| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 36.94% | -31.76% |
| Max Drawdown | -27.08% | -70.64% |
| Sharpe | 1.19 | 0.1 |
| Sortino | 2.05 | 0.15 |
| Payoff Ratio | 1.16 | 1.13 |
| Profit Factor | 1.4 | 1.01 |
| Common Sense Ratio | 1.81 | 1.11 |
| CPC Index | 0.86 | 0.57 |
| Tail Ratio | 1.3 | 1.1 |
| Outlier Win Ratio | 25.62 | 2.56 |
| Outlier Loss Ratio | 4.93 | 2.35 |
| Volatility (ann.) | 29.0% | 96.83% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.31 | -0.44 |
| Skew | 1.83 | 0.23 |
| Kurtosis | 16.78 | 1.59 |
| Expected Daily % | 0.08% | -0.1% |
| Expected Monthly % | 2.45% | -2.9% |
| Expected Yearly % | 17.02% | -17.39% |
| Kelly Criterion | 12.97% | 5.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.4% | -8.31% |
| Expected Shortfall (cVaR) | -2.4% | -8.31% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 2.38 | 34.01 | 14.27 | + |
| 2025 | -33.35 | 2.18 | -0.07 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 27.19% | 8.75% |
| 3M | 10.52% | -5.5% |
| 6M | 0.57% | -42.82% |
| YTD | 2.18% | -33.35% |
| 1Y | 42.56% | -36.04% |
| 3Y (ann.) | 35.57% | -30.93% |
| 5Y (ann.) | 35.57% | -30.93% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -27.08% | -70.64% |
| Longest DD Days | 165.0 | 184.0 |
| Avg. Drawdown | -9.54% | -16.87% |
| Avg. Drawdown Days | 50.0 | 45.0 |
| Recovery Factor | 1.36 | -0.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-05-28 | -27.08 | 165 |
| 2024-05-17 | 2024-07-22 | -15.94 | 66 |
| 2024-11-13 | 2024-12-13 | -5.54 | 30 |
| 2024-08-28 | 2024-09-15 | -4.36 | 18 |
| 2024-08-04 | 2024-08-25 | -4.09 | 21 |
| 2024-10-29 | 2024-10-30 | -0.25 | 1 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 11.92% | 22.53% |
| Worst Day | -6.59% | -17.07% |
| Best Week | 13.22% | 28.17% |
| Worst Week | -8.26% | -28.59% |
| Best Month | 27.19% | 68.79% |
| Worst Month | -7.59% | -35.97% |
| Best Year | 34.01% | 2.38% |
| Worst Year | 2.18% | -33.35% |
| Avg. Up Day | 2.63% | 4.98% |
| Avg. Down Day | -2.26% | -4.4% |
| Avg. Up Week | 5.52% | 7.44% |
| Avg. Down Week | -3.0% | -10.54% |
| Avg. Up Month | 17.44% | 34.01% |
| Avg. Down Month | -4.87% | -19.45% |
| Win Days % | 53.27% | 49.73% |
| Win Month % | 46.15% | 38.46% |
| Win Week % | 45.45% | 50.0% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |