| Metric | 5627266:avaxusd:triple_gx:lsma235_105_65 | 5627266:AVAXUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | -27.94% | -39.61% |
| Max Drawdown | -61.2% | -70.3% |
| Sharpe | -0.09 | -0.03 |
| Sortino | -0.14 | -0.05 |
| Payoff Ratio | 1.27 | 1.24 |
| Profit Factor | 0.98 | 1.0 |
| Common Sense Ratio | 0.97 | 1.1 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 0.99 | 1.11 |
| Outlier Win Ratio | 10.89 | 3.43 |
| Outlier Loss Ratio | 3.16 | 3.12 |
| Volatility (ann.) | 70.95% | 95.55% |
| R^2 | 0.55 | 0.55 |
| Calmar | -0.44 | -0.55 |
| Skew | 0.58 | 0.32 |
| Kurtosis | 7.02 | 1.35 |
| Expected Daily % | -0.09% | -0.13% |
| Expected Monthly % | -2.49% | -3.81% |
| Expected Yearly % | -15.11% | -22.29% |
| Kelly Criterion | -2.58% | 6.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.13% | -8.23% |
| Expected Shortfall (cVaR) | -6.13% | -8.23% |
| Year | 5627266:AVAXUSD | 5627266:avaxusd:triple_gx:lsma235_105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 3.45 | 11.93 | 3.46 | + |
| 2025 | -41.63 | -35.62 | 0.86 | + |
| Metric | 5627266:avaxusd:triple_gx:lsma235_105_65 | 5627266:AVAXUSD |
|---|---|---|
| MTD | 0.0% | -0.52% |
| 3M | -16.47% | -7.46% |
| 6M | -43.39% | -51.34% |
| YTD | -35.62% | -41.63% |
| 1Y | -27.94% | -42.18% |
| 3Y (ann.) | -27.01% | -38.4% |
| 5Y (ann.) | -27.01% | -38.4% |
| Metric | 5627266:avaxusd:triple_gx:lsma235_105_65 | 5627266:AVAXUSD |
|---|---|---|
| Max Drawdown | -61.2% | -70.3% |
| Longest DD Days | 173.0 | 184.0 |
| Avg. Drawdown | -14.31% | -17.72% |
| Avg. Drawdown Days | 33.0 | 46.0 |
| Recovery Factor | -0.46 | -0.56 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -61.20 | 173 |
| 2024-07-22 | 2024-11-22 | -46.87 | 123 |
| 2024-07-01 | 2024-07-21 | -16.68 | 20 |
| 2024-12-05 | 2024-12-08 | -4.75 | 3 |
| 2024-11-23 | 2024-11-27 | -4.44 | 4 |
| 2024-06-22 | 2024-06-26 | -3.42 | 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 |
| 2024-11-30 | 2024-12-01 | -0.11 | 1 |
| Metric | 5627266:avaxusd:triple_gx:lsma235_105_65 | 5627266:AVAXUSD |
|---|---|---|
| Best Day | 20.62% | 20.62% |
| Worst Day | -16.56% | -16.56% |
| Best Week | 30.51% | 30.51% |
| Worst Week | -24.53% | -28.87% |
| Best Month | 79.5% | 79.5% |
| Worst Month | -23.34% | -35.0% |
| Best Year | 11.93% | 3.45% |
| Worst Year | -35.62% | -41.63% |
| Avg. Up Day | 4.82% | 4.83% |
| Avg. Down Day | -3.81% | -3.9% |
| Avg. Up Week | 9.16% | 9.14% |
| Avg. Down Week | -9.68% | -11.48% |
| Avg. Up Month | 79.5% | 79.5% |
| Avg. Down Month | -15.79% | -17.49% |
| Win Days % | 42.69% | 48.02% |
| Win Month % | 25.0% | 30.77% |
| Win Week % | 48.15% | 47.37% |
| Win Quarter % | 50.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |