| Metric | 5626292:avaxusd:triple_gx:lsma160_70_65 | 5626292:AVAXUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 44.7% | -75.22% |
| Max Drawdown | -69.25% | -91.04% |
| Sharpe | 0.5 | 0.03 |
| Sortino | 0.71 | 0.05 |
| Payoff Ratio | 1.15 | 1.03 |
| Profit Factor | 1.14 | 1.0 |
| Common Sense Ratio | 1.45 | 1.06 |
| CPC Index | 0.62 | 0.5 |
| Tail Ratio | 1.27 | 1.05 |
| Outlier Win Ratio | 14.82 | 3.19 |
| Outlier Loss Ratio | 3.67 | 3.33 |
| Volatility (ann.) | 59.89% | 96.69% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.18 | -0.39 |
| Skew | -0.59 | 0.04 |
| Kurtosis | 20.59 | 3.32 |
| Expected Daily % | 0.03% | -0.12% |
| Expected Monthly % | 0.95% | -3.51% |
| Expected Yearly % | 9.68% | -29.44% |
| Kelly Criterion | 1.23% | -1.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.07% | -8.32% |
| Expected Shortfall (cVaR) | -5.07% | -8.32% |
| Year | 5626292:AVAXUSD | 5626292:avaxusd:triple_gx:lsma160_70_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.01 | -61.46 | 0.71 | + |
| 2023 | 253.25 | 264.03 | 1.04 | + |
| 2024 | -7.49 | 32.50 | -4.34 | + |
| 2025 | -41.63 | -22.16 | 0.53 | + |
| Metric | 5626292:avaxusd:triple_gx:lsma160_70_65 | 5626292:AVAXUSD |
|---|---|---|
| MTD | -1.8% | -0.52% |
| 3M | -19.42% | -7.46% |
| 6M | -8.06% | -51.34% |
| YTD | -22.16% | -41.63% |
| 1Y | 5.96% | -42.18% |
| 3Y (ann.) | 43.9% | -9.08% |
| 5Y (ann.) | 12.26% | -35.38% |
| Metric | 5626292:avaxusd:triple_gx:lsma160_70_65 | 5626292:AVAXUSD |
|---|---|---|
| Max Drawdown | -69.25% | -91.04% |
| Longest DD Days | 581.0 | 1153.0 |
| Avg. Drawdown | -14.76% | -24.32% |
| Avg. Drawdown Days | 92.0 | 290.0 |
| Recovery Factor | 0.65 | -0.83 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-06 | 2023-12-08 | -69.25 | 581 |
| 2024-03-19 | 2024-11-22 | -38.54 | 248 |
| 2024-12-09 | 2025-05-31 | -30.17 | 173 |
| 2024-03-16 | 2024-03-17 | -8.55 | 1 |
| 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 |
| 2023-12-12 | 2023-12-13 | -1.37 | 1 |
| 2024-03-14 | 2024-03-15 | -0.18 | 1 |
| Metric | 5626292:avaxusd:triple_gx:lsma160_70_65 | 5626292:AVAXUSD |
|---|---|---|
| Best Day | 21.41% | 24.67% |
| Worst Day | -30.18% | -30.18% |
| Best Week | 30.58% | 49.08% |
| Worst Week | -43.56% | -43.56% |
| Best Month | 79.93% | 87.2% |
| Worst Month | -53.75% | -53.67% |
| Best Year | 264.03% | 253.25% |
| Worst Year | -61.46% | -87.01% |
| Avg. Up Day | 4.14% | 4.17% |
| Avg. Down Day | -3.6% | -4.05% |
| Avg. Up Week | 9.77% | 15.85% |
| Avg. Down Week | -7.59% | -11.61% |
| Avg. Up Month | 25.99% | 43.3% |
| Avg. Down Month | -12.86% | -20.49% |
| Win Days % | 47.19% | 48.79% |
| Win Month % | 53.57% | 35.9% |
| Win Week % | 53.57% | 42.11% |
| Win Quarter % | 61.54% | 50.0% |
| Win Year % | 50.0% | 25.0% |