| Metric | 5623685:avaxusd:triple_gx:lsma150_70_55 | 5623685:AVAXUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 113.72% | -39.61% |
| Max Drawdown | -23.88% | -70.3% |
| Sharpe | 1.58 | -0.03 |
| Sortino | 2.91 | -0.05 |
| Payoff Ratio | 1.58 | 1.51 |
| Profit Factor | 1.54 | 1.0 |
| Common Sense Ratio | 2.26 | 1.1 |
| CPC Index | 1.11 | 0.72 |
| Tail Ratio | 1.47 | 1.11 |
| Outlier Win Ratio | 16.11 | 3.34 |
| Outlier Loss Ratio | 3.39 | 2.51 |
| Volatility (ann.) | 55.34% | 95.55% |
| R^2 | 0.34 | 0.34 |
| Calmar | 4.5 | -0.55 |
| Skew | 1.81 | 0.32 |
| Kurtosis | 14.97 | 1.35 |
| Expected Daily % | 0.2% | -0.13% |
| Expected Monthly % | 6.02% | -3.81% |
| Expected Yearly % | 46.19% | -22.29% |
| Kelly Criterion | 11.25% | 13.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.52% | -8.23% |
| Expected Shortfall (cVaR) | -4.52% | -8.23% |
| Year | 5623685:AVAXUSD | 5623685:avaxusd:triple_gx:lsma150_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 86.58 | 25.09 | + |
| 2025 | -41.63 | 14.55 | -0.35 | + |
| Metric | 5623685:avaxusd:triple_gx:lsma150_70_55 | 5623685:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -0.52% |
| 3M | 26.5% | -7.46% |
| 6M | 33.27% | -51.34% |
| YTD | 14.55% | -41.63% |
| 1Y | 113.72% | -42.18% |
| 3Y (ann.) | 107.41% | -38.4% |
| 5Y (ann.) | 107.41% | -38.4% |
| Metric | 5623685:avaxusd:triple_gx:lsma150_70_55 | 5623685:AVAXUSD |
|---|---|---|
| Max Drawdown | -23.88% | -70.3% |
| Longest DD Days | 124.0 | 184.0 |
| Avg. Drawdown | -8.94% | -17.72% |
| Avg. Drawdown Days | 28.0 | 46.0 |
| Recovery Factor | 4.76 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-12 | -23.88 | 124 |
| 2024-07-22 | 2024-11-10 | -21.03 | 111 |
| 2024-07-01 | 2024-07-21 | -16.68 | 20 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 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 |
| 2024-06-27 | 2024-06-30 | -0.72 | 3 |
| 2024-11-30 | 2024-12-01 | -0.11 | 1 |
| Metric | 5623685:avaxusd:triple_gx:lsma150_70_55 | 5623685:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -16.56% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -14.09% | -28.87% |
| Best Month | 69.9% | 79.5% |
| Worst Month | -9.45% | -35.0% |
| Best Year | 86.58% | 3.45% |
| Worst Year | 14.55% | -41.63% |
| Avg. Up Day | 5.03% | 5.06% |
| Avg. Down Day | -3.18% | -3.34% |
| Avg. Up Week | 10.4% | 11.67% |
| Avg. Down Week | -6.14% | -13.22% |
| Avg. Up Month | 48.2% | 45.45% |
| Avg. Down Month | -4.94% | -19.53% |
| Win Days % | 45.61% | 48.02% |
| Win Month % | 50.0% | 30.77% |
| Win Week % | 60.87% | 47.37% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |