| Metric | 5625082:avaxusd:triple_gx:lsma185_70_60 | 5625082:AVAXUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 54.39% | -39.61% |
| Max Drawdown | -28.25% | -70.3% |
| Sharpe | 1.03 | -0.03 |
| Sortino | 1.79 | -0.05 |
| Payoff Ratio | 1.65 | 1.46 |
| Profit Factor | 1.3 | 1.0 |
| Common Sense Ratio | 1.78 | 1.1 |
| CPC Index | 0.87 | 0.7 |
| Tail Ratio | 1.36 | 1.11 |
| Outlier Win Ratio | 15.94 | 3.32 |
| Outlier Loss Ratio | 3.77 | 2.58 |
| Volatility (ann.) | 54.3% | 95.55% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.83 | -0.55 |
| Skew | 1.64 | 0.32 |
| Kurtosis | 15.08 | 1.35 |
| Expected Daily % | 0.11% | -0.13% |
| Expected Monthly % | 3.4% | -3.81% |
| Expected Yearly % | 24.25% | -22.29% |
| Kelly Criterion | 4.55% | 12.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.52% | -8.23% |
| Expected Shortfall (cVaR) | -4.52% | -8.23% |
| Year | 5625082:AVAXUSD | 5625082:avaxusd:triple_gx:lsma185_70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 79.76 | 23.11 | + |
| 2025 | -41.63 | -14.12 | 0.34 | + |
| Metric | 5625082:avaxusd:triple_gx:lsma185_70_60 | 5625082:AVAXUSD |
|---|---|---|
| MTD | -10.6% | -0.52% |
| 3M | -10.6% | -7.46% |
| 6M | 1.72% | -51.34% |
| YTD | -14.12% | -41.63% |
| 1Y | 37.26% | -42.18% |
| 3Y (ann.) | 51.76% | -38.4% |
| 5Y (ann.) | 51.76% | -38.4% |
| Metric | 5625082:avaxusd:triple_gx:lsma185_70_60 | 5625082:AVAXUSD |
|---|---|---|
| Max Drawdown | -28.25% | -70.3% |
| Longest DD Days | 173.0 | 184.0 |
| Avg. Drawdown | -7.8% | -17.72% |
| Avg. Drawdown Days | 28.0 | 46.0 |
| Recovery Factor | 1.93 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-11 | -28.25 | 112 |
| 2024-12-09 | 2025-05-31 | -19.40 | 173 |
| 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 |
| 2024-06-23 | 2024-06-25 | -1.33 | 2 |
| 2024-06-27 | 2024-06-30 | -0.72 | 3 |
| Metric | 5625082:avaxusd:triple_gx:lsma185_70_60 | 5625082:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -16.56% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -10.6% | -28.87% |
| Best Month | 40.27% | 79.5% |
| Worst Month | -14.36% | -35.0% |
| Best Year | 79.76% | 3.45% |
| Worst Year | -14.12% | -41.63% |
| Avg. Up Day | 4.82% | 4.84% |
| Avg. Down Day | -2.93% | -3.31% |
| Avg. Up Week | 7.58% | 9.93% |
| Avg. Down Week | -6.75% | -12.99% |
| Avg. Up Month | 20.86% | 35.22% |
| Avg. Down Month | -9.8% | -14.78% |
| Win Days % | 40.62% | 48.02% |
| Win Month % | 60.0% | 30.77% |
| Win Week % | 64.0% | 47.37% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |