| Metric | 5621476:avaxusd:triple_gx:lsma140_110_45 | 5621476:AVAXUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 9.88% | -39.61% |
| Max Drawdown | -43.48% | -70.3% |
| Sharpe | 0.44 | -0.03 |
| Sortino | 0.72 | -0.05 |
| Payoff Ratio | 1.36 | 1.29 |
| Profit Factor | 1.11 | 1.0 |
| Common Sense Ratio | 1.2 | 1.1 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.08 | 1.11 |
| Outlier Win Ratio | 14.66 | 3.34 |
| Outlier Loss Ratio | 3.05 | 2.68 |
| Volatility (ann.) | 59.74% | 95.55% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.22 | -0.55 |
| Skew | 1.33 | 0.32 |
| Kurtosis | 11.35 | 1.35 |
| Expected Daily % | 0.02% | -0.13% |
| Expected Monthly % | 0.73% | -3.81% |
| Expected Yearly % | 4.82% | -22.29% |
| Kelly Criterion | 2.32% | 7.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.07% | -8.23% |
| Expected Shortfall (cVaR) | -5.07% | -8.23% |
| Year | 5621476:AVAXUSD | 5621476:avaxusd:triple_gx:lsma140_110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 55.43 | 16.06 | + |
| 2025 | -41.63 | -29.30 | 0.70 | + |
| Metric | 5621476:avaxusd:triple_gx:lsma140_110_45 | 5621476:AVAXUSD |
|---|---|---|
| MTD | -17.76% | -0.52% |
| 3M | -14.99% | -7.46% |
| 6M | -27.76% | -51.34% |
| YTD | -29.3% | -41.63% |
| 1Y | 9.88% | -42.18% |
| 3Y (ann.) | 9.47% | -38.4% |
| 5Y (ann.) | 9.47% | -38.4% |
| Metric | 5621476:avaxusd:triple_gx:lsma140_110_45 | 5621476:AVAXUSD |
|---|---|---|
| Max Drawdown | -43.48% | -70.3% |
| Longest DD Days | 173.0 | 184.0 |
| Avg. Drawdown | -11.86% | -17.72% |
| Avg. Drawdown Days | 33.0 | 46.0 |
| Recovery Factor | 0.23 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -43.48 | 173 |
| 2024-07-22 | 2024-11-21 | -40.12 | 122 |
| 2024-07-01 | 2024-07-21 | -16.68 | 20 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-06-22 | 2024-06-26 | -3.42 | 4 |
| 2024-12-03 | 2024-12-04 | -2.58 | 1 |
| 2024-11-28 | 2024-11-29 | -2.42 | 1 |
| 2024-06-29 | 2024-06-30 | -0.64 | 1 |
| 2024-11-30 | 2024-12-01 | -0.11 | 1 |
| Metric | 5621476:avaxusd:triple_gx:lsma140_110_45 | 5621476:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -16.56% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -17.96% | -28.87% |
| Best Month | 97.0% | 79.5% |
| Worst Month | -20.8% | -35.0% |
| Best Year | 55.43% | 3.45% |
| Worst Year | -29.3% | -41.63% |
| Avg. Up Day | 4.66% | 4.67% |
| Avg. Down Day | -3.42% | -3.62% |
| Avg. Up Week | 9.17% | 8.36% |
| Avg. Down Week | -10.41% | -12.17% |
| Avg. Up Month | 97.0% | 79.5% |
| Avg. Down Month | -14.06% | -15.92% |
| Win Days % | 43.7% | 48.02% |
| Win Month % | 44.44% | 30.77% |
| Win Week % | 60.0% | 47.37% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |