| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 16.0% | 99.0% |
| Cumulative Return | 188.29% | 126.81% |
| Max Drawdown | -43.24% | -76.79% |
| Sharpe | 0.37 | 0.2 |
| Sortino | 0.56 | 0.29 |
| Payoff Ratio | 1.17 | 1.17 |
| Profit Factor | 1.15 | 1.03 |
| Common Sense Ratio | 1.44 | 1.03 |
| CPC Index | 0.65 | 0.6 |
| Tail Ratio | 1.25 | 1.0 |
| Outlier Win Ratio | 35.03 | 3.12 |
| Outlier Loss Ratio | 3.32 | 2.89 |
| Volatility (ann.) | 8.24% | 21.28% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.09 | 0.84 |
| Skew | 1.5 | 0.06 |
| Kurtosis | 51.93 | 7.03 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.44% | 4.18% |
| Expected Yearly % | 42.32% | 31.39% |
| Kelly Criterion | 4.39% | 6.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -1.82% |
| Expected Shortfall (cVaR) | -0.7% | -1.82% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 270.93 | 28.41 | 0.10 | - |
| 2024 | -7.49 | 153.96 | -20.55 | + |
| 2025 | -33.90 | -11.60 | 0.34 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 25.02% | 12.65% |
| 3M | 4.51% | 7.46% |
| 6M | -14.96% | -42.98% |
| YTD | -11.6% | -33.9% |
| 1Y | 52.5% | -38.36% |
| 3Y (ann.) | 90.43% | 64.57% |
| 5Y (ann.) | 90.43% | 64.57% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -43.24% | -76.79% |
| Longest DD Days | 197.0 | 435.0 |
| Avg. Drawdown | -2.81% | -5.97% |
| Avg. Drawdown Days | 6.0 | 8.0 |
| Recovery Factor | 4.35 | 1.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-05-28 | -43.24 | 197 |
| 2023-11-17 | 2023-12-20 | -17.47 | 33 |
| 2024-05-19 | 2024-07-08 | -16.40 | 50 |
| 2024-02-25 | 2024-04-30 | -10.58 | 64 |
| 2024-07-08 | 2024-07-21 | -10.49 | 13 |
| 2023-11-12 | 2023-11-17 | -10.21 | 4 |
| 2023-11-09 | 2023-11-12 | -9.52 | 2 |
| 2024-08-24 | 2024-09-09 | -8.91 | 15 |
| 2024-04-30 | 2024-05-04 | -8.19 | 4 |
| 2024-01-02 | 2024-01-10 | -7.85 | 8 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 7.3% | 9.14% |
| Worst Day | -6.11% | -11.54% |
| Best Week | 18.03% | 49.08% |
| Worst Week | -14.11% | -28.87% |
| Best Month | 25.02% | 87.2% |
| Worst Month | -15.31% | -39.66% |
| Best Year | 153.96% | 270.93% |
| Worst Year | -11.6% | -33.9% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.7% | -0.71% |
| Avg. Up Week | 5.49% | 13.96% |
| Avg. Down Week | -3.75% | -8.23% |
| Avg. Up Month | 14.54% | 40.61% |
| Avg. Down Month | -6.13% | -22.24% |
| Win Days % | 48.48% | 49.81% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 58.21% | 48.31% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 66.67% | 33.33% |