| Metric | 5621486:avaxusd:triple_gx:lsma150_110_45 | 5621486:AVAXUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | -50.12% | -56.1% |
| Max Drawdown | -68.46% | -71.99% |
| Sharpe | -0.43 | -0.11 |
| Sortino | -0.6 | -0.16 |
| Payoff Ratio | 1.04 | 0.98 |
| Profit Factor | 0.91 | 0.98 |
| Common Sense Ratio | 0.88 | 1.11 |
| CPC Index | 0.43 | 0.48 |
| Tail Ratio | 0.97 | 1.13 |
| Outlier Win Ratio | 12.38 | 3.21 |
| Outlier Loss Ratio | 2.79 | 2.63 |
| Volatility (ann.) | 62.11% | 93.76% |
| R^2 | 0.44 | 0.44 |
| Calmar | -0.54 | -0.59 |
| Skew | -0.29 | -0.02 |
| Kurtosis | 14.91 | 2.48 |
| Expected Daily % | -0.13% | -0.15% |
| Expected Monthly % | -3.59% | -4.24% |
| Expected Yearly % | -29.37% | -33.74% |
| Kelly Criterion | -6.84% | -1.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.42% | -8.1% |
| Expected Shortfall (cVaR) | -5.42% | -8.1% |
| Year | 5621486:AVAXUSD | 5621486:avaxusd:triple_gx:lsma150_110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 28.04 | 8.12 | + |
| 2025 | -57.56 | -61.04 | 1.06 | - |
| Metric | 5621486:avaxusd:triple_gx:lsma150_110_45 | 5621486:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -16.78% |
| 3M | -43.37% | -36.4% |
| 6M | -53.15% | -34.45% |
| YTD | -61.04% | -57.56% |
| 1Y | -48.62% | -54.35% |
| 3Y (ann.) | -37.02% | -42.15% |
| 5Y (ann.) | -37.02% | -42.15% |
| Metric | 5621486:avaxusd:triple_gx:lsma150_110_45 | 5621486:AVAXUSD |
|---|---|---|
| Max Drawdown | -68.46% | -71.99% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -15.46% | -17.93% |
| Avg. Drawdown Days | 56.0 | 67.0 |
| Recovery Factor | -0.73 | -0.78 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -68.46 | 342 |
| 2024-07-22 | 2024-11-27 | -40.12 | 128 |
| 2024-07-01 | 2024-07-21 | -16.68 | 20 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 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 | 5621486:avaxusd:triple_gx:lsma150_110_45 | 5621486:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -26.92% | -26.92% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -28.97% | -33.79% |
| Best Month | 65.59% | 79.5% |
| Worst Month | -35.22% | -39.43% |
| Best Year | 28.04% | 3.45% |
| Worst Year | -61.04% | -57.56% |
| Avg. Up Day | 3.83% | 3.83% |
| Avg. Down Day | -3.67% | -3.91% |
| Avg. Up Week | 7.95% | 8.85% |
| Avg. Down Week | -8.46% | -10.26% |
| Avg. Up Month | 38.54% | 41.84% |
| Avg. Down Month | -15.8% | -18.95% |
| Win Days % | 45.49% | 49.64% |
| Win Month % | 25.0% | 36.84% |
| Win Week % | 43.59% | 46.91% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 50.0% | 50.0% |