| Metric | 5623544:avaxusd:triple_gx:lsma140_65_55 | 5623544:AVAXUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 429.39% | -75.05% |
| Max Drawdown | -78.33% | -91.04% |
| Sharpe | 1.13 | 0.04 |
| Sortino | 1.74 | 0.06 |
| Payoff Ratio | 1.36 | 1.25 |
| Profit Factor | 1.35 | 1.01 |
| Common Sense Ratio | 2.13 | 1.05 |
| CPC Index | 0.88 | 0.61 |
| Tail Ratio | 1.57 | 1.05 |
| Outlier Win Ratio | 15.2 | 3.75 |
| Outlier Loss Ratio | 3.68 | 3.29 |
| Volatility (ann.) | 64.18% | 96.49% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.86 | -0.38 |
| Skew | 0.21 | 0.04 |
| Kurtosis | 19.25 | 3.28 |
| Expected Daily % | 0.14% | -0.12% |
| Expected Monthly % | 4.37% | -3.5% |
| Expected Yearly % | 51.69% | -29.33% |
| Kelly Criterion | 9.7% | 7.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.33% | -8.3% |
| Expected Shortfall (cVaR) | -5.33% | -8.3% |
| Year | 5623544:AVAXUSD | 5623544:avaxusd:triple_gx:lsma140_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -86.92 | -77.13 | 0.89 | + |
| 2023 | 253.25 | 620.45 | 2.45 | + |
| 2024 | -7.49 | 213.84 | -28.54 | + |
| 2025 | -41.63 | 2.36 | -0.06 | + |
| Metric | 5623544:avaxusd:triple_gx:lsma140_65_55 | 5623544:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -0.52% |
| 3M | 13.04% | -7.46% |
| 6M | 42.21% | -51.34% |
| YTD | 2.36% | -41.63% |
| 1Y | 160.76% | -42.18% |
| 3Y (ann.) | 130.86% | -9.08% |
| 5Y (ann.) | 67.01% | -34.77% |
| Metric | 5623544:avaxusd:triple_gx:lsma140_65_55 | 5623544:AVAXUSD |
|---|---|---|
| Max Drawdown | -78.33% | -91.04% |
| Longest DD Days | 616.0 | 1153.0 |
| Avg. Drawdown | -11.13% | -23.58% |
| Avg. Drawdown Days | 52.0 | 236.0 |
| Recovery Factor | 5.48 | -0.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-11-15 | -78.33 | 616 |
| 2024-12-13 | 2025-05-31 | -22.69 | 169 |
| 2023-11-20 | 2023-12-05 | -16.79 | 15 |
| 2024-03-19 | 2024-07-21 | -16.77 | 124 |
| 2024-07-22 | 2024-08-22 | -16.17 | 31 |
| 2024-10-30 | 2024-11-06 | -15.41 | 7 |
| 2024-11-11 | 2024-11-21 | -12.91 | 10 |
| 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 | 5623544:avaxusd:triple_gx:lsma140_65_55 | 5623544: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 | 620.45% | 253.25% |
| Worst Year | -77.13% | -86.92% |
| Avg. Up Day | 4.69% | 4.7% |
| Avg. Down Day | -3.45% | -3.76% |
| Avg. Up Week | 14.57% | 14.49% |
| Avg. Down Week | -8.19% | -10.9% |
| Avg. Up Month | 34.09% | 43.3% |
| Avg. Down Month | -15.4% | -25.33% |
| Win Days % | 47.99% | 48.81% |
| Win Month % | 59.26% | 35.9% |
| Win Week % | 54.05% | 41.95% |
| Win Quarter % | 57.14% | 50.0% |
| Win Year % | 75.0% | 25.0% |