| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 13.0% | 99.0% |
| Cumulative Return | 175.78% | 126.81% |
| Max Drawdown | -28.82% | -76.79% |
| Sharpe | 0.39 | 0.2 |
| Sortino | 0.61 | 0.29 |
| Payoff Ratio | 1.21 | 1.21 |
| Profit Factor | 1.19 | 1.03 |
| Common Sense Ratio | 1.25 | 1.03 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 1.06 | 1.0 |
| Outlier Win Ratio | 42.64 | 2.96 |
| Outlier Loss Ratio | 3.39 | 2.79 |
| Volatility (ann.) | 7.28% | 21.28% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.96 | 0.84 |
| Skew | 2.16 | 0.06 |
| Kurtosis | 72.5 | 7.03 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.2% | 4.18% |
| Expected Yearly % | 40.23% | 31.39% |
| Kelly Criterion | 5.15% | 8.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -1.82% |
| Expected Shortfall (cVaR) | -0.62% | -1.82% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 270.93 | 51.57 | 0.19 | - |
| 2024 | -7.49 | 78.06 | -10.42 | + |
| 2025 | -33.90 | 2.18 | -0.06 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 27.19% | 12.65% |
| 3M | 14.55% | 7.46% |
| 6M | 0.57% | -42.98% |
| YTD | 2.18% | -33.9% |
| 1Y | 42.56% | -38.36% |
| 3Y (ann.) | 85.36% | 64.57% |
| 5Y (ann.) | 85.36% | 64.57% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -28.82% | -76.79% |
| Longest DD Days | 166.0 | 435.0 |
| Avg. Drawdown | -2.8% | -5.97% |
| Avg. Drawdown Days | 7.0 | 8.0 |
| Recovery Factor | 6.1 | 1.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-05-28 | -28.82 | 166 |
| 2024-04-09 | 2024-07-21 | -17.45 | 103 |
| 2024-11-12 | 2024-12-12 | -12.37 | 30 |
| 2023-12-09 | 2023-12-13 | -11.24 | 4 |
| 2023-11-05 | 2023-11-12 | -9.59 | 6 |
| 2023-11-16 | 2023-11-17 | -8.18 | 0 |
| 2024-01-02 | 2024-01-10 | -7.91 | 8 |
| 2024-09-06 | 2024-09-19 | -6.76 | 12 |
| 2024-08-27 | 2024-09-06 | -6.74 | 9 |
| 2024-11-10 | 2024-11-11 | -6.57 | 1 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 7.3% | 9.14% |
| Worst Day | -6.11% | -11.54% |
| Best Week | 23.26% | 49.08% |
| Worst Week | -8.26% | -28.87% |
| Best Month | 27.19% | 87.2% |
| Worst Month | -7.59% | -39.66% |
| Best Year | 78.06% | 270.93% |
| Worst Year | 2.18% | -33.9% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.67% | -0.69% |
| Avg. Up Week | 5.86% | 14.52% |
| Avg. Down Week | -2.73% | -7.58% |
| Avg. Up Month | 13.92% | 40.61% |
| Avg. Down Month | -4.58% | -22.59% |
| Win Days % | 48.06% | 49.81% |
| Win Month % | 65.0% | 50.0% |
| Win Week % | 50.75% | 48.31% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 33.33% |