| Metric | 5625082:avaxusd:triple_gx:lsma185_70_60 | 5625082:AVAXUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 271.51% | -73.24% |
| Max Drawdown | -65.55% | -89.06% |
| Sharpe | 0.99 | 0.05 |
| Sortino | 1.5 | 0.07 |
| Payoff Ratio | 1.22 | 1.11 |
| Profit Factor | 1.31 | 1.01 |
| Common Sense Ratio | 1.97 | 1.07 |
| CPC Index | 0.79 | 0.54 |
| Tail Ratio | 1.51 | 1.06 |
| Outlier Win Ratio | 15.3 | 3.55 |
| Outlier Loss Ratio | 3.48 | 3.17 |
| Volatility (ann.) | 63.0% | 97.1% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.8 | -0.39 |
| Skew | 0.09 | 0.04 |
| Kurtosis | 21.06 | 3.33 |
| Expected Daily % | 0.12% | -0.12% |
| Expected Monthly % | 3.51% | -3.41% |
| Expected Yearly % | 38.83% | -28.08% |
| Kelly Criterion | 7.7% | 2.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.25% | -8.35% |
| Expected Shortfall (cVaR) | -5.25% | -8.35% |
| Year | 5625082:AVAXUSD | 5625082:avaxusd:triple_gx:lsma185_70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -85.97 | -60.39 | 0.70 | + |
| 2023 | 253.25 | 638.12 | 2.52 | + |
| 2024 | -7.49 | 47.94 | -6.40 | + |
| 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.) | 96.99% | -9.08% |
| 5Y (ann.) | 52.17% | -34.41% |
| Metric | 5625082:avaxusd:triple_gx:lsma185_70_60 | 5625082:AVAXUSD |
|---|---|---|
| Max Drawdown | -65.55% | -89.06% |
| Longest DD Days | 553.0 | 1137.0 |
| Avg. Drawdown | -14.19% | -46.03% |
| Avg. Drawdown Days | 77.0 | 570.0 |
| Recovery Factor | 4.14 | -0.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-06 | 2023-11-10 | -65.55 | 553 |
| 2024-03-19 | 2024-11-11 | -29.58 | 237 |
| 2024-12-09 | 2025-05-31 | -19.40 | 173 |
| 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 |
| 2024-03-15 | 2024-03-18 | -8.71 | 3 |
| 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 |
| Metric | 5625082:avaxusd:triple_gx:lsma185_70_60 | 5625082: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 | -53.75% | -53.67% |
| Best Year | 638.12% | 253.25% |
| Worst Year | -60.39% | -85.97% |
| Avg. Up Day | 4.4% | 4.41% |
| Avg. Down Day | -3.59% | -3.97% |
| Avg. Up Week | 11.81% | 13.33% |
| Avg. Down Week | -8.44% | -12.76% |
| Avg. Up Month | 36.47% | 44.42% |
| Avg. Down Month | -14.38% | -22.89% |
| Win Days % | 49.21% | 48.63% |
| Win Month % | 59.26% | 34.21% |
| Win Week % | 57.75% | 42.51% |
| Win Quarter % | 41.67% | 46.15% |
| Win Year % | 50.0% | 25.0% |