| Metric | 5625250:avaxusd:triple_gx:lsma225_75_60 | 5625250:AVAXUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 5.01% | -56.1% |
| Max Drawdown | -54.38% | -71.99% |
| Sharpe | 0.35 | -0.11 |
| Sortino | 0.54 | -0.16 |
| Payoff Ratio | 1.19 | 1.08 |
| Profit Factor | 1.08 | 0.98 |
| Common Sense Ratio | 1.25 | 1.11 |
| CPC Index | 0.58 | 0.53 |
| Tail Ratio | 1.16 | 1.13 |
| Outlier Win Ratio | 11.78 | 3.37 |
| Outlier Loss Ratio | 3.26 | 2.69 |
| Volatility (ann.) | 60.62% | 93.76% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.06 | -0.59 |
| Skew | 0.63 | -0.02 |
| Kurtosis | 9.19 | 2.48 |
| Expected Daily % | 0.01% | -0.15% |
| Expected Monthly % | 0.26% | -4.24% |
| Expected Yearly % | 2.47% | -33.74% |
| Kelly Criterion | -0.26% | 3.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.16% | -8.1% |
| Expected Shortfall (cVaR) | -5.16% | -8.1% |
| Year | 5625250:AVAXUSD | 5625250:avaxusd:triple_gx:lsma225_75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 98.26 | 28.47 | + |
| 2025 | -57.56 | -47.04 | 0.82 | + |
| Metric | 5625250:avaxusd:triple_gx:lsma225_75_60 | 5625250:AVAXUSD |
|---|---|---|
| MTD | 2.73% | -16.78% |
| 3M | -20.68% | -36.4% |
| 6M | -27.97% | -34.45% |
| YTD | -47.04% | -57.56% |
| 1Y | -23.57% | -54.35% |
| 3Y (ann.) | 3.3% | -42.15% |
| 5Y (ann.) | 3.3% | -42.15% |
| Metric | 5625250:avaxusd:triple_gx:lsma225_75_60 | 5625250:AVAXUSD |
|---|---|---|
| Max Drawdown | -54.38% | -71.99% |
| Longest DD Days | 342.0 | 342.0 |
| Avg. Drawdown | -11.08% | -17.93% |
| Avg. Drawdown Days | 42.0 | 67.0 |
| Recovery Factor | 0.09 | -0.78 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -54.38 | 342 |
| 2024-07-22 | 2024-11-08 | -23.88 | 109 |
| 2024-07-01 | 2024-07-21 | -16.68 | 20 |
| 2024-11-12 | 2024-11-21 | -12.76 | 9 |
| 2024-06-21 | 2024-06-27 | -10.09 | 6 |
| 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 |
| 2024-06-29 | 2024-06-30 | -0.64 | 1 |
| Metric | 5625250:avaxusd:triple_gx:lsma225_75_60 | 5625250:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -16.56% | -26.92% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -14.09% | -33.79% |
| Best Month | 86.5% | 79.5% |
| Worst Month | -21.5% | -39.43% |
| Best Year | 98.26% | 3.45% |
| Worst Year | -47.04% | -57.56% |
| Avg. Up Day | 3.98% | 3.99% |
| Avg. Down Day | -3.34% | -3.68% |
| Avg. Up Week | 7.51% | 8.13% |
| Avg. Down Week | -6.74% | -11.53% |
| Avg. Up Month | 47.77% | 41.84% |
| Avg. Down Month | -14.23% | -23.29% |
| Win Days % | 45.49% | 49.64% |
| Win Month % | 42.86% | 36.84% |
| Win Week % | 52.27% | 46.91% |
| Win Quarter % | 28.57% | 28.57% |
| Win Year % | 50.0% | 50.0% |