| Metric | 5625270:avaxusd:triple_gx:lsma235_75_60 | 5625270:AVAXUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 34.81% | -39.61% |
| Max Drawdown | -37.82% | -70.3% |
| Sharpe | 0.77 | -0.03 |
| Sortino | 1.25 | -0.05 |
| Payoff Ratio | 1.48 | 1.46 |
| Profit Factor | 1.2 | 1.0 |
| Common Sense Ratio | 1.62 | 1.1 |
| CPC Index | 0.75 | 0.7 |
| Tail Ratio | 1.35 | 1.11 |
| Outlier Win Ratio | 13.19 | 3.34 |
| Outlier Loss Ratio | 3.34 | 2.66 |
| Volatility (ann.) | 61.56% | 95.55% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.88 | -0.55 |
| Skew | 0.96 | 0.32 |
| Kurtosis | 11.44 | 1.35 |
| Expected Daily % | 0.08% | -0.13% |
| Expected Monthly % | 2.32% | -3.81% |
| Expected Yearly % | 16.11% | -22.29% |
| Kelly Criterion | 3.54% | 12.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.17% | -8.23% |
| Expected Shortfall (cVaR) | -5.17% | -8.23% |
| Year | 5625270:AVAXUSD | 5625270:avaxusd:triple_gx:lsma235_75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 83.34 | 24.15 | + |
| 2025 | -41.63 | -26.47 | 0.64 | + |
| Metric | 5625270:avaxusd:triple_gx:lsma235_75_60 | 5625270:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -0.52% |
| 3M | -6.84% | -7.46% |
| 6M | -17.78% | -51.34% |
| YTD | -26.47% | -41.63% |
| 1Y | 34.81% | -42.18% |
| 3Y (ann.) | 33.23% | -38.4% |
| 5Y (ann.) | 33.23% | -38.4% |
| Metric | 5625270:avaxusd:triple_gx:lsma235_75_60 | 5625270:AVAXUSD |
|---|---|---|
| Max Drawdown | -37.82% | -70.3% |
| Longest DD Days | 173.0 | 184.0 |
| Avg. Drawdown | -9.78% | -17.72% |
| Avg. Drawdown Days | 28.0 | 46.0 |
| Recovery Factor | 0.92 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -37.82 | 173 |
| 2024-07-22 | 2024-11-09 | -24.94 | 110 |
| 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 | 5625270:avaxusd:triple_gx:lsma235_75_60 | 5625270:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -16.56% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -14.09% | -28.87% |
| Best Month | 79.5% | 79.5% |
| Worst Month | -21.5% | -35.0% |
| Best Year | 83.34% | 3.45% |
| Worst Year | -26.47% | -41.63% |
| Avg. Up Day | 4.8% | 4.8% |
| Avg. Down Day | -3.25% | -3.29% |
| Avg. Up Week | 7.93% | 9.36% |
| Avg. Down Week | -6.47% | -12.9% |
| Avg. Up Month | 79.5% | 79.5% |
| Avg. Down Month | -14.64% | -21.13% |
| Win Days % | 42.47% | 48.02% |
| Win Month % | 50.0% | 30.77% |
| Win Week % | 57.69% | 47.37% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |