| Metric | 5396756:aaveusd:triple_gx:zlema225_110_50 | 5396756:AAVEUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 97.57% | 101.01% |
| Max Drawdown | -40.46% | -67.3% |
| Sharpe | 1.01 | 0.96 |
| Sortino | 1.65 | 1.51 |
| Payoff Ratio | 1.22 | 1.14 |
| Profit Factor | 1.24 | 1.14 |
| Common Sense Ratio | 1.52 | 1.33 |
| CPC Index | 0.73 | 0.64 |
| Tail Ratio | 1.22 | 1.16 |
| Outlier Win Ratio | 11.7 | 3.24 |
| Outlier Loss Ratio | 3.06 | 2.88 |
| Volatility (ann.) | 65.14% | 101.27% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.42 | 0.88 |
| Skew | 1.04 | 0.56 |
| Kurtosis | 8.34 | 2.56 |
| Expected Daily % | 0.12% | 0.13% |
| Expected Monthly % | 3.65% | 3.74% |
| Expected Yearly % | 40.56% | 41.78% |
| Kelly Criterion | 6.11% | 4.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.43% | -8.45% |
| Expected Shortfall (cVaR) | -5.43% | -8.45% |
| Year | 5396756:AAVEUSD | 5396756:aaveusd:triple_gx:zlema225_110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 167.07 | 0.65 | - |
| 2025 | -43.94 | -26.02 | 0.59 | + |
| Metric | 5396756:aaveusd:triple_gx:zlema225_110_50 | 5396756:AAVEUSD |
|---|---|---|
| MTD | -12.75% | -24.36% |
| 3M | -38.5% | -42.46% |
| 6M | -24.95% | -25.18% |
| YTD | -26.02% | -43.94% |
| 1Y | 38.63% | 5.06% |
| 3Y (ann.) | 57.25% | 59.07% |
| 5Y (ann.) | 57.25% | 59.07% |
| Metric | 5396756:aaveusd:triple_gx:zlema225_110_50 | 5396756:AAVEUSD |
|---|---|---|
| Max Drawdown | -40.46% | -67.3% |
| Longest DD Days | 327.0 | 327.0 |
| Avg. Drawdown | -11.25% | -14.16% |
| Avg. Drawdown Days | 30.0 | 30.0 |
| Recovery Factor | 2.41 | 1.5 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-24 | 2025-11-16 | -40.46 | 327 |
| 2024-08-02 | 2024-08-19 | -21.90 | 17 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2024-07-02 | 2024-07-13 | -20.44 | 11 |
| 2024-11-10 | 2024-11-27 | -19.81 | 17 |
| 2024-08-24 | 2024-11-09 | -16.34 | 77 |
| 2024-07-15 | 2024-07-29 | -13.94 | 14 |
| 2024-12-09 | 2024-12-11 | -7.85 | 2 |
| 2024-11-28 | 2024-11-30 | -5.59 | 2 |
| 2024-12-05 | 2024-12-06 | -3.46 | 1 |
| Metric | 5396756:aaveusd:triple_gx:zlema225_110_50 | 5396756: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 | 167.07% | 258.55% |
| Worst Year | -26.02% | -43.94% |
| Avg. Up Day | 4.5% | 4.52% |
| Avg. Down Day | -3.71% | -3.97% |
| Avg. Up Week | 12.33% | 15.12% |
| Avg. Down Week | -8.23% | -9.04% |
| Avg. Up Month | 17.6% | 23.45% |
| Avg. Down Month | -8.74% | -22.67% |
| Win Days % | 48.5% | 49.18% |
| Win Month % | 56.25% | 57.89% |
| Win Week % | 48.84% | 50.62% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |