| Metric | 5396643:aaveusd:triple_gx:zlema215_105_50 | 5396643:AAVEUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 80.66% | 187.5% |
| Max Drawdown | -31.21% | -67.3% |
| Sharpe | 1.18 | 1.47 |
| Sortino | 2.05 | 2.43 |
| Payoff Ratio | 1.19 | 1.2 |
| Profit Factor | 1.28 | 1.23 |
| Common Sense Ratio | 1.55 | 1.53 |
| CPC Index | 0.76 | 0.74 |
| Tail Ratio | 1.21 | 1.24 |
| Outlier Win Ratio | 12.09 | 3.28 |
| Outlier Loss Ratio | 2.87 | 2.72 |
| Volatility (ann.) | 65.86% | 106.08% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.45 | 2.61 |
| Skew | 1.6 | 0.7 |
| Kurtosis | 8.53 | 2.66 |
| Expected Daily % | 0.16% | 0.28% |
| Expected Monthly % | 4.65% | 8.46% |
| Expected Yearly % | 34.41% | 69.56% |
| Kelly Criterion | 6.98% | 8.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.46% | -8.7% |
| Expected Shortfall (cVaR) | -5.46% | -8.7% |
| Year | 5396643:AAVEUSD | 5396643:aaveusd:triple_gx:zlema215_105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 88.63 | 0.34 | - |
| 2025 | -19.82 | -4.22 | 0.21 | + |
| Metric | 5396643:aaveusd:triple_gx:zlema215_105_50 | 5396643:AAVEUSD |
|---|---|---|
| MTD | -0.5% | 50.41% |
| 3M | -3.88% | 21.27% |
| 6M | 47.42% | 23.42% |
| YTD | -4.22% | -19.82% |
| 1Y | 80.66% | 140.16% |
| 3Y (ann.) | 76.49% | 175.76% |
| 5Y (ann.) | 76.49% | 175.76% |
| Metric | 5396643:aaveusd:triple_gx:zlema215_105_50 | 5396643:AAVEUSD |
|---|---|---|
| Max Drawdown | -31.21% | -67.3% |
| Longest DD Days | 158.0 | 158.0 |
| Avg. Drawdown | -13.26% | -14.16% |
| Avg. Drawdown Days | 29.0 | 20.0 |
| Recovery Factor | 2.58 | 2.79 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2024-12-02 | -31.21 | 100 |
| 2024-12-24 | 2025-05-31 | -27.72 | 158 |
| 2024-07-15 | 2024-08-20 | -26.52 | 36 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2024-07-02 | 2024-07-13 | -20.44 | 11 |
| 2024-12-09 | 2024-12-11 | -7.85 | 2 |
| 2024-12-05 | 2024-12-06 | -3.46 | 1 |
| 2024-08-22 | 2024-08-23 | -3.14 | 1 |
| 2024-12-14 | 2024-12-16 | -3.00 | 2 |
| 2024-06-27 | 2024-06-29 | -1.14 | 2 |
| Metric | 5396643:aaveusd:triple_gx:zlema215_105_50 | 5396643:AAVEUSD |
|---|---|---|
| Best Day | 21.2% | 27.94% |
| Worst Day | -9.13% | -19.11% |
| Best Week | 41.82% | 41.82% |
| Worst Week | -14.57% | -28.38% |
| Best Month | 45.28% | 50.41% |
| Worst Month | -11.03% | -42.22% |
| Best Year | 88.63% | 258.55% |
| Worst Year | -4.22% | -19.82% |
| Avg. Up Day | 4.58% | 4.59% |
| Avg. Down Day | -3.83% | -3.83% |
| Avg. Up Week | 14.08% | 17.56% |
| Avg. Down Week | -7.79% | -8.82% |
| Avg. Up Month | 16.28% | 26.46% |
| Avg. Down Month | -5.53% | -29.57% |
| Win Days % | 49.38% | 50.0% |
| Win Month % | 60.0% | 69.23% |
| Win Week % | 48.28% | 52.63% |
| Win Quarter % | 40.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |