| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 57.28% | -31.76% |
| Max Drawdown | -33.93% | -70.64% |
| Sharpe | 1.22 | 0.1 |
| Sortino | 1.94 | 0.15 |
| Payoff Ratio | 1.18 | 1.24 |
| Profit Factor | 1.37 | 1.01 |
| Common Sense Ratio | 1.8 | 1.11 |
| CPC Index | 0.84 | 0.63 |
| Tail Ratio | 1.32 | 1.1 |
| Outlier Win Ratio | 16.75 | 2.85 |
| Outlier Loss Ratio | 4.22 | 2.67 |
| Volatility (ann.) | 43.56% | 96.83% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.62 | -0.44 |
| Skew | 0.39 | 0.23 |
| Kurtosis | 14.31 | 1.59 |
| Expected Daily % | 0.12% | -0.1% |
| Expected Monthly % | 3.54% | -2.9% |
| Expected Yearly % | 25.41% | -17.39% |
| Kelly Criterion | 11.26% | 9.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.6% | -8.31% |
| Expected Shortfall (cVaR) | -3.6% | -8.31% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 2.38 | 39.57 | 16.60 | + |
| 2025 | -33.35 | 12.69 | -0.38 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 26.43% | 8.75% |
| 3M | 13.12% | -5.5% |
| 6M | 16.58% | -42.82% |
| YTD | 12.69% | -33.35% |
| 1Y | 59.56% | -36.04% |
| 3Y (ann.) | 55.03% | -30.93% |
| 5Y (ann.) | 55.03% | -30.93% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -33.93% | -70.64% |
| Longest DD Days | 161.0 | 184.0 |
| Avg. Drawdown | -13.03% | -16.87% |
| Avg. Drawdown Days | 58.0 | 45.0 |
| Recovery Factor | 1.69 | -0.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-05-24 | -33.93 | 161 |
| 2024-05-20 | 2024-09-21 | -29.11 | 124 |
| 2024-11-13 | 2024-12-05 | -8.46 | 22 |
| 2024-09-29 | 2024-11-06 | -4.52 | 38 |
| 2024-12-09 | 2024-12-13 | -1.16 | 4 |
| 2024-05-17 | 2024-05-18 | -1.02 | 1 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 12.36% | 22.53% |
| Worst Day | -16.34% | -17.07% |
| Best Week | 17.6% | 28.17% |
| Worst Week | -18.52% | -28.59% |
| Best Month | 26.43% | 68.79% |
| Worst Month | -20.84% | -35.97% |
| Best Year | 39.57% | 2.38% |
| Worst Year | 12.69% | -33.35% |
| Avg. Up Day | 3.51% | 5.17% |
| Avg. Down Day | -2.97% | -4.16% |
| Avg. Up Week | 6.16% | 9.03% |
| Avg. Down Week | -4.18% | -10.66% |
| Avg. Up Month | 18.33% | 29.69% |
| Avg. Down Month | -11.14% | -19.44% |
| Win Days % | 51.91% | 49.73% |
| Win Month % | 61.54% | 38.46% |
| Win Week % | 52.17% | 50.0% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |