| Metric | 5394234:aaveusd:triple_gx:zlema135_75_45 | 5394234:AAVEUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 568.42% | 79.63% |
| Max Drawdown | -42.1% | -79.78% |
| Sharpe | 1.22 | 0.68 |
| Sortino | 2.01 | 1.04 |
| Payoff Ratio | 1.27 | 1.1 |
| Profit Factor | 1.3 | 1.11 |
| Common Sense Ratio | 1.71 | 1.21 |
| CPC Index | 0.82 | 0.61 |
| Tail Ratio | 1.31 | 1.09 |
| Outlier Win Ratio | 12.01 | 3.63 |
| Outlier Loss Ratio | 3.5 | 3.06 |
| Volatility (ann.) | 64.62% | 101.64% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.87 | 0.25 |
| Skew | 1.14 | 0.48 |
| Kurtosis | 10.12 | 3.88 |
| Expected Daily % | 0.16% | 0.05% |
| Expected Monthly % | 4.86% | 1.48% |
| Expected Yearly % | 60.79% | 15.77% |
| Kelly Criterion | 9.71% | 5.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.35% | -8.56% |
| Expected Shortfall (cVaR) | -5.35% | -8.56% |
| Year | 5394234:AAVEUSD | 5394234:aaveusd:triple_gx:zlema135_75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.28 | 8.17 | -0.13 | + |
| 2023 | 109.27 | 137.72 | 1.26 | + |
| 2024 | 183.76 | 188.06 | 1.02 | + |
| 2025 | -19.82 | -9.76 | 0.49 | + |
| Metric | 5394234:aaveusd:triple_gx:zlema135_75_45 | 5394234:AAVEUSD |
|---|---|---|
| MTD | 4.33% | 50.41% |
| 3M | -0.85% | 21.27% |
| 6M | 31.44% | 23.42% |
| YTD | -9.76% | -19.82% |
| 1Y | 89.08% | 140.16% |
| 3Y (ann.) | 78.28% | 28.12% |
| 5Y (ann.) | 78.56% | 19.57% |
| Metric | 5394234:aaveusd:triple_gx:zlema135_75_45 | 5394234:AAVEUSD |
|---|---|---|
| Max Drawdown | -42.1% | -79.78% |
| Longest DD Days | 236.0 | 977.0 |
| Avg. Drawdown | -12.2% | -18.02% |
| Avg. Drawdown Days | 33.0 | 91.0 |
| Recovery Factor | 13.5 | 1.0 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-06-30 | -42.10 | 236 |
| 2024-12-24 | 2025-05-31 | -34.79 | 158 |
| 2024-08-24 | 2024-11-27 | -24.65 | 95 |
| 2024-01-12 | 2024-03-01 | -24.14 | 49 |
| 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 |
| 2022-06-25 | 2022-11-04 | -20.84 | 132 |
| 2024-07-02 | 2024-07-13 | -20.44 | 11 |
| 2024-07-15 | 2024-08-19 | -20.37 | 35 |
| Metric | 5394234:aaveusd:triple_gx:zlema135_75_45 | 5394234:AAVEUSD |
|---|---|---|
| Best Day | 23.16% | 32.88% |
| Worst Day | -19.87% | -24.8% |
| Best Week | 44.34% | 50.85% |
| Worst Week | -32.59% | -40.32% |
| Best Month | 37.49% | 71.18% |
| Worst Month | -22.26% | -49.37% |
| Best Year | 188.06% | 183.76% |
| Worst Year | -9.76% | -62.28% |
| Avg. Up Day | 4.22% | 4.23% |
| Avg. Down Day | -3.33% | -3.83% |
| Avg. Up Week | 10.88% | 12.73% |
| Avg. Down Week | -7.57% | -9.67% |
| Avg. Up Month | 15.58% | 30.71% |
| Avg. Down Month | -10.7% | -22.15% |
| Win Days % | 49.53% | 50.29% |
| Win Month % | 74.19% | 52.5% |
| Win Week % | 57.14% | 50.29% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 75.0% | 50.0% |