| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 12.0% | 99.0% |
| Cumulative Return | 13.3% | -25.73% |
| Max Drawdown | -25.82% | -73.43% |
| Sharpe | 0.11 | 0.04 |
| Sortino | 0.16 | 0.05 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.05 | 1.01 |
| Common Sense Ratio | 0.24 | 1.01 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 0.23 | 1.0 |
| Outlier Win Ratio | 48.82 | 2.78 |
| Outlier Loss Ratio | 3.25 | 2.72 |
| Volatility (ann.) | 6.27% | 19.85% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.5 | -0.34 |
| Skew | 0.13 | -0.16 |
| Kurtosis | 62.04 | 6.89 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 0.96% | -2.26% |
| Expected Yearly % | 6.44% | -13.82% |
| Kelly Criterion | -0.9% | 6.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -1.71% |
| Expected Shortfall (cVaR) | -0.54% | -1.71% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.37 | 18.43 | 1.49 | + |
| 2025 | -33.90 | -4.33 | 0.13 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 14.95% | 12.65% |
| 3M | 7.39% | 7.46% |
| 6M | -7.85% | -42.98% |
| YTD | -4.33% | -33.9% |
| 1Y | 19.22% | -38.36% |
| 3Y (ann.) | 12.81% | -24.96% |
| 5Y (ann.) | 12.81% | -24.96% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -25.82% | -73.43% |
| Longest DD Days | 197.0 | 184.0 |
| Avg. Drawdown | -3.58% | -7.73% |
| Avg. Drawdown Days | 17.0 | 14.0 |
| Recovery Factor | 0.52 | -0.35 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-05-28 | -25.82 | 197 |
| 2024-05-16 | 2024-07-21 | -18.08 | 66 |
| 2024-07-21 | 2024-09-26 | -7.84 | 66 |
| 2024-11-10 | 2024-11-12 | -6.57 | 1 |
| 2024-10-12 | 2024-10-12 | -2.77 | 0 |
| 2024-11-10 | 2024-11-10 | -2.36 | 0 |
| 2024-11-12 | 2024-11-12 | -1.94 | 0 |
| 2024-11-06 | 2024-11-10 | -1.73 | 3 |
| 2024-10-12 | 2024-10-29 | -1.70 | 16 |
| 2024-11-06 | 2024-11-06 | -1.48 | 0 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 5.11% | 8.43% |
| Worst Day | -5.2% | -11.54% |
| Best Week | 11.38% | 30.51% |
| Worst Week | -7.33% | -28.87% |
| Best Month | 14.95% | 79.5% |
| Worst Month | -6.95% | -35.0% |
| Best Year | 18.43% | 12.37% |
| Worst Year | -4.33% | -33.9% |
| Avg. Up Day | 0.76% | 0.79% |
| Avg. Down Day | -0.66% | -0.69% |
| Avg. Up Week | 3.89% | 9.93% |
| Avg. Down Week | -2.96% | -9.44% |
| Avg. Up Month | 9.67% | 37.86% |
| Avg. Down Month | -4.65% | -18.75% |
| Win Days % | 46.12% | 49.85% |
| Win Month % | 46.15% | 38.46% |
| Win Week % | 47.62% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |