| Metric | 5623689:avaxusd:triple_gx:lsma160_70_55 | 5623689:AVAXUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 239.09% | -81.98% |
| Max Drawdown | -71.88% | -91.04% |
| Sharpe | 0.85 | -0.01 |
| Sortino | 1.28 | -0.01 |
| Payoff Ratio | 1.19 | 1.06 |
| Profit Factor | 1.25 | 1.0 |
| Common Sense Ratio | 1.55 | 1.05 |
| CPC Index | 0.73 | 0.52 |
| Tail Ratio | 1.24 | 1.06 |
| Outlier Win Ratio | 14.35 | 3.51 |
| Outlier Loss Ratio | 3.43 | 3.14 |
| Volatility (ann.) | 62.17% | 95.82% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.55 | -0.41 |
| Skew | 0.06 | -0.06 |
| Kurtosis | 19.36 | 3.56 |
| Expected Daily % | 0.09% | -0.13% |
| Expected Monthly % | 2.75% | -3.74% |
| Expected Yearly % | 35.7% | -34.85% |
| Kelly Criterion | 6.49% | 1.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.21% | -8.25% |
| Expected Shortfall (cVaR) | -5.21% | -8.25% |
| Year | 5623689:AVAXUSD | 5623689:avaxusd:triple_gx:lsma160_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.01 | -69.29 | 0.80 | + |
| 2023 | 253.25 | 803.02 | 3.17 | + |
| 2024 | -7.49 | 99.58 | -13.29 | + |
| 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.) | 118.99% | 3.84% |
| 5Y (ann.) | 39.63% | -37.41% |
| Metric | 5623689:avaxusd:triple_gx:lsma160_70_55 | 5623689:AVAXUSD |
|---|---|---|
| Max Drawdown | -71.88% | -91.04% |
| Longest DD Days | 554.0 | 1322.0 |
| Avg. Drawdown | -15.57% | -24.32% |
| Avg. Drawdown Days | 84.0 | 332.0 |
| Recovery Factor | 3.33 | -0.9 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2023-11-10 | -71.88 | 554 |
| 2024-12-09 | 2025-11-16 | -43.52 | 342 |
| 2024-03-19 | 2024-07-21 | -24.29 | 124 |
| 2024-07-22 | 2024-11-11 | -21.03 | 112 |
| 2023-11-20 | 2023-12-05 | -16.79 | 15 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 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 | 5623689:avaxusd:triple_gx:lsma160_70_55 | 5623689: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 | 803.02% | 253.25% |
| Worst Year | -69.29% | -87.01% |
| Avg. Up Day | 4.23% | 4.25% |
| Avg. Down Day | -3.57% | -4.0% |
| Avg. Up Week | 11.07% | 13.18% |
| Avg. Down Week | -6.81% | -10.11% |
| Avg. Up Month | 32.14% | 38.74% |
| Avg. Down Month | -13.84% | -25.92% |
| Win Days % | 49.25% | 49.36% |
| Win Month % | 56.25% | 37.78% |
| Win Week % | 52.27% | 42.56% |
| Win Quarter % | 57.14% | 43.75% |
| Win Year % | 50.0% | 25.0% |