| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Time in Market | 33.0% | 99.0% |
| Cumulative Return | 28.89% | 12.37% |
| Max Drawdown | -38.02% | -57.27% |
| Sharpe | 0.21 | 0.14 |
| Sortino | 0.3 | 0.19 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 1.06 | 1.02 |
| Common Sense Ratio | 1.14 | 1.02 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 16.87 | 3.57 |
| Outlier Loss Ratio | 3.52 | 3.35 |
| Volatility (ann.) | 11.11% | 19.06% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.3 | 0.35 |
| Skew | 0.24 | -0.11 |
| Kurtosis | 17.7 | 5.66 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 3.22% | 1.47% |
| Expected Yearly % | 28.89% | 12.37% |
| Kelly Criterion | 1.15% | 5.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -1.63% |
| Expected Shortfall (cVaR) | -0.95% | -1.63% |
| Year | 7627950:AVAXUSD | 7627950:avaxusd:triple_gx:kama125_70_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.37 | 28.89 | 2.34 | + |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| MTD | -1.39% | -20.49% |
| 3M | 54.75% | 28.71% |
| 6M | 66.06% | 23.79% |
| YTD | 28.89% | 12.37% |
| 1Y | 28.89% | 12.37% |
| 3Y (ann.) | 49.59% | 20.33% |
| 5Y (ann.) | 49.59% | 20.33% |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Max Drawdown | -38.02% | -57.27% |
| Longest DD Days | 177.0 | 184.0 |
| Avg. Drawdown | -6.78% | -6.43% |
| Avg. Drawdown Days | 13.0 | 9.0 |
| Recovery Factor | 0.76 | 0.22 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-18 | 2024-11-11 | -38.02 | 177 |
| 2024-11-12 | 2024-11-22 | -21.74 | 10 |
| 2024-12-12 | 2024-12-31 | -18.37 | 19 |
| 2024-11-23 | 2024-11-25 | -12.71 | 2 |
| 2024-12-02 | 2024-12-04 | -4.69 | 1 |
| 2024-11-30 | 2024-12-02 | -4.13 | 1 |
| 2024-12-04 | 2024-12-12 | -3.07 | 8 |
| 2024-05-16 | 2024-05-17 | -3.02 | 1 |
| 2024-11-12 | 2024-11-12 | -2.69 | 0 |
| 2024-05-17 | 2024-05-18 | -2.37 | 0 |
| Metric | 7627950:avaxusd:triple_gx:kama125_70_55 | 7627950:AVAXUSD |
|---|---|---|
| Best Day | 5.11% | 6.75% |
| Worst Day | -5.33% | -7.58% |
| Best Week | 22.47% | 30.51% |
| Worst Week | -13.25% | -24.53% |
| Best Month | 49.45% | 79.5% |
| Worst Month | -20.65% | -20.49% |
| Best Year | 28.89% | 12.37% |
| Worst Year | 28.89% | 12.37% |
| Avg. Up Day | 0.78% | 0.78% |
| Avg. Down Day | -0.68% | -0.69% |
| Avg. Up Week | 7.92% | 12.26% |
| Avg. Down Week | -5.04% | -9.86% |
| Avg. Up Month | 27.16% | 50.47% |
| Avg. Down Month | -9.74% | -17.2% |
| Win Days % | 47.32% | 49.93% |
| Win Month % | 50.0% | 37.5% |
| Win Week % | 46.67% | 52.94% |
| Win Quarter % | 66.67% | 33.33% |
| Win Year % | 100.0% | 100.0% |