| Metric | 5618714:avaxusd:triple_gx:lsma225_70_40 | 5618714:AVAXUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 79.95% | -39.61% |
| Max Drawdown | -21.9% | -70.3% |
| Sharpe | 1.33 | -0.03 |
| Sortino | 2.44 | -0.05 |
| Payoff Ratio | 1.46 | 1.15 |
| Profit Factor | 1.39 | 1.0 |
| Common Sense Ratio | 1.74 | 1.1 |
| CPC Index | 0.96 | 0.55 |
| Tail Ratio | 1.25 | 1.11 |
| Outlier Win Ratio | 14.35 | 3.03 |
| Outlier Loss Ratio | 3.54 | 2.55 |
| Volatility (ann.) | 52.25% | 95.55% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.46 | -0.55 |
| Skew | 2.18 | 0.32 |
| Kurtosis | 14.34 | 1.35 |
| Expected Daily % | 0.15% | -0.13% |
| Expected Monthly % | 4.62% | -3.81% |
| Expected Yearly % | 34.15% | -22.29% |
| Kelly Criterion | 11.33% | 2.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.31% | -8.23% |
| Expected Shortfall (cVaR) | -4.31% | -8.23% |
| Year | 5618714:AVAXUSD | 5618714:avaxusd:triple_gx:lsma225_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 120.49 | 34.91 | + |
| 2025 | -41.63 | -18.38 | 0.44 | + |
| Metric | 5618714:avaxusd:triple_gx:lsma225_70_40 | 5618714:AVAXUSD |
|---|---|---|
| MTD | -7.74% | -0.52% |
| 3M | -10.01% | -7.46% |
| 6M | 10.3% | -51.34% |
| YTD | -18.38% | -41.63% |
| 1Y | 79.95% | -42.18% |
| 3Y (ann.) | 75.83% | -38.4% |
| 5Y (ann.) | 75.83% | -38.4% |
| Metric | 5618714:avaxusd:triple_gx:lsma225_70_40 | 5618714:AVAXUSD |
|---|---|---|
| Max Drawdown | -21.9% | -70.3% |
| Longest DD Days | 116.0 | 184.0 |
| Avg. Drawdown | -6.84% | -17.72% |
| Avg. Drawdown Days | 22.0 | 46.0 |
| Recovery Factor | 3.65 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-05-31 | -21.90 | 116 |
| 2024-06-13 | 2024-09-21 | -21.30 | 100 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2024-09-22 | 2024-10-06 | -6.51 | 14 |
| 2024-10-15 | 2024-11-09 | -6.50 | 25 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-10-07 | 2024-10-11 | -4.42 | 4 |
| 2024-12-03 | 2024-12-04 | -2.58 | 1 |
| 2024-11-28 | 2024-11-29 | -2.42 | 1 |
| Metric | 5618714:avaxusd:triple_gx:lsma225_70_40 | 5618714:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -8.67% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -11.56% | -28.87% |
| Best Month | 65.59% | 79.5% |
| Worst Month | -11.93% | -35.0% |
| Best Year | 120.49% | 3.45% |
| Worst Year | -18.38% | -41.63% |
| Avg. Up Day | 4.11% | 4.13% |
| Avg. Down Day | -2.81% | -3.58% |
| Avg. Up Week | 10.47% | 11.85% |
| Avg. Down Week | -7.6% | -10.18% |
| Avg. Up Month | 65.59% | 79.5% |
| Avg. Down Month | -7.4% | -16.53% |
| Win Days % | 47.37% | 48.02% |
| Win Month % | 40.0% | 30.77% |
| Win Week % | 53.85% | 47.37% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |