| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 13.3% | -31.76% |
| Max Drawdown | -22.76% | -70.64% |
| Sharpe | 0.61 | 0.1 |
| Sortino | 0.95 | 0.15 |
| Payoff Ratio | 1.2 | 1.33 |
| Profit Factor | 1.18 | 1.01 |
| Common Sense Ratio | 1.63 | 1.11 |
| CPC Index | 0.68 | 0.67 |
| Tail Ratio | 1.38 | 1.1 |
| Outlier Win Ratio | 30.85 | 2.47 |
| Outlier Loss Ratio | 5.18 | 2.33 |
| Volatility (ann.) | 24.98% | 96.83% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.56 | -0.44 |
| Skew | 0.88 | 0.23 |
| Kurtosis | 10.69 | 1.59 |
| Expected Daily % | 0.03% | -0.1% |
| Expected Monthly % | 0.96% | -2.9% |
| Expected Yearly % | 6.44% | -17.39% |
| Kelly Criterion | 4.49% | 12.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.11% | -8.31% |
| Expected Shortfall (cVaR) | -2.11% | -8.31% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 2.38 | 18.43 | 7.73 | + |
| 2025 | -33.35 | -4.33 | 0.13 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 14.95% | 8.75% |
| 3M | 3.61% | -5.5% |
| 6M | -7.85% | -42.82% |
| YTD | -4.33% | -33.35% |
| 1Y | 19.22% | -36.04% |
| 3Y (ann.) | 12.85% | -30.93% |
| 5Y (ann.) | 12.85% | -30.93% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -22.76% | -70.64% |
| Longest DD Days | 165.0 | 184.0 |
| Avg. Drawdown | -11.22% | -16.87% |
| Avg. Drawdown Days | 80.0 | 45.0 |
| Recovery Factor | 0.58 | -0.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-05-28 | -22.76 | 165 |
| 2024-05-17 | 2024-09-20 | -17.63 | 126 |
| 2024-11-13 | 2024-12-13 | -4.23 | 30 |
| 2024-10-29 | 2024-10-30 | -0.25 | 1 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 7.65% | 22.53% |
| Worst Day | -5.73% | -17.07% |
| Best Week | 11.38% | 28.17% |
| Worst Week | -8.04% | -28.59% |
| Best Month | 14.95% | 68.79% |
| Worst Month | -6.95% | -35.97% |
| Best Year | 18.43% | 2.38% |
| Worst Year | -4.33% | -33.35% |
| Avg. Up Day | 2.53% | 5.57% |
| Avg. Down Day | -2.11% | -4.18% |
| Avg. Up Week | 3.95% | 6.28% |
| Avg. Down Week | -3.17% | -10.36% |
| Avg. Up Month | 10.48% | 34.01% |
| Avg. Down Month | -4.31% | -18.2% |
| Win Days % | 47.92% | 49.73% |
| Win Month % | 38.46% | 38.46% |
| Win Week % | 52.27% | 50.0% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |