| Metric | 5621603:avaxusd:triple_gx:lsma150_115_45 | 5621603:AVAXUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 130.49% | -70.66% |
| Max Drawdown | -72.39% | -91.04% |
| Sharpe | 0.73 | 0.09 |
| Sortino | 1.09 | 0.13 |
| Payoff Ratio | 1.25 | 1.2 |
| Profit Factor | 1.2 | 1.01 |
| Common Sense Ratio | 1.49 | 1.06 |
| CPC Index | 0.72 | 0.59 |
| Tail Ratio | 1.25 | 1.05 |
| Outlier Win Ratio | 13.65 | 3.75 |
| Outlier Loss Ratio | 3.57 | 3.45 |
| Volatility (ann.) | 67.71% | 96.65% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.41 | -0.35 |
| Skew | 0.12 | 0.04 |
| Kurtosis | 15.99 | 3.29 |
| Expected Daily % | 0.07% | -0.1% |
| Expected Monthly % | 2.16% | -3.1% |
| Expected Yearly % | 23.21% | -26.4% |
| Kelly Criterion | 6.71% | 6.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.69% | -8.3% |
| Expected Shortfall (cVaR) | -5.69% | -8.3% |
| Year | 5621603:AVAXUSD | 5621603:avaxusd:triple_gx:lsma150_115_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -84.62 | -67.44 | 0.80 | + |
| 2023 | 253.25 | 517.66 | 2.04 | + |
| 2024 | -7.49 | 53.04 | -7.08 | + |
| 2025 | -41.63 | -25.11 | 0.60 | + |
| Metric | 5621603:avaxusd:triple_gx:lsma150_115_45 | 5621603:AVAXUSD |
|---|---|---|
| MTD | -9.95% | -0.52% |
| 3M | -9.95% | -7.46% |
| 6M | -31.73% | -51.34% |
| YTD | -25.11% | -41.63% |
| 1Y | -14.46% | -42.18% |
| 3Y (ann.) | 70.0% | -9.08% |
| 5Y (ann.) | 29.59% | -31.66% |
| Metric | 5621603:avaxusd:triple_gx:lsma150_115_45 | 5621603:AVAXUSD |
|---|---|---|
| Max Drawdown | -72.39% | -91.04% |
| Longest DD Days | 559.0 | 1153.0 |
| Avg. Drawdown | -15.21% | -20.71% |
| Avg. Drawdown Days | 63.0 | 233.0 |
| Recovery Factor | 1.8 | -0.78 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2023-11-15 | -72.39 | 559 |
| 2024-12-09 | 2025-05-31 | -46.58 | 173 |
| 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 |
| 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 |
| 2024-12-03 | 2024-12-04 | -2.58 | 1 |
| Metric | 5621603:avaxusd:triple_gx:lsma150_115_45 | 5621603: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 | 517.66% | 253.25% |
| Worst Year | -67.44% | -84.62% |
| Avg. Up Day | 4.43% | 4.44% |
| Avg. Down Day | -3.56% | -3.71% |
| Avg. Up Week | 12.86% | 13.65% |
| Avg. Down Week | -9.11% | -10.11% |
| Avg. Up Month | 46.15% | 50.03% |
| Avg. Down Month | -13.73% | -18.48% |
| Win Days % | 48.22% | 48.97% |
| Win Month % | 46.15% | 35.9% |
| Win Week % | 53.16% | 42.44% |
| Win Quarter % | 38.46% | 50.0% |
| Win Year % | 50.0% | 25.0% |