| Metric | 5621476:avaxusd:triple_gx:lsma140_110_45 | 5621476:AVAXUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 135.36% | -75.05% |
| Max Drawdown | -78.98% | -91.04% |
| Sharpe | 0.73 | 0.04 |
| Sortino | 1.1 | 0.06 |
| Payoff Ratio | 1.24 | 1.18 |
| Profit Factor | 1.19 | 1.01 |
| Common Sense Ratio | 1.41 | 1.05 |
| CPC Index | 0.71 | 0.58 |
| Tail Ratio | 1.18 | 1.05 |
| Outlier Win Ratio | 13.06 | 3.75 |
| Outlier Loss Ratio | 3.63 | 3.46 |
| Volatility (ann.) | 68.46% | 96.49% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.38 | -0.38 |
| Skew | 0.12 | 0.04 |
| Kurtosis | 15.23 | 3.28 |
| Expected Daily % | 0.07% | -0.12% |
| Expected Monthly % | 2.22% | -3.5% |
| Expected Yearly % | 23.86% | -29.33% |
| Kelly Criterion | 5.98% | 5.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.76% | -8.3% |
| Expected Shortfall (cVaR) | -5.76% | -8.3% |
| Year | 5621476:AVAXUSD | 5621476:avaxusd:triple_gx:lsma140_110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -86.92 | -75.21 | 0.87 | + |
| 2023 | 253.25 | 496.12 | 1.96 | + |
| 2024 | -7.49 | 125.28 | -16.72 | + |
| 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.) | 79.99% | -9.08% |
| 5Y (ann.) | 30.14% | -34.77% |
| Metric | 5621476:avaxusd:triple_gx:lsma140_110_45 | 5621476:AVAXUSD |
|---|---|---|
| Max Drawdown | -78.98% | -91.04% |
| Longest DD Days | 645.0 | 1153.0 |
| Avg. Drawdown | -14.69% | -23.58% |
| Avg. Drawdown Days | 67.0 | 236.0 |
| Recovery Factor | 1.71 | -0.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-03 | 2023-12-08 | -78.98 | 645 |
| 2024-12-09 | 2025-05-31 | -43.48 | 173 |
| 2024-07-22 | 2024-11-21 | -40.12 | 122 |
| 2024-03-19 | 2024-06-27 | -25.20 | 100 |
| 2024-07-01 | 2024-07-21 | -16.68 | 20 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-03-14 | 2024-03-15 | -2.81 | 1 |
| 2024-03-08 | 2024-03-11 | -2.68 | 3 |
| Metric | 5621476:avaxusd:triple_gx:lsma140_110_45 | 5621476: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 | 97.0% | 87.2% |
| Worst Month | -55.33% | -53.67% |
| Best Year | 496.12% | 253.25% |
| Worst Year | -75.21% | -86.92% |
| Avg. Up Day | 4.41% | 4.42% |
| Avg. Down Day | -3.56% | -3.76% |
| Avg. Up Week | 12.78% | 13.17% |
| Avg. Down Week | -9.18% | -10.15% |
| Avg. Up Month | 58.03% | 56.64% |
| Avg. Down Month | -16.78% | -19.98% |
| Win Days % | 47.99% | 48.81% |
| Win Month % | 51.72% | 35.9% |
| Win Week % | 53.49% | 41.95% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 25.0% |