| Metric | 5396209:aaveusd:triple_gx:zlema100_90_50 | 5396209:AAVEUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 1,283.43% | 63.35% |
| Max Drawdown | -45.47% | -79.78% |
| Sharpe | 1.43 | 0.65 |
| Sortino | 2.36 | 0.99 |
| Payoff Ratio | 1.26 | 1.14 |
| Profit Factor | 1.32 | 1.1 |
| Common Sense Ratio | 1.57 | 1.2 |
| CPC Index | 0.83 | 0.63 |
| Tail Ratio | 1.19 | 1.09 |
| Outlier Win Ratio | 8.54 | 3.72 |
| Outlier Loss Ratio | 3.53 | 3.11 |
| Volatility (ann.) | 74.78% | 101.56% |
| R^2 | 0.55 | 0.55 |
| Calmar | 2.65 | 0.2 |
| Skew | 0.98 | 0.47 |
| Kurtosis | 8.31 | 3.84 |
| Expected Daily % | 0.22% | 0.04% |
| Expected Monthly % | 6.79% | 1.23% |
| Expected Yearly % | 92.86% | 13.05% |
| Kelly Criterion | 10.4% | 6.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.15% | -8.56% |
| Expected Shortfall (cVaR) | -6.15% | -8.56% |
| Year | 5396209:AAVEUSD | 5396209:aaveusd:triple_gx:zlema100_90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.69 | 1.06 | -0.02 | + |
| 2023 | 109.27 | 253.37 | 2.32 | + |
| 2024 | 183.76 | 227.68 | 1.24 | + |
| 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.) | 124.26% | 28.12% |
| 5Y (ann.) | 120.31% | 15.9% |
| Metric | 5396209:aaveusd:triple_gx:zlema100_90_50 | 5396209:AAVEUSD |
|---|---|---|
| Max Drawdown | -45.47% | -79.78% |
| Longest DD Days | 217.0 | 977.0 |
| Avg. Drawdown | -12.22% | -25.46% |
| Avg. Drawdown Days | 29.0 | 133.0 |
| Recovery Factor | 28.23 | 0.79 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-02 | 2022-11-05 | -45.47 | 217 |
| 2022-11-06 | 2023-01-15 | -42.10 | 70 |
| 2024-04-23 | 2024-08-19 | -31.29 | 118 |
| 2023-12-29 | 2024-03-06 | -30.00 | 68 |
| 2024-12-24 | 2025-05-24 | -23.63 | 151 |
| 2024-03-15 | 2024-04-20 | -21.56 | 36 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2023-05-29 | 2023-06-25 | -20.96 | 27 |
| 2022-03-01 | 2022-03-17 | -20.75 | 16 |
| 2024-08-24 | 2024-11-06 | -20.65 | 74 |
| Metric | 5396209:aaveusd:triple_gx:zlema100_90_50 | 5396209:AAVEUSD |
|---|---|---|
| Best Day | 27.94% | 32.88% |
| Worst Day | -21.82% | -24.8% |
| Best Week | 41.82% | 50.85% |
| Worst Week | -32.59% | -40.32% |
| Best Month | 56.11% | 71.18% |
| Worst Month | -22.12% | -49.37% |
| Best Year | 253.37% | 183.76% |
| Worst Year | 1.06% | -65.69% |
| Avg. Up Day | 4.21% | 4.21% |
| Avg. Down Day | -3.34% | -3.69% |
| Avg. Up Week | 11.4% | 13.43% |
| Avg. Down Week | -6.47% | -9.04% |
| Avg. Up Month | 19.62% | 26.77% |
| Avg. Down Month | -10.17% | -22.81% |
| Win Days % | 50.07% | 50.29% |
| Win Month % | 72.22% | 50.0% |
| Win Week % | 53.33% | 49.44% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 100.0% | 50.0% |