| Metric | 5396643:aaveusd:triple_gx:zlema215_105_50 | 5396643:AAVEUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 359.79% | 0.83% |
| Max Drawdown | -31.21% | -79.78% |
| Sharpe | 1.13 | 0.5 |
| Sortino | 1.9 | 0.74 |
| Payoff Ratio | 1.2 | 1.1 |
| Profit Factor | 1.31 | 1.08 |
| Common Sense Ratio | 1.58 | 1.14 |
| CPC Index | 0.8 | 0.59 |
| Tail Ratio | 1.21 | 1.06 |
| Outlier Win Ratio | 14.3 | 3.33 |
| Outlier Loss Ratio | 3.38 | 3.0 |
| Volatility (ann.) | 56.68% | 99.45% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.98 | 0.0 |
| Skew | 1.46 | 0.27 |
| Kurtosis | 13.4 | 3.15 |
| Expected Daily % | 0.13% | 0.0% |
| Expected Monthly % | 4.1% | 0.02% |
| Expected Yearly % | 46.43% | 0.21% |
| Kelly Criterion | 9.28% | 4.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.7% | -8.43% |
| Expected Shortfall (cVaR) | -4.7% | -8.43% |
| Year | 5396643:AAVEUSD | 5396643:aaveusd:triple_gx:zlema215_105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -78.82 | -13.50 | 0.17 | + |
| 2023 | 109.27 | 121.52 | 1.11 | + |
| 2024 | 183.76 | 150.54 | 0.82 | - |
| 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.) | 66.21% | 28.12% |
| 5Y (ann.) | 61.88% | 0.26% |
| Metric | 5396643:aaveusd:triple_gx:zlema215_105_50 | 5396643:AAVEUSD |
|---|---|---|
| Max Drawdown | -31.21% | -79.78% |
| Longest DD Days | 226.0 | 977.0 |
| Avg. Drawdown | -10.78% | -30.44% |
| Avg. Drawdown Days | 34.0 | 191.0 |
| Recovery Factor | 11.53 | 0.01 |
| Ulcer Index | inf | inf |
| 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 |
| 2022-11-08 | 2023-06-22 | -22.94 | 226 |
| 2024-03-15 | 2024-06-29 | -21.56 | 106 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2024-07-02 | 2024-07-13 | -20.44 | 11 |
| 2023-11-10 | 2024-02-24 | -16.12 | 106 |
| 2023-07-15 | 2023-10-22 | -14.83 | 99 |
| 2023-06-26 | 2023-06-30 | -13.67 | 4 |
| Metric | 5396643:aaveusd:triple_gx:zlema215_105_50 | 5396643:AAVEUSD |
|---|---|---|
| Best Day | 21.2% | 27.94% |
| Worst Day | -19.87% | -24.8% |
| Best Week | 41.82% | 41.82% |
| Worst Week | -14.57% | -40.32% |
| Best Month | 45.28% | 71.18% |
| Worst Month | -11.03% | -49.37% |
| Best Year | 150.54% | 183.76% |
| Worst Year | -13.5% | -78.82% |
| Avg. Up Day | 4.14% | 4.15% |
| Avg. Down Day | -3.45% | -3.78% |
| Avg. Up Week | 11.38% | 13.58% |
| Avg. Down Week | -6.82% | -9.43% |
| Avg. Up Month | 16.84% | 26.07% |
| Avg. Down Month | -6.54% | -23.57% |
| Win Days % | 50.49% | 50.22% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 53.52% | 49.7% |
| Win Quarter % | 63.64% | 53.85% |
| Win Year % | 50.0% | 50.0% |