| Metric | 5395856:aaveusd:triple_gx:zlema135_75_50 | 5395856:AAVEUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 672.78% | 79.63% |
| Max Drawdown | -42.1% | -79.78% |
| Sharpe | 1.29 | 0.68 |
| Sortino | 2.17 | 1.04 |
| Payoff Ratio | 1.29 | 1.14 |
| Profit Factor | 1.33 | 1.11 |
| Common Sense Ratio | 1.78 | 1.21 |
| CPC Index | 0.84 | 0.63 |
| Tail Ratio | 1.34 | 1.09 |
| Outlier Win Ratio | 12.08 | 3.63 |
| Outlier Loss Ratio | 3.61 | 3.06 |
| Volatility (ann.) | 63.94% | 101.64% |
| R^2 | 0.4 | 0.4 |
| Calmar | 2.06 | 0.25 |
| Skew | 1.24 | 0.48 |
| Kurtosis | 10.45 | 3.88 |
| Expected Daily % | 0.17% | 0.05% |
| Expected Monthly % | 5.24% | 1.48% |
| Expected Yearly % | 66.73% | 15.77% |
| Kelly Criterion | 9.93% | 6.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.28% | -8.56% |
| Expected Shortfall (cVaR) | -5.28% | -8.56% |
| Year | 5395856:AAVEUSD | 5395856:aaveusd:triple_gx:zlema135_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.28 | 28.72 | -0.46 | + |
| 2023 | 109.27 | 145.91 | 1.34 | + |
| 2024 | 183.76 | 158.51 | 0.86 | - |
| 2025 | -19.82 | -5.56 | 0.28 | + |
| Metric | 5395856:aaveusd:triple_gx:zlema135_75_50 | 5395856:AAVEUSD |
|---|---|---|
| MTD | 4.33% | 50.41% |
| 3M | 2.28% | 21.27% |
| 6M | 24.54% | 23.42% |
| YTD | -5.56% | -19.82% |
| 1Y | 79.29% | 140.16% |
| 3Y (ann.) | 77.93% | 28.12% |
| 5Y (ann.) | 86.65% | 19.57% |
| Metric | 5395856:aaveusd:triple_gx:zlema135_75_50 | 5395856:AAVEUSD |
|---|---|---|
| Max Drawdown | -42.1% | -79.78% |
| Longest DD Days | 231.0 | 977.0 |
| Avg. Drawdown | -11.96% | -18.02% |
| Avg. Drawdown Days | 32.0 | 91.0 |
| Recovery Factor | 15.98 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-06-25 | -42.10 | 231 |
| 2024-08-24 | 2024-12-06 | -31.55 | 104 |
| 2024-12-24 | 2025-05-31 | -30.93 | 158 |
| 2024-01-12 | 2024-03-01 | -24.14 | 49 |
| 2024-03-15 | 2024-04-20 | -21.56 | 36 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2022-06-25 | 2022-11-04 | -20.84 | 132 |
| 2024-07-02 | 2024-07-13 | -20.44 | 11 |
| 2024-07-28 | 2024-08-19 | -19.54 | 22 |
| 2023-11-10 | 2024-01-10 | -16.12 | 61 |
| Metric | 5395856:aaveusd:triple_gx:zlema135_75_50 | 5395856:AAVEUSD |
|---|---|---|
| Best Day | 23.16% | 32.88% |
| Worst Day | -19.87% | -24.8% |
| Best Week | 43.23% | 50.85% |
| Worst Week | -32.59% | -40.32% |
| Best Month | 36.75% | 71.18% |
| Worst Month | -22.12% | -49.37% |
| Best Year | 158.51% | 183.76% |
| Worst Year | -5.56% | -62.28% |
| Avg. Up Day | 4.21% | 4.21% |
| Avg. Down Day | -3.26% | -3.71% |
| Avg. Up Week | 10.22% | 12.43% |
| Avg. Down Week | -6.96% | -9.65% |
| Avg. Up Month | 13.22% | 28.97% |
| Avg. Down Month | -8.1% | -20.71% |
| Win Days % | 49.24% | 50.29% |
| Win Month % | 75.0% | 52.5% |
| Win Week % | 58.95% | 50.29% |
| Win Quarter % | 84.62% | 57.14% |
| Win Year % | 75.0% | 50.0% |