| Metric | 5627165:avaxusd:triple_gx:lsma235_100_65 | 5627165:AVAXUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 191.93% | -24.06% |
| Max Drawdown | -76.44% | -75.08% |
| Sharpe | 0.81 | 0.37 |
| Sortino | 1.24 | 0.56 |
| Payoff Ratio | 1.17 | 1.1 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.5 | 1.2 |
| CPC Index | 0.7 | 0.58 |
| Tail Ratio | 1.25 | 1.13 |
| Outlier Win Ratio | 13.09 | 3.75 |
| Outlier Loss Ratio | 3.2 | 3.15 |
| Volatility (ann.) | 63.94% | 92.62% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.48 | -0.1 |
| Skew | 0.47 | 0.26 |
| Kurtosis | 12.01 | 2.83 |
| Expected Daily % | 0.09% | -0.02% |
| Expected Monthly % | 2.58% | -0.65% |
| Expected Yearly % | 30.71% | -6.65% |
| Kelly Criterion | 5.96% | 3.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.36% | -7.88% |
| Expected Shortfall (cVaR) | -5.36% | -7.88% |
| Year | 5627165:AVAXUSD | 5627165:avaxusd:triple_gx:lsma235_100_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -45.24 | -7.91 | 0.17 | + |
| 2023 | 253.25 | 566.56 | 2.24 | + |
| 2024 | -7.49 | 27.07 | -3.61 | + |
| 2025 | -57.56 | -62.57 | 1.09 | - |
| Metric | 5627165:avaxusd:triple_gx:lsma235_100_65 | 5627165:AVAXUSD |
|---|---|---|
| MTD | -2.65% | -16.78% |
| 3M | -41.03% | -36.4% |
| 6M | -44.48% | -34.45% |
| YTD | -62.57% | -57.56% |
| 1Y | -57.52% | -54.35% |
| 3Y (ann.) | 44.86% | 3.84% |
| 5Y (ann.) | 36.59% | -7.7% |
| Metric | 5627165:avaxusd:triple_gx:lsma235_100_65 | 5627165:AVAXUSD |
|---|---|---|
| Max Drawdown | -76.44% | -75.08% |
| Longest DD Days | 342.0 | 607.0 |
| Avg. Drawdown | -10.89% | -18.71% |
| Avg. Drawdown Days | 33.0 | 82.0 |
| Recovery Factor | 2.51 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -76.44 | 342 |
| 2024-07-22 | 2024-11-22 | -43.33 | 123 |
| 2022-06-12 | 2022-11-10 | -25.71 | 151 |
| 2022-11-11 | 2023-01-27 | -23.34 | 77 |
| 2023-07-16 | 2023-10-29 | -21.14 | 105 |
| 2023-02-04 | 2023-04-16 | -17.41 | 71 |
| 2023-11-20 | 2023-12-05 | -16.79 | 15 |
| 2024-07-01 | 2024-07-21 | -16.68 | 20 |
| 2023-11-13 | 2023-11-15 | -15.95 | 2 |
| 2024-03-19 | 2024-04-20 | -12.69 | 32 |
| Metric | 5627165:avaxusd:triple_gx:lsma235_100_65 | 5627165:AVAXUSD |
|---|---|---|
| Best Day | 21.41% | 24.67% |
| Worst Day | -26.92% | -26.92% |
| Best Week | 49.08% | 49.08% |
| Worst Week | -33.79% | -33.79% |
| Best Month | 114.62% | 87.2% |
| Worst Month | -42.09% | -39.66% |
| Best Year | 566.56% | 253.25% |
| Worst Year | -62.57% | -57.56% |
| Avg. Up Day | 4.21% | 4.22% |
| Avg. Down Day | -3.58% | -3.84% |
| Avg. Up Week | 11.48% | 12.15% |
| Avg. Down Week | -7.27% | -8.77% |
| Avg. Up Month | 40.6% | 48.53% |
| Avg. Down Month | -11.09% | -17.52% |
| Win Days % | 49.2% | 49.68% |
| Win Month % | 48.28% | 38.1% |
| Win Week % | 50.0% | 44.26% |
| Win Quarter % | 42.86% | 40.0% |
| Win Year % | 50.0% | 25.0% |