| Metric | 5398124:aaveusd:triple_gx:zlema215_105_55 | 5398124:AAVEUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 176.63% | 187.5% |
| Max Drawdown | -23.5% | -67.3% |
| Sharpe | 1.78 | 1.47 |
| Sortino | 3.21 | 2.43 |
| Payoff Ratio | 1.27 | 1.17 |
| Profit Factor | 1.46 | 1.23 |
| Common Sense Ratio | 1.9 | 1.53 |
| CPC Index | 0.97 | 0.72 |
| Tail Ratio | 1.3 | 1.24 |
| Outlier Win Ratio | 11.34 | 3.28 |
| Outlier Loss Ratio | 2.87 | 2.72 |
| Volatility (ann.) | 66.84% | 106.08% |
| R^2 | 0.39 | 0.39 |
| Calmar | 7.05 | 2.61 |
| Skew | 1.54 | 0.7 |
| Kurtosis | 7.84 | 2.66 |
| Expected Daily % | 0.27% | 0.28% |
| Expected Monthly % | 8.14% | 8.46% |
| Expected Yearly % | 66.32% | 69.56% |
| Kelly Criterion | 14.56% | 7.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.43% | -8.7% |
| Expected Shortfall (cVaR) | -5.43% | -8.7% |
| Year | 5398124:AAVEUSD | 5398124:aaveusd:triple_gx:zlema215_105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 149.15 | 0.58 | - |
| 2025 | -19.82 | 11.03 | -0.56 | + |
| Metric | 5398124:aaveusd:triple_gx:zlema215_105_55 | 5398124:AAVEUSD |
|---|---|---|
| MTD | -0.43% | 50.41% |
| 3M | 5.46% | 21.27% |
| 6M | 70.89% | 23.42% |
| YTD | 11.03% | -19.82% |
| 1Y | 176.63% | 140.16% |
| 3Y (ann.) | 165.74% | 175.76% |
| 5Y (ann.) | 165.74% | 175.76% |
| Metric | 5398124:aaveusd:triple_gx:zlema215_105_55 | 5398124:AAVEUSD |
|---|---|---|
| Max Drawdown | -23.5% | -67.3% |
| Longest DD Days | 158.0 | 158.0 |
| Avg. Drawdown | -10.49% | -14.16% |
| Avg. Drawdown Days | 22.0 | 20.0 |
| Recovery Factor | 7.52 | 2.79 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2024-11-27 | -23.50 | 95 |
| 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 |
| 2024-12-24 | 2025-05-31 | -20.22 | 158 |
| 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 |
| 2024-08-22 | 2024-08-23 | -3.14 | 1 |
| Metric | 5398124:aaveusd:triple_gx:zlema215_105_55 | 5398124: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 | -6.16% | -42.22% |
| Best Year | 149.15% | 258.55% |
| Worst Year | 11.03% | -19.82% |
| Avg. Up Day | 4.65% | 4.66% |
| Avg. Down Day | -3.66% | -3.99% |
| Avg. Up Week | 14.55% | 17.97% |
| Avg. Down Week | -7.35% | -8.48% |
| Avg. Up Month | 21.24% | 26.46% |
| Avg. Down Month | -2.44% | -42.22% |
| Win Days % | 52.15% | 50.0% |
| Win Month % | 70.0% | 69.23% |
| Win Week % | 53.33% | 52.63% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 50.0% |