| Metric | 5621581:avaxusd:triple_gx:lsma140_115_45 | 5621581:AVAXUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | -5.16% | -39.61% |
| Max Drawdown | -51.22% | -70.3% |
| Sharpe | 0.22 | -0.03 |
| Sortino | 0.35 | -0.05 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.05 | 1.0 |
| Common Sense Ratio | 1.09 | 1.1 |
| CPC Index | 0.6 | 0.6 |
| Tail Ratio | 1.03 | 1.11 |
| Outlier Win Ratio | 14.35 | 3.34 |
| Outlier Loss Ratio | 2.91 | 2.76 |
| Volatility (ann.) | 61.69% | 95.55% |
| R^2 | 0.42 | 0.42 |
| Calmar | -0.1 | -0.55 |
| Skew | 1.1 | 0.32 |
| Kurtosis | 10.24 | 1.35 |
| Expected Daily % | -0.01% | -0.13% |
| Expected Monthly % | -0.41% | -3.81% |
| Expected Yearly % | -2.62% | -22.29% |
| Kelly Criterion | 0.59% | 6.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.27% | -8.23% |
| Expected Shortfall (cVaR) | -5.27% | -8.23% |
| Year | 5621581:AVAXUSD | 5621581:avaxusd:triple_gx:lsma140_115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 38.66 | 11.20 | + |
| 2025 | -41.63 | -31.60 | 0.76 | + |
| Metric | 5621581:avaxusd:triple_gx:lsma140_115_45 | 5621581:AVAXUSD |
|---|---|---|
| MTD | -17.76% | -0.52% |
| 3M | -17.76% | -7.46% |
| 6M | -37.65% | -51.34% |
| YTD | -31.6% | -41.63% |
| 1Y | -5.16% | -42.18% |
| 3Y (ann.) | -4.97% | -38.4% |
| 5Y (ann.) | -4.97% | -38.4% |
| Metric | 5621581:avaxusd:triple_gx:lsma140_115_45 | 5621581:AVAXUSD |
|---|---|---|
| Max Drawdown | -51.22% | -70.3% |
| Longest DD Days | 173.0 | 184.0 |
| Avg. Drawdown | -12.64% | -17.72% |
| Avg. Drawdown Days | 33.0 | 46.0 |
| Recovery Factor | -0.1 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -51.22 | 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 | 5621581:avaxusd:triple_gx:lsma140_115_45 | 5621581:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -16.56% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -24.53% | -28.87% |
| Best Month | 97.0% | 79.5% |
| Worst Month | -20.8% | -35.0% |
| Best Year | 38.66% | 3.45% |
| Worst Year | -31.6% | -41.63% |
| Avg. Up Day | 4.76% | 4.77% |
| Avg. Down Day | -3.64% | -3.78% |
| Avg. Up Week | 10.43% | 8.97% |
| Avg. Down Week | -11.28% | -12.17% |
| Avg. Up Month | 97.0% | 79.5% |
| Avg. Down Month | -16.16% | -15.92% |
| Win Days % | 43.7% | 48.02% |
| Win Month % | 37.5% | 30.77% |
| Win Week % | 56.52% | 47.37% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |