| Metric | 5396063:aaveusd:triple_gx:zlema225_80_50 | 5396063:AAVEUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 725.32% | 29.13% |
| Max Drawdown | -52.29% | -75.52% |
| Sharpe | 1.39 | 0.58 |
| Sortino | 2.35 | 0.86 |
| Payoff Ratio | 1.26 | 1.16 |
| Profit Factor | 1.39 | 1.09 |
| Common Sense Ratio | 1.8 | 1.16 |
| CPC Index | 0.89 | 0.64 |
| Tail Ratio | 1.3 | 1.07 |
| Outlier Win Ratio | 13.23 | 3.53 |
| Outlier Loss Ratio | 3.37 | 3.09 |
| Volatility (ann.) | 62.04% | 99.26% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.82 | 0.11 |
| Skew | 1.36 | 0.28 |
| Kurtosis | 12.25 | 3.17 |
| Expected Daily % | 0.18% | 0.02% |
| Expected Monthly % | 5.71% | 0.68% |
| Expected Yearly % | 69.49% | 6.6% |
| Kelly Criterion | 11.32% | 7.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.11% | -8.39% |
| Expected Shortfall (cVaR) | -5.11% | -8.39% |
| Year | 5396063:AAVEUSD | 5396063:aaveusd:triple_gx:zlema225_80_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.88 | 2.37 | -0.03 | + |
| 2023 | 109.27 | 131.80 | 1.21 | + |
| 2024 | 183.76 | 261.48 | 1.42 | + |
| 2025 | -19.82 | -3.78 | 0.19 | + |
| Metric | 5396063:aaveusd:triple_gx:zlema225_80_50 | 5396063:AAVEUSD |
|---|---|---|
| MTD | -0.55% | 50.41% |
| 3M | -4.86% | 21.27% |
| 6M | 66.74% | 23.42% |
| YTD | -3.78% | -19.82% |
| 1Y | 160.52% | 140.16% |
| 3Y (ann.) | 75.51% | 28.12% |
| 5Y (ann.) | 95.29% | 8.45% |
| Metric | 5396063:aaveusd:triple_gx:zlema225_80_50 | 5396063:AAVEUSD |
|---|---|---|
| Max Drawdown | -52.29% | -75.52% |
| Longest DD Days | 484.0 | 964.0 |
| Avg. Drawdown | -10.4% | -23.16% |
| Avg. Drawdown Days | 37.0 | 142.0 |
| Recovery Factor | 13.87 | 0.39 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-25 | 2023-10-22 | -52.29 | 484 |
| 2024-08-24 | 2024-11-30 | -25.86 | 98 |
| 2024-12-24 | 2025-05-31 | -24.35 | 158 |
| 2024-03-15 | 2024-07-01 | -21.56 | 108 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2024-07-02 | 2024-07-13 | -20.44 | 11 |
| 2024-07-28 | 2024-08-19 | -19.54 | 22 |
| 2023-11-10 | 2024-02-24 | -16.12 | 106 |
| 2022-05-25 | 2022-05-30 | -13.44 | 5 |
| 2022-05-18 | 2022-05-22 | -11.54 | 4 |
| Metric | 5396063:aaveusd:triple_gx:zlema225_80_50 | 5396063:AAVEUSD |
|---|---|---|
| Best Day | 23.16% | 27.94% |
| Worst Day | -19.87% | -24.8% |
| Best Week | 44.41% | 41.82% |
| Worst Week | -32.59% | -40.32% |
| Best Month | 63.57% | 71.18% |
| Worst Month | -31.23% | -49.37% |
| Best Year | 261.48% | 183.76% |
| Worst Year | -3.78% | -72.88% |
| Avg. Up Day | 4.52% | 4.53% |
| Avg. Down Day | -3.57% | -3.9% |
| Avg. Up Week | 11.37% | 13.64% |
| Avg. Down Week | -7.13% | -10.2% |
| Avg. Up Month | 19.26% | 31.35% |
| Avg. Down Month | -11.67% | -19.67% |
| Win Days % | 50.47% | 50.35% |
| Win Month % | 76.92% | 50.0% |
| Win Week % | 56.41% | 49.7% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |