| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 157.18% | 118.7% |
| Max Drawdown | -33.82% | -73.96% |
| Sharpe | 1.51 | 0.97 |
| Sortino | 2.53 | 1.5 |
| Payoff Ratio | 1.22 | 1.29 |
| Profit Factor | 1.47 | 1.15 |
| Common Sense Ratio | 2.04 | 1.38 |
| CPC Index | 0.95 | 0.75 |
| Tail Ratio | 1.39 | 1.21 |
| Outlier Win Ratio | 18.02 | 2.95 |
| Outlier Loss Ratio | 4.09 | 2.75 |
| Volatility (ann.) | 44.69% | 101.25% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.3 | 0.83 |
| Skew | 0.84 | 0.35 |
| Kurtosis | 12.13 | 1.53 |
| Expected Daily % | 0.16% | 0.13% |
| Expected Monthly % | 4.84% | 3.99% |
| Expected Yearly % | 37.01% | 29.8% |
| Kelly Criterion | 14.12% | 12.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.66% | -8.45% |
| Expected Shortfall (cVaR) | -3.66% | -8.45% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 264.07 | 41.67 | 0.16 | - |
| 2024 | -9.87 | 70.57 | -7.15 | + |
| 2025 | -33.35 | 6.43 | -0.19 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 21.64% | 8.75% |
| 3M | 6.38% | -5.5% |
| 6M | 10.04% | -42.82% |
| YTD | 6.43% | -33.35% |
| 1Y | 47.97% | -36.04% |
| 3Y (ann.) | 77.82% | 61.1% |
| 5Y (ann.) | 77.82% | 61.1% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -33.82% | -73.96% |
| Longest DD Days | 165.0 | 434.0 |
| Avg. Drawdown | -7.35% | -12.61% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 4.65 | 1.61 |
| Ulcer Index | 1.01 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-05-28 | -33.82 | 165 |
| 2024-05-20 | 2024-09-20 | -27.13 | 123 |
| 2023-11-14 | 2023-12-21 | -15.35 | 37 |
| 2024-01-03 | 2024-01-29 | -13.34 | 26 |
| 2024-11-13 | 2024-12-05 | -11.52 | 22 |
| 2024-02-27 | 2024-04-30 | -10.32 | 63 |
| 2024-05-01 | 2024-05-05 | -6.84 | 4 |
| 2023-11-10 | 2023-11-11 | -4.85 | 1 |
| 2024-02-12 | 2024-02-15 | -4.59 | 3 |
| 2023-10-17 | 2023-10-23 | -4.37 | 6 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 13.29% | 22.53% |
| Worst Day | -16.34% | -17.07% |
| Best Week | 19.37% | 77.45% |
| Worst Week | -17.58% | -28.59% |
| Best Month | 22.65% | 86.26% |
| Worst Month | -19.98% | -35.97% |
| Best Year | 70.57% | 264.07% |
| Worst Year | 6.43% | -33.35% |
| Avg. Up Day | 3.77% | 5.38% |
| Avg. Down Day | -3.09% | -4.18% |
| Avg. Up Week | 6.56% | 13.06% |
| Avg. Down Week | -4.61% | -8.74% |
| Avg. Up Month | 12.84% | 34.99% |
| Avg. Down Month | -13.98% | -13.92% |
| Win Days % | 52.79% | 50.67% |
| Win Month % | 80.0% | 50.0% |
| Win Week % | 55.88% | 53.41% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 33.33% |