1.05 |
| Outlier Win Ratio | 15.9 | 3.56 |
| Outlier Loss Ratio | 3.37 | 3.16 |
| Volatility (ann.) | 61.97% | 96.68% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.58 | -0.37 |
| Skew | 0.04 | 0.04 |
| Kurtosis | 21.64 | 3.3 |
| Expected Daily % | 0.1% | -0.11% |
| Expected Monthly % | 2.88% | -3.38% |
| Expected Yearly % | 31.94% | -28.46% |
| Kelly Criterion | 7.75% | 1.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.19% | -8.31% |
| Expected Shortfall (cVaR) | -5.19% | -8.31% |
| Year | 5618661:AVAXUSD | 5618661:avaxusd:triple_gx:lsma155_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -86.27 | -69.06 | 0.80 | + |
| 2023 | 253.25 | 287.88 | 1.14 | + |
| 2024 | -7.49 | 231.06 | -30.84 | + |
| 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.) | 88.83% | -9.08% |
| 5Y (ann.) | 41.28% | -34.13% |
| Metric | 5618661:avaxusd:triple_gx:lsma155_70_40 | 5618661:AVAXUSD |
|---|---|---|
| Max Drawdown | -71.38% | -91.04% |
| Longest DD Days | 578.0 | 1153.0 |
| Avg. Drawdown | -12.71% | -24.85% |
| Avg. Drawdown Days | 58.0 | 291.0 |
| Recovery Factor | 2.84 | -0.81 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-13 | 2023-11-12 | -71.38 | 578 |
| 2025-02-03 | 2025-05-31 | -24.70 | 117 |
| 2024-03-19 | 2024-06-30 | -19.41 | 103 |
| 2023-11-20 | 2024-03-11 | -16.79 | 112 |
| 2024-07-01 | 2024-08-08 | -16.68 | 38 |
| 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 |
| Metric | 5618661:avaxusd:triple_gx:lsma155_70_40 | 5618661: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 | 287.88% | 253.25% |
| Worst Year | -69.06% | -86.27% |
| Avg. Up Day | 4.16% | 4.17% |
| Avg. Down Day | -3.61% | -3.88% |
| Avg. Up Week | 12.51% | 13.33% |
| Avg. Down Week | -8.87% | -10.75% |
| Avg. Up Month | 29.96% | 42.2% |
| Avg. Down Month | -11.69% | -24.34% |
| Win Days % | 50.65% | 48.84% |
| Win Month % | 51.72% | 35.9% |
| Win Week % | 55.07% | 42.44% |
| Win Quarter % | 46.15% | 50.0% |
| Win Year % | 50.0% | 25.0% |