| Metric | 5396653:aaveusd:triple_gx:zlema225_105_50 | 5396653:AAVEUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 329.55% | -9.72% |
| Max Drawdown | -52.29% | -75.52% |
| Sharpe | 0.95 | 0.46 |
| Sortino | 1.52 | 0.68 |
| Payoff Ratio | 1.17 | 1.09 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 1.49 | 1.13 |
| CPC Index | 0.73 | 0.58 |
| Tail Ratio | 1.2 | 1.05 |
| Outlier Win Ratio | 12.86 | 3.52 |
| Outlier Loss Ratio | 3.27 | 3.11 |
| Volatility (ann.) | 62.98% | 98.03% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.95 | -0.04 |
| Skew | 1.0 | 0.25 |
| Kurtosis | 11.03 | 3.03 |
| Expected Daily % | 0.11% | -0.01% |
| Expected Monthly % | 3.37% | -0.23% |
| Expected Yearly % | 43.96% | -2.52% |
| Kelly Criterion | 6.88% | 3.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.26% | -8.32% |
| Expected Shortfall (cVaR) | -5.26% | -8.32% |
| Year | 5396653:AAVEUSD | 5396653:aaveusd:triple_gx:zlema225_105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.88 | 6.42 | -0.09 | + |
| 2023 | 109.27 | 109.58 | 1.00 | + |
| 2024 | 183.76 | 156.16 | 0.85 | - |
| 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.) | 60.81% | 41.66% |
| 5Y (ann.) | 49.64% | -2.79% |
| Metric | 5396653:aaveusd:triple_gx:zlema225_105_50 | 5396653:AAVEUSD |
|---|---|---|
| Max Drawdown | -52.29% | -75.52% |
| Longest DD Days | 494.0 | 964.0 |
| Avg. Drawdown | -12.84% | -23.16% |
| Avg. Drawdown Days | 46.0 | 163.0 |
| Recovery Factor | 6.3 | -0.13 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-25 | 2023-11-01 | -52.29 | 494 |
| 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 |
| 2024-03-15 | 2024-06-29 | -21.56 | 106 |
| 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 |
| 2023-11-10 | 2024-02-24 | -16.12 | 106 |
| 2022-05-25 | 2022-05-30 | -13.44 | 5 |
| Metric | 5396653:aaveusd:triple_gx:zlema225_105_50 | 5396653:AAVEUSD |
|---|---|---|
| Best Day | 23.16% | 27.94% |
| Worst Day | -19.87% | -24.8% |
| Best Week | 43.23% | 41.82% |
| Worst Week | -32.59% | -40.32% |
| Best Month | 46.33% | 71.18% |
| Worst Month | -31.23% | -49.37% |
| Best Year | 156.16% | 183.76% |
| Worst Year | -24.81% | -72.88% |
| Avg. Up Day | 4.31% | 4.32% |
| Avg. Down Day | -3.67% | -3.98% |
| Avg. Up Week | 11.07% | 13.05% |
| Avg. Down Week | -8.49% | -9.42% |
| Avg. Up Month | 15.91% | 28.23% |
| Avg. Down Month | -9.31% | -16.47% |
| Win Days % | 49.71% | 49.96% |
| Win Month % | 60.61% | 47.73% |
| Win Week % | 53.68% | 49.22% |
| Win Quarter % | 66.67% | 46.67% |
| Win Year % | 75.0% | 50.0% |