| Metric | 5396209:aaveusd:triple_gx:zlema100_90_50 | 5396209:AAVEUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 210.76% | 187.5% |
| Max Drawdown | -25.06% | -67.3% |
| Sharpe | 1.81 | 1.47 |
| Sortino | 3.42 | 2.43 |
| Payoff Ratio | 1.46 | 1.35 |
| Profit Factor | 1.43 | 1.23 |
| Common Sense Ratio | 1.9 | 1.53 |
| CPC Index | 1.02 | 0.83 |
| Tail Ratio | 1.33 | 1.24 |
| Outlier Win Ratio | 9.27 | 3.45 |
| Outlier Loss Ratio | 3.12 | 2.72 |
| Volatility (ann.) | 74.72% | 106.08% |
| R^2 | 0.5 | 0.5 |
| Calmar | 7.87 | 2.61 |
| Skew | 1.99 | 0.7 |
| Kurtosis | 10.56 | 2.66 |
| Expected Daily % | 0.3% | 0.28% |
| Expected Monthly % | 9.11% | 8.46% |
| Expected Yearly % | 76.28% | 69.56% |
| Kelly Criterion | 13.73% | 12.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.06% | -8.7% |
| Expected Shortfall (cVaR) | -6.06% | -8.7% |
| Year | 5396209:AAVEUSD | 5396209:aaveusd:triple_gx:zlema100_90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 162.86 | 0.63 | - |
| 2025 | -19.82 | 18.22 | -0.92 | + |
| Metric | 5396209:aaveusd:triple_gx:zlema100_90_50 | 5396209:AAVEUSD |
|---|---|---|
| MTD | 9.7% | 50.41% |
| 3M | 12.29% | 21.27% |
| 6M | 81.96% | 23.42% |
| YTD | 18.22% | -19.82% |
| 1Y | 210.76% | 140.16% |
| 3Y (ann.) | 197.16% | 175.76% |
| 5Y (ann.) | 197.16% | 175.76% |
| Metric | 5396209:aaveusd:triple_gx:zlema100_90_50 | 5396209:AAVEUSD |
|---|---|---|
| Max Drawdown | -25.06% | -67.3% |
| Longest DD Days | 151.0 | 158.0 |
| Avg. Drawdown | -10.2% | -14.16% |
| Avg. Drawdown Days | 20.0 | 20.0 |
| Recovery Factor | 8.41 | 2.79 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-07-14 | -25.06 | 38 |
| 2024-12-24 | 2025-05-24 | -23.63 | 151 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2024-08-24 | 2024-11-06 | -20.65 | 74 |
| 2024-11-10 | 2024-11-27 | -19.81 | 17 |
| 2024-07-28 | 2024-08-19 | -19.54 | 22 |
| 2025-05-28 | 2025-05-31 | -9.08 | 3 |
| 2024-12-09 | 2024-12-11 | -7.85 | 2 |
| 2024-07-15 | 2024-07-26 | -6.14 | 11 |
| 2024-11-28 | 2024-11-30 | -5.59 | 2 |
| Metric | 5396209:aaveusd:triple_gx:zlema100_90_50 | 5396209:AAVEUSD |
|---|---|---|
| Best Day | 27.94% | 27.94% |
| Worst Day | -9.13% | -19.11% |
| Best Week | 41.82% | 41.82% |
| Worst Week | -14.57% | -28.38% |
| Best Month | 52.99% | 50.41% |
| Worst Month | -5.98% | -42.22% |
| Best Year | 162.86% | 258.55% |
| Worst Year | 18.22% | -19.82% |
| Avg. Up Day | 4.83% | 4.84% |
| Avg. Down Day | -3.3% | -3.58% |
| Avg. Up Week | 14.81% | 16.69% |
| Avg. Down Week | -7.44% | -9.2% |
| Avg. Up Month | 20.55% | 26.52% |
| Avg. Down Month | -3.22% | -21.76% |
| Win Days % | 48.74% | 50.0% |
| Win Month % | 70.0% | 69.23% |
| Win Week % | 52.94% | 52.63% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 50.0% |