| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 21.0% | 99.0% |
| Cumulative Return | 45.62% | -25.73% |
| Max Drawdown | -35.61% | -73.43% |
| Sharpe | 0.22 | 0.04 |
| Sortino | 0.32 | 0.05 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.07 | 1.01 |
| Common Sense Ratio | 1.24 | 1.01 |
| CPC Index | 0.58 | 0.56 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 27.28 | 3.16 |
| Outlier Loss Ratio | 3.31 | 3.0 |
| Volatility (ann.) | 8.66% | 19.85% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.23 | -0.34 |
| Skew | 0.1 | -0.16 |
| Kurtosis | 30.03 | 6.89 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 2.93% | -2.26% |
| Expected Yearly % | 20.67% | -13.82% |
| Kelly Criterion | 1.6% | 4.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -1.71% |
| Expected Shortfall (cVaR) | -0.74% | -1.71% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.37 | 36.82 | 2.98 | + |
| 2025 | -33.90 | 6.43 | -0.19 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 21.64% | 12.65% |
| 3M | 10.27% | 7.46% |
| 6M | 10.04% | -42.98% |
| YTD | 6.43% | -33.9% |
| 1Y | 47.97% | -38.36% |
| 3Y (ann.) | 43.75% | -24.96% |
| 5Y (ann.) | 43.75% | -24.96% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -35.61% | -73.43% |
| Longest DD Days | 166.0 | 184.0 |
| Avg. Drawdown | -5.93% | -7.73% |
| Avg. Drawdown Days | 19.0 | 14.0 |
| Recovery Factor | 1.28 | -0.35 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-05-28 | -35.61 | 166 |
| 2024-05-17 | 2024-09-20 | -28.62 | 125 |
| 2024-11-12 | 2024-12-12 | -17.24 | 30 |
| 2024-11-07 | 2024-11-11 | -9.00 | 4 |
| 2024-09-20 | 2024-09-27 | -6.00 | 7 |
| 2024-10-12 | 2024-11-06 | -3.86 | 24 |
| 2024-05-16 | 2024-05-17 | -3.02 | 1 |
| 2024-10-12 | 2024-10-12 | -2.77 | 0 |
| 2024-11-12 | 2024-11-12 | -2.69 | 0 |
| 2024-09-27 | 2024-10-12 | -2.40 | 14 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 5.11% | 8.43% |
| Worst Day | -5.32% | -11.54% |
| Best Week | 13.43% | 30.51% |
| Worst Week | -17.58% | -28.87% |
| Best Month | 21.64% | 79.5% |
| Worst Month | -19.98% | -35.0% |
| Best Year | 36.82% | 12.37% |
| Worst Year | 6.43% | -33.9% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 5.77% | 12.44% |
| Avg. Down Week | -4.32% | -10.02% |
| Avg. Up Month | 14.76% | 31.25% |
| Avg. Down Month | -12.4% | -12.76% |
| Win Days % | 48.11% | 49.85% |
| Win Month % | 69.23% | 38.46% |
| Win Week % | 50.0% | 48.21% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |