| Metric | 5625270:avaxusd:triple_gx:lsma235_75_60 | 5625270:AVAXUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 779.12% | 4.46% |
| Max Drawdown | -37.82% | -73.58% |
| Sharpe | 1.56 | 0.48 |
| Sortino | 2.75 | 0.72 |
| Payoff Ratio | 1.43 | 1.29 |
| Profit Factor | 1.54 | 1.07 |
| Common Sense Ratio | 2.48 | 1.2 |
| CPC Index | 1.09 | 0.68 |
| Tail Ratio | 1.61 | 1.12 |
| Outlier Win Ratio | 16.89 | 3.79 |
| Outlier Loss Ratio | 3.47 | 2.93 |
| Volatility (ann.) | 57.34% | 93.08% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.85 | 0.02 |
| Skew | 1.72 | 0.42 |
| Kurtosis | 18.76 | 2.42 |
| Expected Daily % | 0.2% | 0.0% |
| Expected Monthly % | 6.22% | 0.12% |
| Expected Yearly % | 72.19% | 1.1% |
| Kelly Criterion | 14.72% | 9.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.69% | -7.89% |
| Expected Shortfall (cVaR) | -4.69% | -7.89% |
| Year | 5625270:AVAXUSD | 5625270:avaxusd:triple_gx:lsma235_75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -45.24 | -14.33 | 0.32 | + |
| 2023 | 253.25 | 693.17 | 2.74 | + |
| 2024 | -7.49 | 75.94 | -10.14 | + |
| 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.) | 107.77% | 1.48% |
| 5Y (ann.) | 107.77% | 1.48% |
| Metric | 5625270:avaxusd:triple_gx:lsma235_75_60 | 5625270:AVAXUSD |
|---|---|---|
| Max Drawdown | -37.82% | -73.58% |
| Longest DD Days | 236.0 | 482.0 |
| Avg. Drawdown | -7.71% | -18.61% |
| Avg. Drawdown Days | 29.0 | 70.0 |
| Recovery Factor | 20.6 | 0.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -37.82 | 173 |
| 2024-03-19 | 2024-11-10 | -26.34 | 236 |
| 2022-11-08 | 2023-01-11 | -26.31 | 64 |
| 2023-06-26 | 2023-10-26 | -18.41 | 122 |
| 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 |
| 2023-02-04 | 2023-04-05 | -8.42 | 60 |
| 2023-01-18 | 2023-01-20 | -7.71 | 2 |
| 2023-01-28 | 2023-02-02 | -6.75 | 5 |
| Metric | 5625270:avaxusd:triple_gx:lsma235_75_60 | 5625270:AVAXUSD |
|---|---|---|
| Best Day | 24.67% | 24.67% |
| Worst Day | -19.35% | -19.35% |
| Best Week | 49.08% | 49.08% |
| Worst Week | -14.09% | -28.87% |
| Best Month | 89.23% | 87.2% |
| Worst Month | -21.5% | -39.66% |
| Best Year | 693.17% | 253.25% |
| Worst Year | -26.47% | -45.24% |
| Avg. Up Day | 4.42% | 4.42% |
| Avg. Down Day | -3.09% | -3.43% |
| Avg. Up Week | 12.89% | 14.05% |
| Avg. Down Week | -4.67% | -9.76% |
| Avg. Up Month | 49.69% | 55.44% |
| Avg. Down Month | -11.22% | -23.48% |
| Win Days % | 49.86% | 49.12% |
| Win Month % | 66.67% | 36.11% |
| Win Week % | 54.84% | 44.03% |
| Win Quarter % | 63.64% | 46.15% |
| Win Year % | 50.0% | 25.0% |