| Metric | 5623314:avaxusd:triple_gx:lsma210_115_50 | 5623314:AVAXUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 113.66% | -55.99% |
| Max Drawdown | -69.52% | -75.08% |
| Sharpe | 0.65 | 0.22 |
| Sortino | 1.01 | 0.32 |
| Payoff Ratio | 1.17 | 1.07 |
| Profit Factor | 1.16 | 1.03 |
| Common Sense Ratio | 1.28 | 1.13 |
| CPC Index | 0.66 | 0.55 |
| Tail Ratio | 1.1 | 1.09 |
| Outlier Win Ratio | 12.39 | 3.6 |
| Outlier Loss Ratio | 3.27 | 3.19 |
| Volatility (ann.) | 64.55% | 93.7% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.35 | -0.28 |
| Skew | 0.84 | 0.22 |
| Kurtosis | 10.73 | 2.65 |
| Expected Daily % | 0.06% | -0.06% |
| Expected Monthly % | 1.78% | -1.89% |
| Expected Yearly % | 20.9% | -18.55% |
| Kelly Criterion | 4.87% | 2.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.44% | -8.01% |
| Expected Shortfall (cVaR) | -5.44% | -8.01% |
| Year | 5623314:AVAXUSD | 5623314:avaxusd:triple_gx:lsma210_115_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -68.27 | -64.70 | 0.95 | + |
| 2023 | 253.25 | 727.45 | 2.87 | + |
| 2024 | -7.49 | 38.95 | -5.20 | + |
| 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.) | 82.79% | 3.84% |
| 5Y (ann.) | 24.19% | -20.88% |
| Metric | 5623314:avaxusd:triple_gx:lsma210_115_50 | 5623314:AVAXUSD |
|---|---|---|
| Max Drawdown | -69.52% | -75.08% |
| Longest DD Days | 541.0 | 607.0 |
| Avg. Drawdown | -17.72% | -23.21% |
| Avg. Drawdown Days | 83.0 | 140.0 |
| Recovery Factor | 1.63 | -0.75 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-18 | 2023-11-10 | -69.52 | 541 |
| 2024-12-09 | 2025-11-16 | -61.93 | 342 |
| 2024-07-22 | 2024-11-22 | -40.12 | 123 |
| 2023-11-20 | 2023-12-05 | -16.79 | 15 |
| 2024-07-01 | 2024-07-21 | -16.68 | 20 |
| 2024-03-19 | 2024-06-30 | -16.47 | 103 |
| 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 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| Metric | 5623314:avaxusd:triple_gx:lsma210_115_50 | 5623314:AVAXUSD |
|---|---|---|
| Best Day | 24.67% | 24.67% |
| Worst Day | -19.35% | -26.92% |
| Best Week | 49.08% | 49.08% |
| Worst Week | -27.66% | -33.79% |
| Best Month | 89.23% | 87.2% |
| Worst Month | -39.6% | -39.66% |
| Best Year | 727.45% | 253.25% |
| Worst Year | -64.7% | -68.27% |
| Avg. Up Day | 4.17% | 4.18% |
| Avg. Down Day | -3.56% | -3.9% |
| Avg. Up Week | 11.45% | 13.58% |
| Avg. Down Week | -7.87% | -9.97% |
| Avg. Up Month | 43.81% | 49.03% |
| Avg. Down Month | -15.14% | -20.37% |
| Win Days % | 48.67% | 49.41% |
| Win Month % | 53.33% | 37.21% |
| Win Week % | 51.65% | 43.85% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 25.0% |