| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 45.62% | -31.76% |
| Max Drawdown | -33.82% | -70.64% |
| Sharpe | 1.06 | 0.1 |
| Sortino | 1.67 | 0.15 |
| Payoff Ratio | 1.23 | 1.27 |
| Profit Factor | 1.3 | 1.01 |
| Common Sense Ratio | 1.75 | 1.11 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.34 | 1.1 |
| Outlier Win Ratio | 16.79 | 2.84 |
| Outlier Loss Ratio | 4.13 | 2.66 |
| Volatility (ann.) | 43.19% | 96.83% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.3 | -0.44 |
| Skew | 0.32 | 0.23 |
| Kurtosis | 13.68 | 1.59 |
| Expected Daily % | 0.1% | -0.1% |
| Expected Monthly % | 2.93% | -2.9% |
| Expected Yearly % | 20.67% | -17.39% |
| Kelly Criterion | 10.16% | 10.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.59% | -8.31% |
| Expected Shortfall (cVaR) | -3.59% | -8.31% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 2.38 | 36.82 | 15.45 | + |
| 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.) | 43.89% | -30.93% |
| 5Y (ann.) | 43.89% | -30.93% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -33.82% | -70.64% |
| Longest DD Days | 165.0 | 184.0 |
| Avg. Drawdown | -9.03% | -16.87% |
| Avg. Drawdown Days | 39.0 | 45.0 |
| Recovery Factor | 1.35 | -0.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-05-28 | -33.82 | 165 |
| 2024-05-20 | 2024-09-20 | -27.13 | 123 |
| 2024-11-13 | 2024-12-05 | -11.52 | 22 |
| 2024-11-08 | 2024-11-12 | -2.74 | 4 |
| 2024-09-29 | 2024-10-13 | -1.71 | 14 |
| 2024-10-31 | 2024-11-06 | -1.53 | 6 |
| 2024-12-09 | 2024-12-13 | -1.16 | 4 |
| 2024-05-17 | 2024-05-18 | -1.02 | 1 |
| 2024-10-14 | 2024-10-30 | -0.64 | 16 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 11.68% | 22.53% |
| Worst Day | -16.34% | -17.07% |
| Best Week | 13.43% | 28.17% |
| Worst Week | -17.58% | -28.59% |
| Best Month | 21.64% | 68.79% |
| Worst Month | -19.98% | -35.97% |
| Best Year | 36.82% | 2.38% |
| Worst Year | 6.43% | -33.35% |
| Avg. Up Day | 3.55% | 5.2% |
| Avg. Down Day | -2.88% | -4.08% |
| Avg. Up Week | 5.25% | 9.24% |
| Avg. Down Week | -4.46% | -10.23% |
| Avg. Up Month | 15.39% | 29.69% |
| Avg. Down Month | -13.98% | -13.92% |
| Win Days % | 50.39% | 49.73% |
| Win Month % | 69.23% | 38.46% |
| Win Week % | 56.52% | 50.0% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |