| Metric | 5624978:avaxusd:triple_gx:lsma225_65_60 | 5624978:AVAXUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 133.06% | -56.1% |
| Max Drawdown | -40.23% | -71.99% |
| Sharpe | 1.27 | -0.11 |
| Sortino | 2.18 | -0.16 |
| Payoff Ratio | 1.39 | 1.17 |
| Profit Factor | 1.32 | 0.98 |
| Common Sense Ratio | 1.64 | 1.11 |
| CPC Index | 0.83 | 0.57 |
| Tail Ratio | 1.24 | 1.13 |
| Outlier Win Ratio | 11.91 | 3.37 |
| Outlier Loss Ratio | 3.57 | 2.55 |
| Volatility (ann.) | 56.67% | 93.76% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.88 | -0.59 |
| Skew | 1.41 | -0.02 |
| Kurtosis | 9.21 | 2.48 |
| Expected Daily % | 0.15% | -0.15% |
| Expected Monthly % | 4.55% | -4.24% |
| Expected Yearly % | 52.66% | -33.74% |
| Kelly Criterion | 6.07% | 6.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.68% | -8.1% |
| Expected Shortfall (cVaR) | -4.68% | -8.1% |
| Year | 5624978:AVAXUSD | 5624978:avaxusd:triple_gx:lsma225_65_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 224.54 | 65.07 | + |
| 2025 | -57.56 | -28.19 | 0.49 | + |
| Metric | 5624978:avaxusd:triple_gx:lsma225_65_60 | 5624978:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -16.78% |
| 3M | 5.68% | -36.4% |
| 6M | -7.36% | -34.45% |
| YTD | -28.19% | -57.56% |
| 1Y | 31.09% | -54.35% |
| 3Y (ann.) | 75.51% | -42.15% |
| 5Y (ann.) | 75.51% | -42.15% |
| Metric | 5624978:avaxusd:triple_gx:lsma225_65_60 | 5624978:AVAXUSD |
|---|---|---|
| Max Drawdown | -40.23% | -71.99% |
| Longest DD Days | 338.0 | 342.0 |
| Avg. Drawdown | -6.62% | -17.93% |
| Avg. Drawdown Days | 29.0 | 67.0 |
| Recovery Factor | 3.31 | -0.78 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-11-16 | -40.23 | 338 |
| 2024-06-21 | 2024-08-23 | -20.02 | 63 |
| 2024-11-12 | 2024-11-16 | -7.55 | 4 |
| 2024-08-25 | 2024-09-08 | -5.71 | 14 |
| 2024-11-19 | 2024-11-21 | -5.35 | 2 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-10-07 | 2024-10-11 | -4.42 | 4 |
| 2024-10-14 | 2024-11-06 | -3.45 | 23 |
| 2024-12-03 | 2024-12-04 | -2.58 | 1 |
| Metric | 5624978:avaxusd:triple_gx:lsma225_65_60 | 5624978:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -12.03% | -26.92% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -14.26% | -33.79% |
| Best Month | 97.62% | 79.5% |
| Worst Month | -22.48% | -39.43% |
| Best Year | 224.54% | 3.45% |
| Worst Year | -28.19% | -57.56% |
| Avg. Up Day | 4.23% | 4.25% |
| Avg. Down Day | -3.06% | -3.63% |
| Avg. Up Week | 10.46% | 9.84% |
| Avg. Down Week | -5.52% | -11.63% |
| Avg. Up Month | 38.86% | 43.07% |
| Avg. Down Month | -11.74% | -25.1% |
| Win Days % | 45.45% | 49.64% |
| Win Month % | 53.85% | 36.84% |
| Win Week % | 52.17% | 46.91% |
| Win Quarter % | 57.14% | 28.57% |
| Win Year % | 50.0% | 50.0% |