| Metric | 5621486:avaxusd:triple_gx:lsma150_110_45 | 5621486:AVAXUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 41.8% | -78.67% |
| Max Drawdown | -70.76% | -91.04% |
| Sharpe | 0.48 | 0.04 |
| Sortino | 0.7 | 0.06 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.12 | 1.01 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.62 | 0.54 |
| Tail Ratio | 1.15 | 1.05 |
| Outlier Win Ratio | 12.74 | 3.65 |
| Outlier Loss Ratio | 3.52 | 3.4 |
| Volatility (ann.) | 67.7% | 95.79% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.14 | -0.38 |
| Skew | -0.2 | -0.06 |
| Kurtosis | 16.4 | 3.53 |
| Expected Daily % | 0.03% | -0.12% |
| Expected Monthly % | 0.78% | -3.38% |
| Expected Yearly % | 9.12% | -32.04% |
| Kelly Criterion | 3.45% | 3.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.74% | -8.24% |
| Expected Shortfall (cVaR) | -5.74% | -8.24% |
| Year | 5621486:AVAXUSD | 5621486:avaxusd:triple_gx:lsma150_110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -84.62 | -65.51 | 0.77 | + |
| 2023 | 253.25 | 515.17 | 2.03 | + |
| 2024 | -7.49 | 71.55 | -9.55 | + |
| 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.) | 61.68% | 3.84% |
| 5Y (ann.) | 9.94% | -34.25% |
| Metric | 5621486:avaxusd:triple_gx:lsma150_110_45 | 5621486:AVAXUSD |
|---|---|---|
| Max Drawdown | -70.76% | -91.04% |
| Longest DD Days | 556.0 | 1322.0 |
| Avg. Drawdown | -16.44% | -20.71% |
| Avg. Drawdown Days | 69.0 | 267.0 |
| Recovery Factor | 0.59 | -0.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2023-11-12 | -70.76 | 556 |
| 2024-12-09 | 2025-11-16 | -68.46 | 342 |
| 2024-07-22 | 2024-11-27 | -40.12 | 128 |
| 2024-03-19 | 2024-06-27 | -25.20 | 100 |
| 2023-11-20 | 2023-12-05 | -16.79 | 15 |
| 2024-07-01 | 2024-07-21 | -16.68 | 20 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-03-14 | 2024-03-15 | -2.81 | 1 |
| Metric | 5621486:avaxusd:triple_gx:lsma150_110_45 | 5621486: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 | 87.2% | 87.2% |
| Worst Month | -55.33% | -53.67% |
| Best Year | 515.17% | 253.25% |
| Worst Year | -65.51% | -84.62% |
| Avg. Up Day | 4.15% | 4.16% |
| Avg. Down Day | -3.62% | -3.8% |
| Avg. Up Week | 12.07% | 13.01% |
| Avg. Down Week | -8.67% | -9.83% |
| Avg. Up Month | 47.67% | 50.08% |
| Avg. Down Month | -15.1% | -19.62% |
| Win Days % | 48.46% | 49.51% |
| Win Month % | 41.94% | 37.78% |
| Win Week % | 50.0% | 42.86% |
| Win Quarter % | 40.0% | 43.75% |
| Win Year % | 50.0% | 25.0% |