| Metric | d_avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | AVAXUSD |
|---|---|---|
| Time in Market | 54.0% | 99.0% |
| Cumulative Return | 21.6% | -46.84% |
| Max Drawdown | -13.74% | -63.62% |
| Sharpe | 1.2 | -0.91 |
| Sortino | 1.44 | -1.24 |
| Payoff Ratio | 0.75 | 1.23 |
| Profit Factor | 1.38 | 0.88 |
| Common Sense Ratio | 8.04 | 0.78 |
| CPC Index | 0.71 | 0.53 |
| Tail Ratio | 5.82 | 0.88 |
| Outlier Win Ratio | 13.47 | 2.28 |
| Outlier Loss Ratio | 5.41 | 2.96 |
| Volatility (ann.) | 44.52% | 98.97% |
| R^2 | 0.09 | 0.09 |
| Calmar | 3.94 | -1.18 |
| Skew | -3.08 | -0.0 |
| Kurtosis | 14.87 | 0.76 |
| Expected Daily % | 0.12% | -0.38% |
| Expected Monthly % | 3.31% | -10.0% |
| Expected Yearly % | 21.6% | -46.84% |
| Kelly Criterion | 26.72% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.69% | -8.77% |
| Expected Shortfall (cVaR) | -3.69% | -8.77% |
| Year | AVAXUSD | d_avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -46.84 | 21.60 | -0.46 | + |
| Metric | d_avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | AVAXUSD |
|---|---|---|
| MTD | 1.0% | -7.97% |
| 3M | 3.54% | 2.16% |
| 6M | 21.6% | -46.84% |
| YTD | 21.6% | -46.84% |
| 1Y | 21.6% | -46.84% |
| 3Y (ann.) | 54.13% | -75.29% |
| 5Y (ann.) | 54.13% | -75.29% |
| Metric | d_avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | AVAXUSD |
|---|---|---|
| Max Drawdown | -13.74% | -63.62% |
| Longest DD Days | 44.0 | 158.0 |
| Avg. Drawdown | -6.68% | -63.62% |
| Avg. Drawdown Days | 20.0 | 158.0 |
| Recovery Factor | 1.57 | -0.74 |
| Ulcer Index | 1.16 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-05-03 | 2025-06-15 | -13.74 | 43 |
| 2025-02-03 | 2025-02-28 | -12.96 | 25 |
| 2025-03-07 | 2025-04-20 | -12.47 | 44 |
| 2025-01-10 | 2025-01-16 | -0.78 | 6 |
| 2025-01-06 | 2025-01-07 | -0.08 | 1 |
| 2025-04-25 | 2025-04-29 | -0.06 | 4 |
| Metric | d_avaxusd_div_0.25_tpm:0.035__tp__tep:1.0_ | AVAXUSD |
|---|---|---|
| Best Day | 3.6% | 14.48% |
| Worst Day | -12.9% | -16.49% |
| Best Week | 9.52% | 17.5% |
| Worst Week | -12.96% | -28.43% |
| Best Month | 24.25% | 14.24% |
| Worst Month | -11.75% | -34.44% |
| Best Year | 21.6% | -46.84% |
| Worst Year | 21.6% | -46.84% |
| Avg. Up Day | 1.84% | 5.0% |
| Avg. Down Day | -2.45% | -4.08% |
| Avg. Up Week | 3.86% | 7.91% |
| Avg. Down Week | -9.8% | -18.34% |
| Avg. Up Month | 19.83% | 14.24% |
| Avg. Down Month | -10.76% | -10.33% |
| Win Days % | 68.54% | 48.78% |
| Win Month % | 66.67% | 16.67% |
| Win Week % | 75.0% | 48.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |