| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 14.0% | 99.0% |
| Cumulative Return | 192.46% | 126.81% |
| Max Drawdown | -32.42% | -76.79% |
| Sharpe | 0.4 | 0.2 |
| Sortino | 0.62 | 0.29 |
| Payoff Ratio | 1.2 | 1.2 |
| Profit Factor | 1.18 | 1.03 |
| Common Sense Ratio | 1.62 | 1.03 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.37 | 1.0 |
| Outlier Win Ratio | 40.06 | 3.01 |
| Outlier Loss Ratio | 3.38 | 2.81 |
| Volatility (ann.) | 7.54% | 21.28% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.84 | 0.84 |
| Skew | 2.0 | 0.06 |
| Kurtosis | 64.79 | 7.03 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.51% | 4.18% |
| Expected Yearly % | 43.01% | 31.39% |
| Kelly Criterion | 5.23% | 7.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -1.82% |
| Expected Shortfall (cVaR) | -0.64% | -1.82% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 270.93 | 50.49 | 0.19 | - |
| 2024 | -7.49 | 104.75 | -13.98 | + |
| 2025 | -33.90 | -5.08 | 0.15 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 25.19% | 12.65% |
| 3M | 10.54% | 7.46% |
| 6M | -4.08% | -42.98% |
| YTD | -5.08% | -33.9% |
| 1Y | 50.92% | -38.36% |
| 3Y (ann.) | 92.1% | 64.57% |
| 5Y (ann.) | 92.1% | 64.57% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -32.42% | -76.79% |
| Longest DD Days | 166.0 | 435.0 |
| Avg. Drawdown | -2.67% | -5.97% |
| Avg. Drawdown Days | 6.0 | 8.0 |
| Recovery Factor | 5.94 | 1.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-05-28 | -32.42 | 166 |
| 2024-04-08 | 2024-07-21 | -19.64 | 104 |
| 2024-11-12 | 2024-12-12 | -14.22 | 30 |
| 2023-12-09 | 2023-12-13 | -10.39 | 4 |
| 2023-11-09 | 2023-11-12 | -9.52 | 2 |
| 2023-11-16 | 2023-11-17 | -8.18 | 0 |
| 2024-01-02 | 2024-01-10 | -7.80 | 8 |
| 2023-12-13 | 2023-12-20 | -7.41 | 6 |
| 2024-08-27 | 2024-09-14 | -6.74 | 17 |
| 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 | 21.18% | 49.08% |
| Worst Week | -10.06% | -28.87% |
| Best Month | 25.19% | 87.2% |
| Worst Month | -11.98% | -39.66% |
| Best Year | 104.75% | 270.93% |
| Worst Year | -5.08% | -33.9% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.67% | -0.69% |
| Avg. Up Week | 6.06% | 13.68% |
| Avg. Down Week | -2.77% | -7.74% |
| Avg. Up Month | 16.78% | 44.92% |
| Avg. Down Month | -6.42% | -23.54% |
| Win Days % | 48.34% | 49.81% |
| Win Month % | 65.0% | 50.0% |
| Win Week % | 49.25% | 48.31% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 66.67% | 33.33% |