| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 43.6% | -31.76% |
| Max Drawdown | -30.61% | -70.64% |
| Sharpe | 1.26 | 0.1 |
| Sortino | 2.23 | 0.15 |
| Payoff Ratio | 1.26 | 1.18 |
| Profit Factor | 1.42 | 1.01 |
| Common Sense Ratio | 1.9 | 1.11 |
| CPC Index | 0.93 | 0.6 |
| Tail Ratio | 1.34 | 1.1 |
| Outlier Win Ratio | 22.69 | 2.54 |
| Outlier Loss Ratio | 4.97 | 2.38 |
| Volatility (ann.) | 31.57% | 96.83% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.37 | -0.44 |
| Skew | 1.85 | 0.23 |
| Kurtosis | 14.63 | 1.59 |
| Expected Daily % | 0.1% | -0.1% |
| Expected Monthly % | 2.82% | -2.9% |
| Expected Yearly % | 19.83% | -17.39% |
| Kelly Criterion | 13.56% | 7.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.61% | -8.31% |
| Expected Shortfall (cVaR) | -2.61% | -8.31% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 2.38 | 51.29 | 21.52 | + |
| 2025 | -33.35 | -5.08 | 0.15 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 25.19% | 8.75% |
| 3M | 6.65% | -5.5% |
| 6M | -4.08% | -42.82% |
| YTD | -5.08% | -33.35% |
| 1Y | 50.92% | -36.04% |
| 3Y (ann.) | 41.95% | -30.93% |
| 5Y (ann.) | 41.95% | -30.93% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -30.61% | -70.64% |
| Longest DD Days | 165.0 | 184.0 |
| Avg. Drawdown | -9.35% | -16.87% |
| Avg. Drawdown Days | 44.0 | 45.0 |
| Recovery Factor | 1.42 | -0.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-05-28 | -30.61 | 165 |
| 2024-05-17 | 2024-07-22 | -17.68 | 66 |
| 2024-11-13 | 2024-12-13 | -7.17 | 30 |
| 2024-07-23 | 2024-08-25 | -4.91 | 33 |
| 2024-08-28 | 2024-09-09 | -3.67 | 12 |
| 2024-09-12 | 2024-09-15 | -1.17 | 3 |
| 2024-10-29 | 2024-10-30 | -0.25 | 1 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 11.68% | 22.53% |
| Worst Day | -7.27% | -17.07% |
| Best Week | 15.9% | 28.17% |
| Worst Week | -10.06% | -28.59% |
| Best Month | 25.19% | 68.79% |
| Worst Month | -11.98% | -35.97% |
| Best Year | 51.29% | 2.38% |
| Worst Year | -5.08% | -33.35% |
| Avg. Up Day | 2.82% | 5.01% |
| Avg. Down Day | -2.23% | -4.24% |
| Avg. Up Week | 5.22% | 7.63% |
| Avg. Down Week | -3.46% | -10.54% |
| Avg. Up Month | 19.46% | 34.01% |
| Avg. Down Month | -6.87% | -19.44% |
| Win Days % | 51.79% | 49.73% |
| Win Month % | 53.85% | 38.46% |
| Win Week % | 51.11% | 50.0% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |