| Metric | 5623690:avaxusd:triple_gx:lsma155_70_55 | 5623690:AVAXUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 182.88% | -80.96% |
| Max Drawdown | -70.78% | -91.04% |
| Sharpe | 0.77 | 0.01 |
| Sortino | 1.15 | 0.01 |
| Payoff Ratio | 1.15 | 1.05 |
| Profit Factor | 1.22 | 1.0 |
| Common Sense Ratio | 1.5 | 1.05 |
| CPC Index | 0.69 | 0.52 |
| Tail Ratio | 1.23 | 1.05 |
| Outlier Win Ratio | 14.43 | 3.5 |
| Outlier Loss Ratio | 3.34 | 3.14 |
| Volatility (ann.) | 62.2% | 95.81% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.46 | -0.4 |
| Skew | 0.04 | -0.06 |
| Kurtosis | 19.23 | 3.55 |
| Expected Daily % | 0.08% | -0.12% |
| Expected Monthly % | 2.34% | -3.62% |
| Expected Yearly % | 29.69% | -33.94% |
| Kelly Criterion | 5.53% | 1.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.22% | -8.25% |
| Expected Shortfall (cVaR) | -5.22% | -8.25% |
| Year | 5623690:AVAXUSD | 5623690:avaxusd:triple_gx:lsma155_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -86.27 | -68.08 | 0.79 | + |
| 2023 | 253.25 | 747.80 | 2.95 | + |
| 2024 | -7.49 | 61.05 | -8.15 | + |
| 2025 | -57.56 | -35.08 | 0.61 | + |
| Metric | 5623690:avaxusd:triple_gx:lsma155_70_55 | 5623690:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -16.78% |
| 3M | -24.31% | -36.4% |
| 6M | -32.24% | -34.45% |
| YTD | -35.08% | -57.56% |
| 1Y | -2.53% | -54.35% |
| 3Y (ann.) | 103.53% | 3.84% |
| 5Y (ann.) | 32.74% | -36.35% |
| Metric | 5623690:avaxusd:triple_gx:lsma155_70_55 | 5623690:AVAXUSD |
|---|---|---|
| Max Drawdown | -70.78% | -91.04% |
| Longest DD Days | 554.0 | 1322.0 |
| Avg. Drawdown | -15.75% | -24.85% |
| Avg. Drawdown Days | 97.0 | 333.0 |
| Recovery Factor | 2.58 | -0.89 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-05 | 2023-11-10 | -70.78 | 554 |
| 2024-12-09 | 2025-11-16 | -40.16 | 342 |
| 2024-03-19 | 2024-11-22 | -33.66 | 248 |
| 2023-11-20 | 2023-12-05 | -16.79 | 15 |
| 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 |
| 2024-03-14 | 2024-03-15 | -2.81 | 1 |
| 2024-12-03 | 2024-12-04 | -2.58 | 1 |
| Metric | 5623690:avaxusd:triple_gx:lsma155_70_55 | 5623690: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 | 747.8% | 253.25% |
| Worst Year | -68.08% | -86.27% |
| Avg. Up Day | 4.22% | 4.23% |
| Avg. Down Day | -3.67% | -4.03% |
| Avg. Up Week | 11.06% | 13.32% |
| Avg. Down Week | -7.28% | -10.46% |
| Avg. Up Month | 34.12% | 41.58% |
| Avg. Down Month | -13.67% | -27.91% |
| Win Days % | 49.46% | 49.4% |
| Win Month % | 54.84% | 37.78% |
| Win Week % | 52.27% | 42.86% |
| Win Quarter % | 46.67% | 43.75% |
| Win Year % | 50.0% | 25.0% |