| Metric | 5618721:avaxusd:triple_gx:lsma230_70_40 | 5618721:AVAXUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 102.19% | -39.61% |
| Max Drawdown | -17.28% | -70.3% |
| Sharpe | 1.56 | -0.03 |
| Sortino | 2.96 | -0.05 |
| Payoff Ratio | 1.58 | 1.18 |
| Profit Factor | 1.48 | 1.0 |
| Common Sense Ratio | 2.09 | 1.1 |
| CPC Index | 1.08 | 0.57 |
| Tail Ratio | 1.42 | 1.11 |
| Outlier Win Ratio | 14.25 | 3.03 |
| Outlier Loss Ratio | 3.77 | 2.52 |
| Volatility (ann.) | 51.48% | 95.55% |
| R^2 | 0.3 | 0.3 |
| Calmar | 5.59 | -0.55 |
| Skew | 2.35 | 0.32 |
| Kurtosis | 14.96 | 1.35 |
| Expected Daily % | 0.18% | -0.13% |
| Expected Monthly % | 5.56% | -3.81% |
| Expected Yearly % | 42.19% | -22.29% |
| Kelly Criterion | 12.77% | 4.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.21% | -8.23% |
| Expected Shortfall (cVaR) | -4.21% | -8.23% |
| Year | 5618721:AVAXUSD | 5618721:avaxusd:triple_gx:lsma230_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 129.29 | 37.46 | + |
| 2025 | -41.63 | -11.82 | 0.28 | + |
| Metric | 5618721:avaxusd:triple_gx:lsma230_70_40 | 5618721:AVAXUSD |
|---|---|---|
| MTD | -0.32% | -0.52% |
| 3M | -2.78% | -7.46% |
| 6M | 19.17% | -51.34% |
| YTD | -11.82% | -41.63% |
| 1Y | 102.19% | -42.18% |
| 3Y (ann.) | 96.65% | -38.4% |
| 5Y (ann.) | 96.65% | -38.4% |
| Metric | 5618721:avaxusd:triple_gx:lsma230_70_40 | 5618721:AVAXUSD |
|---|---|---|
| Max Drawdown | -17.28% | -70.3% |
| Longest DD Days | 116.0 | 184.0 |
| Avg. Drawdown | -6.51% | -17.72% |
| Avg. Drawdown Days | 14.0 | 46.0 |
| Recovery Factor | 5.92 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-05-31 | -17.28 | 116 |
| 2024-07-01 | 2024-08-08 | -16.68 | 38 |
| 2024-06-14 | 2024-06-30 | -14.06 | 16 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2024-08-09 | 2024-08-21 | -11.56 | 12 |
| 2024-10-15 | 2024-11-10 | -11.27 | 26 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-10-01 | 2024-10-04 | -4.66 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-10-07 | 2024-10-11 | -4.42 | 4 |
| Metric | 5618721:avaxusd:triple_gx:lsma230_70_40 | 5618721:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -7.74% | -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 | 129.29% | 3.45% |
| Worst Year | -11.82% | -41.63% |
| Avg. Up Day | 4.19% | 4.21% |
| Avg. Down Day | -2.66% | -3.56% |
| Avg. Up Week | 9.62% | 11.7% |
| Avg. Down Week | -4.76% | -9.18% |
| Avg. Up Month | 32.83% | 50.47% |
| Avg. Down Month | -4.82% | -14.75% |
| Win Days % | 46.62% | 48.02% |
| Win Month % | 50.0% | 30.77% |
| Win Week % | 51.85% | 47.37% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |