| Metric | 5394204:aaveusd:triple_gx:zlema100_75_45 | 5394204:AAVEUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 151.32% | 101.01% |
| Max Drawdown | -39.79% | -67.3% |
| Sharpe | 1.21 | 0.96 |
| Sortino | 2.13 | 1.51 |
| Payoff Ratio | 1.43 | 1.27 |
| Profit Factor | 1.29 | 1.14 |
| Common Sense Ratio | 1.63 | 1.33 |
| CPC Index | 0.85 | 0.71 |
| Tail Ratio | 1.26 | 1.16 |
| Outlier Win Ratio | 9.96 | 3.24 |
| Outlier Loss Ratio | 3.22 | 2.83 |
| Volatility (ann.) | 69.72% | 101.27% |
| R^2 | 0.47 | 0.47 |
| Calmar | 2.12 | 0.88 |
| Skew | 1.73 | 0.56 |
| Kurtosis | 11.37 | 2.56 |
| Expected Daily % | 0.17% | 0.13% |
| Expected Monthly % | 4.97% | 3.74% |
| Expected Yearly % | 58.53% | 41.78% |
| Kelly Criterion | 8.81% | 9.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.77% | -8.45% |
| Expected Shortfall (cVaR) | -5.77% | -8.45% |
| Year | 5394204:AAVEUSD | 5394204:aaveusd:triple_gx:zlema100_75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 125.26 | 0.48 | - |
| 2025 | -43.94 | 11.57 | -0.26 | + |
| Metric | 5394204:aaveusd:triple_gx:zlema100_75_45 | 5394204:AAVEUSD |
|---|---|---|
| MTD | -2.59% | -24.36% |
| 3M | -22.8% | -42.46% |
| 6M | 8.83% | -25.18% |
| YTD | 11.57% | -43.94% |
| 1Y | 97.87% | 5.06% |
| 3Y (ann.) | 84.54% | 59.07% |
| 5Y (ann.) | 84.54% | 59.07% |
| Metric | 5394204:aaveusd:triple_gx:zlema100_75_45 | 5394204:AAVEUSD |
|---|---|---|
| Max Drawdown | -39.79% | -67.3% |
| Longest DD Days | 181.0 | 327.0 |
| Avg. Drawdown | -12.16% | -14.16% |
| Avg. Drawdown Days | 28.0 | 30.0 |
| Recovery Factor | 3.8 | 1.5 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-24 | 2025-11-16 | -39.79 | 84 |
| 2024-12-24 | 2025-06-23 | -30.54 | 181 |
| 2024-06-06 | 2024-08-19 | -26.58 | 74 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2024-08-24 | 2024-11-06 | -20.01 | 74 |
| 2024-11-10 | 2024-11-27 | -19.81 | 17 |
| 2025-08-14 | 2025-08-22 | -16.51 | 8 |
| 2025-06-30 | 2025-07-05 | -6.71 | 5 |
| 2024-11-28 | 2024-11-30 | -5.59 | 2 |
| 2025-06-25 | 2025-06-29 | -5.20 | 4 |
| Metric | 5394204:aaveusd:triple_gx:zlema100_75_45 | 5394204:AAVEUSD |
|---|---|---|
| Best Day | 27.94% | 27.94% |
| Worst Day | -16.6% | -19.11% |
| Best Week | 44.34% | 41.82% |
| Worst Week | -21.45% | -28.38% |
| Best Month | 47.97% | 50.41% |
| Worst Month | -21.16% | -42.22% |
| Best Year | 125.26% | 258.55% |
| Worst Year | 11.57% | -43.94% |
| Avg. Up Day | 4.76% | 4.77% |
| Avg. Down Day | -3.33% | -3.76% |
| Avg. Up Week | 13.06% | 14.52% |
| Avg. Down Week | -7.36% | -9.16% |
| Avg. Up Month | 19.87% | 26.23% |
| Avg. Down Month | -6.61% | -18.28% |
| Win Days % | 46.33% | 49.18% |
| Win Month % | 56.25% | 57.89% |
| Win Week % | 47.92% | 50.62% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 50.0% |