| Metric | 5396481:aaveusd:triple_gx:zlema150_100_50 | 5396481:AAVEUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 159.75% | 31.29% |
| Max Drawdown | -45.41% | -79.78% |
| Sharpe | 0.73 | 0.57 |
| Sortino | 1.13 | 0.86 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.18 | 1.09 |
| Common Sense Ratio | 1.39 | 1.16 |
| CPC Index | 0.66 | 0.58 |
| Tail Ratio | 1.18 | 1.07 |
| Outlier Win Ratio | 12.93 | 3.23 |
| Outlier Loss Ratio | 3.39 | 3.06 |
| Volatility (ann.) | 59.31% | 100.12% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.64 | 0.1 |
| Skew | 0.83 | 0.43 |
| Kurtosis | 11.47 | 3.75 |
| Expected Daily % | 0.07% | 0.02% |
| Expected Monthly % | 2.1% | 0.59% |
| Expected Yearly % | 26.95% | 7.04% |
| Kelly Criterion | 4.71% | 3.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.99% | -8.46% |
| Expected Shortfall (cVaR) | -4.99% | -8.46% |
| Year | 5396481:AAVEUSD | 5396481:aaveusd:triple_gx:zlema150_100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.56 | -30.88 | 0.51 | + |
| 2023 | 109.27 | 102.77 | 0.94 | - |
| 2024 | 183.76 | 129.87 | 0.71 | - |
| 2025 | -43.94 | -19.37 | 0.44 | + |
| Metric | 5396481:aaveusd:triple_gx:zlema150_100_50 | 5396481:AAVEUSD |
|---|---|---|
| MTD | -12.75% | -24.36% |
| 3M | -25.85% | -42.46% |
| 6M | -20.41% | -25.18% |
| YTD | -19.37% | -43.94% |
| 1Y | 51.1% | 5.06% |
| 3Y (ann.) | 59.49% | 41.66% |
| 5Y (ann.) | 29.25% | 7.59% |
| Metric | 5396481:aaveusd:triple_gx:zlema150_100_50 | 5396481:AAVEUSD |
|---|---|---|
| Max Drawdown | -45.41% | -79.78% |
| Longest DD Days | 329.0 | 977.0 |
| Avg. Drawdown | -14.11% | -19.96% |
| Avg. Drawdown Days | 51.0 | 122.0 |
| Recovery Factor | 3.52 | 0.39 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-10-01 | -45.41 | 329 |
| 2025-08-24 | 2025-11-16 | -41.43 | 84 |
| 2024-08-24 | 2024-12-02 | -28.75 | 100 |
| 2024-12-24 | 2025-08-22 | -27.72 | 241 |
| 2024-07-15 | 2024-08-20 | -26.52 | 36 |
| 2024-03-15 | 2024-07-14 | -22.26 | 121 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2023-11-10 | 2024-02-29 | -20.78 | 111 |
| 2023-10-02 | 2023-10-22 | -12.81 | 20 |
| 2023-10-26 | 2023-11-01 | -8.96 | 6 |
| Metric | 5396481:aaveusd:triple_gx:zlema150_100_50 | 5396481:AAVEUSD |
|---|---|---|
| Best Day | 21.2% | 32.88% |
| Worst Day | -19.87% | -24.8% |
| Best Week | 41.82% | 50.85% |
| Worst Week | -32.59% | -40.32% |
| Best Month | 45.28% | 71.18% |
| Worst Month | -31.23% | -49.37% |
| Best Year | 129.87% | 183.76% |
| Worst Year | -30.88% | -60.56% |
| Avg. Up Day | 3.93% | 3.93% |
| Avg. Down Day | -3.49% | -3.68% |
| Avg. Up Week | 10.04% | 12.42% |
| Avg. Down Week | -7.75% | -8.85% |
| Avg. Up Month | 16.01% | 23.81% |
| Avg. Down Month | -10.71% | -18.85% |
| Win Days % | 49.54% | 50.04% |
| Win Month % | 59.38% | 50.0% |
| Win Week % | 50.54% | 49.49% |
| Win Quarter % | 61.54% | 50.0% |
| Win Year % | 50.0% | 50.0% |