| Metric | 5396653:aaveusd:triple_gx:zlema225_105_50 | 5396653:AAVEUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 41.83% | 101.01% |
| Max Drawdown | -40.02% | -67.3% |
| Sharpe | 0.68 | 0.96 |
| Sortino | 1.07 | 1.51 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.16 | 1.14 |
| Common Sense Ratio | 1.38 | 1.33 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 1.19 | 1.16 |
| Outlier Win Ratio | 11.66 | 3.04 |
| Outlier Loss Ratio | 3.02 | 2.88 |
| Volatility (ann.) | 63.72% | 101.27% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.65 | 0.88 |
| Skew | 0.99 | 0.56 |
| Kurtosis | 8.84 | 2.56 |
| Expected Daily % | 0.06% | 0.13% |
| Expected Monthly % | 1.86% | 3.74% |
| Expected Yearly % | 19.09% | 41.78% |
| Kelly Criterion | 2.92% | 2.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.37% | -8.45% |
| Expected Shortfall (cVaR) | -5.37% | -8.45% |
| Year | 5396653:AAVEUSD | 5396653:aaveusd:triple_gx:zlema225_105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 88.63 | 0.34 | - |
| 2025 | -43.94 | -24.81 | 0.56 | + |
| Metric | 5396653:aaveusd:triple_gx:zlema225_105_50 | 5396653:AAVEUSD |
|---|---|---|
| MTD | -12.75% | -24.36% |
| 3M | -38.5% | -42.46% |
| 6M | -28.68% | -25.18% |
| YTD | -24.81% | -43.94% |
| 1Y | 40.9% | 5.06% |
| 3Y (ann.) | 26.15% | 59.07% |
| 5Y (ann.) | 26.15% | 59.07% |
| Metric | 5396653:aaveusd:triple_gx:zlema225_105_50 | 5396653:AAVEUSD |
|---|---|---|
| Max Drawdown | -40.02% | -67.3% |
| Longest DD Days | 187.0 | 327.0 |
| Avg. Drawdown | -14.29% | -14.16% |
| Avg. Drawdown Days | 37.0 | 30.0 |
| Recovery Factor | 1.05 | 1.5 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-04 | 2025-11-16 | -40.02 | 135 |
| 2024-08-24 | 2024-12-02 | -31.21 | 100 |
| 2024-07-15 | 2024-08-20 | -26.52 | 36 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2024-12-24 | 2025-06-29 | -20.84 | 187 |
| 2024-07-02 | 2024-07-13 | -20.44 | 11 |
| 2024-12-09 | 2024-12-11 | -7.85 | 2 |
| 2025-06-30 | 2025-07-03 | -6.71 | 3 |
| 2024-12-05 | 2024-12-06 | -3.46 | 1 |
| 2024-08-22 | 2024-08-23 | -3.14 | 1 |
| Metric | 5396653:aaveusd:triple_gx:zlema225_105_50 | 5396653:AAVEUSD |
|---|---|---|
| Best Day | 21.2% | 27.94% |
| Worst Day | -16.6% | -19.11% |
| Best Week | 41.82% | 41.82% |
| Worst Week | -17.48% | -28.38% |
| Best Month | 45.28% | 50.41% |
| Worst Month | -17.48% | -42.22% |
| Best Year | 88.63% | 258.55% |
| Worst Year | -24.81% | -43.94% |
| Avg. Up Day | 4.36% | 4.37% |
| Avg. Down Day | -3.75% | -3.98% |
| Avg. Up Week | 12.73% | 15.33% |
| Avg. Down Week | -7.82% | -8.74% |
| Avg. Up Month | 16.48% | 23.9% |
| Avg. Down Month | -7.76% | -15.22% |
| Win Days % | 47.83% | 49.18% |
| Win Month % | 50.0% | 57.89% |
| Win Week % | 41.86% | 50.62% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |