| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 11.0% | 99.0% |
| Cumulative Return | 66.98% | 126.81% |
| Max Drawdown | -25.82% | -76.79% |
| Sharpe | 0.23 | 0.2 |
| Sortino | 0.35 | 0.29 |
| Payoff Ratio | 1.18 | 1.18 |
| Profit Factor | 1.12 | 1.03 |
| Common Sense Ratio | 0.0 | 1.03 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 0.0 | 1.0 |
| Outlier Win Ratio | 53.25 | 2.85 |
| Outlier Loss Ratio | 3.33 | 2.7 |
| Volatility (ann.) | 6.43% | 21.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.42 | 0.84 |
| Skew | 1.11 | 0.06 |
| Kurtosis | 80.34 | 7.03 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 2.6% | 4.18% |
| Expected Yearly % | 18.64% | 31.39% |
| Kelly Criterion | 2.06% | 7.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -1.82% |
| Expected Shortfall (cVaR) | -0.55% | -1.82% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 270.93 | 16.31 | 0.06 | - |
| 2024 | -7.49 | 50.08 | -6.68 | + |
| 2025 | -33.90 | -4.33 | 0.13 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 14.95% | 12.65% |
| 3M | 7.39% | 7.46% |
| 6M | -7.85% | -42.98% |
| YTD | -4.33% | -33.9% |
| 1Y | 19.22% | -38.36% |
| 3Y (ann.) | 36.6% | 64.57% |
| 5Y (ann.) | 36.6% | 64.57% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -25.82% | -76.79% |
| Longest DD Days | 197.0 | 435.0 |
| Avg. Drawdown | -2.56% | -5.97% |
| Avg. Drawdown Days | 10.0 | 8.0 |
| Recovery Factor | 2.59 | 1.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-05-28 | -25.82 | 197 |
| 2024-05-16 | 2024-07-21 | -18.08 | 66 |
| 2023-11-16 | 2024-01-01 | -17.06 | 46 |
| 2023-11-05 | 2023-11-12 | -10.04 | 6 |
| 2024-03-08 | 2024-05-03 | -8.23 | 56 |
| 2024-07-21 | 2024-09-26 | -7.84 | 66 |
| 2024-01-02 | 2024-01-28 | -6.87 | 25 |
| 2024-11-10 | 2024-11-12 | -6.57 | 1 |
| 2024-01-28 | 2024-02-09 | -3.62 | 12 |
| 2023-11-12 | 2023-11-16 | -3.57 | 3 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 7.01% | 9.14% |
| Worst Day | -6.11% | -11.54% |
| Best Week | 11.38% | 49.08% |
| Worst Week | -7.33% | -28.87% |
| Best Month | 14.95% | 87.2% |
| Worst Month | -6.95% | -39.66% |
| Best Year | 50.08% | 270.93% |
| Worst Year | -4.33% | -33.9% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.67% | -0.69% |
| Avg. Up Week | 4.26% | 13.79% |
| Avg. Down Week | -2.63% | -8.2% |
| Avg. Up Month | 7.3% | 40.61% |
| Avg. Down Month | -4.32% | -22.24% |
| Win Days % | 46.93% | 49.81% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 51.52% | 48.31% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 66.67% | 33.33% |