| Metric | 5394204:aaveusd:triple_gx:zlema100_75_45 | 5394204:AAVEUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 913.55% | 14.21% |
| Max Drawdown | -46.4% | -79.78% |
| Sharpe | 1.23 | 0.53 |
| Sortino | 2.04 | 0.8 |
| Payoff Ratio | 1.28 | 1.13 |
| Profit Factor | 1.29 | 1.08 |
| Common Sense Ratio | 1.6 | 1.16 |
| CPC Index | 0.81 | 0.61 |
| Tail Ratio | 1.24 | 1.07 |
| Outlier Win Ratio | 10.34 | 3.57 |
| Outlier Loss Ratio | 3.51 | 3.08 |
| Volatility (ann.) | 68.19% | 100.13% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.82 | 0.04 |
| Skew | 1.16 | 0.43 |
| Kurtosis | 10.05 | 3.68 |
| Expected Daily % | 0.17% | 0.01% |
| Expected Monthly % | 5.16% | 0.29% |
| Expected Yearly % | 78.43% | 3.38% |
| Kelly Criterion | 9.5% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.64% | -8.47% |
| Expected Shortfall (cVaR) | -5.64% | -8.47% |
| Year | 5394204:AAVEUSD | 5394204:aaveusd:triple_gx:zlema100_75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.69 | -4.56 | 0.07 | + |
| 2023 | 109.27 | 236.03 | 2.16 | + |
| 2024 | 183.76 | 183.25 | 1.00 | - |
| 2025 | -43.94 | 11.57 | -0.26 | + |
| Metric | 5394204:aaveusd:triple_gx:zlema100_75_45 | 5394204:AAVEUSD |
|---|---|---|
| MTD | -2.59% | -24.36% |
| 3M | -22.8% | -42.46% |
| 6M | 8.83% | -25.18% |
| YTD | 11.57% | -43.94% |
| 1Y | 97.87% | 5.06% |
| 3Y (ann.) | 124.9% | 41.66% |
| 5Y (ann.) | 84.27% | 3.57% |
| Metric | 5394204:aaveusd:triple_gx:zlema100_75_45 | 5394204:AAVEUSD |
|---|---|---|
| Max Drawdown | -46.4% | -79.78% |
| Longest DD Days | 206.0 | 977.0 |
| Avg. Drawdown | -12.22% | -25.46% |
| Avg. Drawdown Days | 29.0 | 152.0 |
| Recovery Factor | 19.69 | 0.18 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-25 | 2023-01-17 | -46.40 | 206 |
| 2025-08-24 | 2025-11-16 | -39.79 | 84 |
| 2024-04-23 | 2024-08-20 | -31.78 | 119 |
| 2024-12-24 | 2025-06-23 | -30.54 | 181 |
| 2023-12-29 | 2024-03-06 | -30.00 | 68 |
| 2022-04-05 | 2022-05-24 | -22.87 | 49 |
| 2024-03-15 | 2024-04-20 | -21.56 | 36 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2024-08-24 | 2024-11-06 | -20.01 | 74 |
| 2023-06-07 | 2023-06-25 | -19.97 | 18 |
| Metric | 5394204:aaveusd:triple_gx:zlema100_75_45 | 5394204:AAVEUSD |
|---|---|---|
| Best Day | 27.94% | 32.88% |
| Worst Day | -19.87% | -24.8% |
| Best Week | 44.34% | 50.85% |
| Worst Week | -32.59% | -40.32% |
| Best Month | 56.11% | 71.18% |
| Worst Month | -22.26% | -49.37% |
| Best Year | 236.03% | 183.76% |
| Worst Year | -4.56% | -65.69% |
| Avg. Up Day | 4.25% | 4.26% |
| Avg. Down Day | -3.32% | -3.77% |
| Avg. Up Week | 11.08% | 12.27% |
| Avg. Down Week | -7.06% | -8.93% |
| Avg. Up Month | 18.2% | 26.64% |
| Avg. Down Month | -9.25% | -17.98% |
| Win Days % | 49.18% | 49.93% |
| Win Month % | 67.5% | 47.83% |
| Win Week % | 54.24% | 49.01% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |