| Metric | 5398131:aaveusd:triple_gx:zlema225_105_55 | 5398131:AAVEUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 501.57% | -9.72% |
| Max Drawdown | -48.78% | -75.52% |
| Sharpe | 1.1 | 0.46 |
| Sortino | 1.78 | 0.68 |
| Payoff Ratio | 1.18 | 1.1 |
| Profit Factor | 1.28 | 1.07 |
| Common Sense Ratio | 1.6 | 1.13 |
| CPC Index | 0.77 | 0.59 |
| Tail Ratio | 1.25 | 1.05 |
| Outlier Win Ratio | 12.38 | 3.47 |
| Outlier Loss Ratio | 3.27 | 3.1 |
| Volatility (ann.) | 62.82% | 98.03% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.32 | -0.04 |
| Skew | 0.99 | 0.25 |
| Kurtosis | 10.92 | 3.03 |
| Expected Daily % | 0.14% | -0.01% |
| Expected Monthly % | 4.16% | -0.23% |
| Expected Yearly % | 56.61% | -2.52% |
| Kelly Criterion | 8.84% | 4.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.22% | -8.32% |
| Expected Shortfall (cVaR) | -5.22% | -8.32% |
| Year | 5398131:AAVEUSD | 5398131:aaveusd:triple_gx:zlema225_105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.88 | 20.36 | -0.28 | + |
| 2023 | 109.27 | 114.19 | 1.05 | + |
| 2024 | 183.76 | 250.78 | 1.36 | + |
| 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.) | 74.14% | 41.66% |
| 5Y (ann.) | 64.24% | -2.79% |
| Metric | 5398131:aaveusd:triple_gx:zlema225_105_55 | 5398131:AAVEUSD |
|---|---|---|
| Max Drawdown | -48.78% | -75.52% |
| Longest DD Days | 365.0 | 964.0 |
| Avg. Drawdown | -10.99% | -23.16% |
| Avg. Drawdown Days | 35.0 | 163.0 |
| Recovery Factor | 10.28 | -0.13 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-24 | 2025-11-16 | -48.78 | 327 |
| 2022-06-25 | 2023-06-25 | -40.77 | 365 |
| 2024-08-24 | 2024-11-27 | -23.50 | 95 |
| 2024-08-02 | 2024-08-19 | -21.90 | 17 |
| 2024-04-23 | 2024-07-14 | -21.73 | 82 |
| 2024-03-15 | 2024-04-20 | -21.56 | 36 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2023-07-15 | 2023-10-23 | -17.44 | 100 |
| 2023-11-10 | 2024-02-24 | -16.12 | 106 |
| 2024-07-15 | 2024-07-29 | -13.94 | 14 |
| Metric | 5398131:aaveusd:triple_gx:zlema225_105_55 | 5398131:AAVEUSD |
|---|---|---|
| Best Day | 23.16% | 27.94% |
| Worst Day | -19.87% | -24.8% |
| Best Week | 41.82% | 41.82% |
| Worst Week | -26.16% | -40.32% |
| Best Month | 46.33% | 71.18% |
| Worst Month | -24.53% | -49.37% |
| Best Year | 250.78% | 183.76% |
| Worst Year | -33.48% | -72.88% |
| Avg. Up Day | 4.27% | 4.28% |
| Avg. Down Day | -3.61% | -3.89% |
| Avg. Up Week | 11.75% | 13.5% |
| Avg. Down Week | -7.71% | -9.9% |
| Avg. Up Month | 18.27% | 26.07% |
| Avg. Down Month | -8.42% | -18.74% |
| Win Days % | 50.57% | 49.96% |
| Win Month % | 62.5% | 47.73% |
| Win Week % | 52.13% | 49.22% |
| Win Quarter % | 71.43% | 46.67% |
| Win Year % | 75.0% | 50.0% |