| Metric | 5623689:avaxusd:triple_gx:lsma160_70_55 | 5623689:AVAXUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 19.88% | -56.1% |
| Max Drawdown | -43.52% | -71.99% |
| Sharpe | 0.49 | -0.11 |
| Sortino | 0.76 | -0.16 |
| Payoff Ratio | 1.14 | 1.01 |
| Profit Factor | 1.12 | 0.98 |
| Common Sense Ratio | 1.24 | 1.11 |
| CPC Index | 0.59 | 0.49 |
| Tail Ratio | 1.11 | 1.13 |
| Outlier Win Ratio | 13.47 | 3.09 |
| Outlier Loss Ratio | 3.13 | 2.55 |
| Volatility (ann.) | 53.68% | 93.76% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.29 | -0.59 |
| Skew | 0.93 | -0.02 |
| Kurtosis | 11.52 | 2.48 |
| Expected Daily % | 0.03% | -0.15% |
| Expected Monthly % | 0.96% | -4.24% |
| Expected Yearly % | 9.49% | -33.74% |
| Kelly Criterion | -0.33% | -0.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.55% | -8.1% |
| Expected Shortfall (cVaR) | -4.55% | -8.1% |
| Year | 5623689:AVAXUSD | 5623689:avaxusd:triple_gx:lsma160_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 95.68 | 27.73 | + |
| 2025 | -57.56 | -38.74 | 0.67 | + |
| Metric | 5623689:avaxusd:triple_gx:lsma160_70_55 | 5623689:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -16.78% |
| 3M | -22.72% | -36.4% |
| 6M | -33.03% | -34.45% |
| YTD | -38.74% | -57.56% |
| 1Y | -8.01% | -54.35% |
| 3Y (ann.) | 12.81% | -42.15% |
| 5Y (ann.) | 12.81% | -42.15% |
| Metric | 5623689:avaxusd:triple_gx:lsma160_70_55 | 5623689:AVAXUSD |
|---|---|---|
| Max Drawdown | -43.52% | -71.99% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -9.48% | -17.93% |
| Avg. Drawdown Days | 41.0 | 67.0 |
| Recovery Factor | 0.46 | -0.78 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -43.52 | 342 |
| 2024-07-22 | 2024-11-11 | -21.03 | 112 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2024-07-01 | 2024-07-06 | -10.11 | 5 |
| 2024-07-07 | 2024-07-15 | -8.09 | 8 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-07-17 | 2024-07-19 | -3.25 | 2 |
| 2024-12-03 | 2024-12-04 | -2.58 | 1 |
| 2024-11-28 | 2024-11-29 | -2.42 | 1 |
| Metric | 5623689:avaxusd:triple_gx:lsma160_70_55 | 5623689:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -16.56% | -26.92% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -14.24% | -33.79% |
| Best Month | 56.73% | 79.5% |
| Worst Month | -14.51% | -39.43% |
| Best Year | 95.68% | 3.45% |
| Worst Year | -38.74% | -57.56% |
| Avg. Up Day | 3.89% | 3.92% |
| Avg. Down Day | -3.42% | -3.88% |
| Avg. Up Week | 7.36% | 10.32% |
| Avg. Down Week | -5.32% | -10.01% |
| Avg. Up Month | 16.83% | 24.95% |
| Avg. Down Month | -7.7% | -19.96% |
| Win Days % | 46.6% | 49.64% |
| Win Month % | 46.67% | 36.84% |
| Win Week % | 47.5% | 46.91% |
| Win Quarter % | 42.86% | 28.57% |
| Win Year % | 50.0% | 50.0% |