| Metric | 5623314:avaxusd:triple_gx:lsma210_115_50 | 5623314:AVAXUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | -33.08% | -56.1% |
| Max Drawdown | -61.93% | -71.99% |
| Sharpe | -0.13 | -0.11 |
| Sortino | -0.19 | -0.16 |
| Payoff Ratio | 1.14 | 1.03 |
| Profit Factor | 0.97 | 0.98 |
| Common Sense Ratio | 0.97 | 1.11 |
| CPC Index | 0.49 | 0.5 |
| Tail Ratio | 1.0 | 1.13 |
| Outlier Win Ratio | 11.35 | 3.37 |
| Outlier Loss Ratio | 3.03 | 2.66 |
| Volatility (ann.) | 61.62% | 93.76% |
| R^2 | 0.43 | 0.43 |
| Calmar | -0.38 | -0.59 |
| Skew | 0.76 | -0.02 |
| Kurtosis | 7.55 | 2.48 |
| Expected Daily % | -0.07% | -0.15% |
| Expected Monthly % | -2.09% | -4.24% |
| Expected Yearly % | -18.19% | -33.74% |
| Kelly Criterion | -4.12% | 0.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.33% | -8.1% |
| Expected Shortfall (cVaR) | -5.33% | -8.1% |
| Year | 5623314:AVAXUSD | 5623314:avaxusd:triple_gx:lsma210_115_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 27.14 | 7.86 | + |
| 2025 | -57.56 | -47.36 | 0.82 | + |
| Metric | 5623314:avaxusd:triple_gx:lsma210_115_50 | 5623314:AVAXUSD |
|---|---|---|
| MTD | 2.73% | -16.78% |
| 3M | -28.65% | -36.4% |
| 6M | -39.5% | -34.45% |
| YTD | -47.36% | -57.56% |
| 1Y | -36.22% | -54.35% |
| 3Y (ann.) | -23.43% | -42.15% |
| 5Y (ann.) | -23.43% | -42.15% |
| Metric | 5623314:avaxusd:triple_gx:lsma210_115_50 | 5623314:AVAXUSD |
|---|---|---|
| Max Drawdown | -61.93% | -71.99% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -14.39% | -17.93% |
| Avg. Drawdown Days | 50.0 | 67.0 |
| Recovery Factor | -0.53 | -0.78 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -61.93 | 342 |
| 2024-07-22 | 2024-11-22 | -40.12 | 123 |
| 2024-07-01 | 2024-07-21 | -16.68 | 20 |
| 2024-06-20 | 2024-06-27 | -10.25 | 7 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 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 | 5623314:avaxusd:triple_gx:lsma210_115_50 | 5623314:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -16.56% | -26.92% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -24.53% | -33.79% |
| Best Month | 84.6% | 79.5% |
| Worst Month | -19.6% | -39.43% |
| Best Year | 27.14% | 3.45% |
| Worst Year | -47.36% | -57.56% |
| Avg. Up Day | 3.98% | 3.99% |
| Avg. Down Day | -3.49% | -3.89% |
| Avg. Up Week | 8.05% | 9.83% |
| Avg. Down Week | -7.37% | -10.32% |
| Avg. Up Month | 44.38% | 41.84% |
| Avg. Down Month | -12.04% | -18.95% |
| Win Days % | 44.49% | 49.64% |
| Win Month % | 35.71% | 36.84% |
| Win Week % | 46.67% | 46.91% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 50.0% | 50.0% |