| Metric | 5398131:aaveusd:triple_gx:zlema225_105_55 | 5398131:AAVEUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 65.74% | 101.01% |
| Max Drawdown | -48.78% | -67.3% |
| Sharpe | 0.84 | 0.96 |
| Sortino | 1.33 | 1.51 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.2 | 1.14 |
| Common Sense Ratio | 1.42 | 1.33 |
| CPC Index | 0.68 | 0.62 |
| Tail Ratio | 1.19 | 1.16 |
| Outlier Win Ratio | 10.88 | 2.86 |
| Outlier Loss Ratio | 2.98 | 2.88 |
| Volatility (ann.) | 63.71% | 101.27% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.82 | 0.88 |
| Skew | 0.93 | 0.56 |
| Kurtosis | 8.57 | 2.56 |
| Expected Daily % | 0.09% | 0.13% |
| Expected Monthly % | 2.69% | 3.74% |
| Expected Yearly % | 28.74% | 41.78% |
| Kelly Criterion | 4.83% | 2.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.34% | -8.45% |
| Expected Shortfall (cVaR) | -5.34% | -8.45% |
| Year | 5398131:AAVEUSD | 5398131:aaveusd:triple_gx:zlema225_105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 149.15 | 0.58 | - |
| 2025 | -43.94 | -33.48 | 0.76 | + |
| Metric | 5398131:aaveusd:triple_gx:zlema225_105_55 | 5398131:AAVEUSD |
|---|---|---|
| MTD | -13.86% | -24.36% |
| 3M | -37.34% | -42.46% |
| 6M | -40.34% | -25.18% |
| YTD | -33.48% | -43.94% |
| 1Y | 24.67% | 5.06% |
| 3Y (ann.) | 39.92% | 59.07% |
| 5Y (ann.) | 39.92% | 59.07% |
| Metric | 5398131:aaveusd:triple_gx:zlema225_105_55 | 5398131:AAVEUSD |
|---|---|---|
| Max Drawdown | -48.78% | -67.3% |
| Longest DD Days | 327.0 | 327.0 |
| Avg. Drawdown | -12.53% | -14.16% |
| Avg. Drawdown Days | 34.0 | 30.0 |
| Recovery Factor | 1.35 | 1.5 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-24 | 2025-11-16 | -48.78 | 327 |
| 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 |
| 2024-07-15 | 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 | 5398131:aaveusd:triple_gx:zlema225_105_55 | 5398131:AAVEUSD |
|---|---|---|
| Best Day | 21.2% | 27.94% |
| Worst Day | -16.6% | -19.11% |
| Best Week | 41.82% | 41.82% |
| Worst Week | -16.75% | -28.38% |
| Best Month | 45.28% | 50.41% |
| Worst Month | -16.76% | -42.22% |
| Best Year | 149.15% | 258.55% |
| Worst Year | -33.48% | -43.94% |
| Avg. Up Day | 4.39% | 4.4% |
| Avg. Down Day | -3.79% | -4.02% |
| Avg. Up Week | 13.65% | 16.92% |
| Avg. Down Week | -8.15% | -9.3% |
| Avg. Up Month | 21.24% | 26.46% |
| Avg. Down Month | -9.31% | -24.1% |
| Win Days % | 48.9% | 49.18% |
| Win Month % | 50.0% | 57.89% |
| Win Week % | 44.19% | 50.62% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |