| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 37.86% | -31.76% |
| Max Drawdown | -37.08% | -70.64% |
| Sharpe | 0.82 | 0.1 |
| Sortino | 1.34 | 0.15 |
| Payoff Ratio | 1.19 | 1.23 |
| Profit Factor | 1.2 | 1.01 |
| Common Sense Ratio | 1.51 | 1.11 |
| CPC Index | 0.69 | 0.62 |
| Tail Ratio | 1.26 | 1.1 |
| Outlier Win Ratio | 12.02 | 3.2 |
| Outlier Loss Ratio | 3.7 | 2.7 |
| Volatility (ann.) | 57.14% | 96.83% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.98 | -0.44 |
| Skew | 1.29 | 0.23 |
| Kurtosis | 12.92 | 1.59 |
| Expected Daily % | 0.08% | -0.1% |
| Expected Monthly % | 2.5% | -2.9% |
| Expected Yearly % | 17.41% | -17.39% |
| Kelly Criterion | 5.34% | 8.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.79% | -8.31% |
| Expected Shortfall (cVaR) | -4.79% | -8.31% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 2.38 | 27.26 | 11.44 | + |
| 2025 | -33.35 | 8.33 | -0.25 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | 21.25% | 8.75% |
| 3M | 10.18% | -5.5% |
| 6M | 17.78% | -42.82% |
| YTD | 8.33% | -33.35% |
| 1Y | 43.31% | -36.04% |
| 3Y (ann.) | 36.46% | -30.93% |
| 5Y (ann.) | 36.46% | -30.93% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -37.08% | -70.64% |
| Longest DD Days | 176.0 | 184.0 |
| Avg. Drawdown | -14.08% | -16.87% |
| Avg. Drawdown Days | 51.0 | 45.0 |
| Recovery Factor | 1.02 | -0.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-14 | 2025-05-28 | -37.08 | 165 |
| 2024-05-20 | 2024-11-12 | -35.94 | 176 |
| 2024-11-13 | 2024-11-23 | -16.59 | 10 |
| 2024-11-24 | 2024-11-26 | -4.68 | 2 |
| 2024-12-01 | 2024-12-03 | -2.11 | 2 |
| 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 | 22.53% | 22.53% |
| Worst Day | -16.34% | -17.07% |
| Best Week | 30.3% | 28.17% |
| Worst Week | -18.36% | -28.59% |
| Best Month | 48.01% | 68.79% |
| Worst Month | -24.57% | -35.97% |
| Best Year | 27.26% | 2.38% |
| Worst Year | 8.33% | -33.35% |
| Avg. Up Day | 3.81% | 4.75% |
| Avg. Down Day | -3.2% | -3.86% |
| Avg. Up Week | 7.9% | 9.74% |
| Avg. Down Week | -5.23% | -10.83% |
| Avg. Up Month | 19.68% | 29.69% |
| Avg. Down Month | -7.1% | -16.98% |
| Win Days % | 48.55% | 49.73% |
| Win Month % | 46.15% | 38.46% |
| Win Week % | 44.9% | 50.0% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |