| Metric | 5394641:aaveusd:triple_gx:zlema180_90_45 | 5394641:AAVEUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 314.57% | 108.68% |
| Max Drawdown | -60.77% | -79.78% |
| Sharpe | 0.98 | 0.73 |
| Sortino | 1.54 | 1.11 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.24 | 1.11 |
| Common Sense Ratio | 1.5 | 1.21 |
| CPC Index | 0.72 | 0.62 |
| Tail Ratio | 1.21 | 1.08 |
| Outlier Win Ratio | 11.52 | 3.75 |
| Outlier Loss Ratio | 3.22 | 3.15 |
| Volatility (ann.) | 70.59% | 101.68% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.92 | 0.32 |
| Skew | 0.62 | 0.47 |
| Kurtosis | 10.39 | 3.96 |
| Expected Daily % | 0.12% | 0.06% |
| Expected Monthly % | 3.71% | 1.9% |
| Expected Yearly % | 42.69% | 20.19% |
| Kelly Criterion | 7.28% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.89% | -8.55% |
| Expected Shortfall (cVaR) | -5.89% | -8.55% |
| Year | 5394641:AAVEUSD | 5394641:aaveusd:triple_gx:zlema180_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.17 | -27.66 | 0.49 | + |
| 2023 | 109.27 | 149.04 | 1.36 | + |
| 2024 | 183.76 | 200.61 | 1.09 | + |
| 2025 | -19.82 | -23.46 | 1.18 | - |
| Metric | 5394641:aaveusd:triple_gx:zlema180_90_45 | 5394641:AAVEUSD |
|---|---|---|
| MTD | 2.83% | 50.41% |
| 3M | -17.1% | 21.27% |
| 6M | 17.6% | 23.42% |
| YTD | -23.46% | -19.82% |
| 1Y | 60.39% | 140.16% |
| 3Y (ann.) | 69.63% | 28.12% |
| 5Y (ann.) | 55.6% | 25.7% |
| Metric | 5394641:aaveusd:triple_gx:zlema180_90_45 | 5394641:AAVEUSD |
|---|---|---|
| Max Drawdown | -60.77% | -79.78% |
| Longest DD Days | 568.0 | 977.0 |
| Avg. Drawdown | -12.83% | -19.88% |
| Avg. Drawdown Days | 45.0 | 116.0 |
| Recovery Factor | 5.18 | 1.36 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-02 | 2023-10-22 | -60.77 | 568 |
| 2024-12-24 | 2025-05-31 | -45.43 | 158 |
| 2024-08-24 | 2024-12-02 | -28.34 | 100 |
| 2024-07-15 | 2024-08-20 | -25.42 | 36 |
| 2024-03-15 | 2024-04-22 | -21.56 | 38 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2024-07-02 | 2024-07-13 | -20.44 | 11 |
| 2023-11-10 | 2024-02-19 | -16.12 | 101 |
| 2024-04-23 | 2024-06-25 | -13.68 | 63 |
| 2022-03-19 | 2022-04-01 | -11.69 | 13 |
| Metric | 5394641:aaveusd:triple_gx:zlema180_90_45 | 5394641:AAVEUSD |
|---|---|---|
| Best Day | 23.16% | 32.88% |
| Worst Day | -24.8% | -24.8% |
| Best Week | 41.82% | 50.85% |
| Worst Week | -40.32% | -40.32% |
| Best Month | 45.02% | 74.54% |
| Worst Month | -22.26% | -49.37% |
| Best Year | 200.61% | 183.76% |
| Worst Year | -27.66% | -56.17% |
| Avg. Up Day | 4.35% | 4.35% |
| Avg. Down Day | -3.74% | -3.97% |
| Avg. Up Week | 11.34% | 13.71% |
| Avg. Down Week | -8.63% | -10.43% |
| Avg. Up Month | 16.12% | 34.99% |
| Avg. Down Month | -13.57% | -22.66% |
| Win Days % | 50.19% | 50.47% |
| Win Month % | 70.97% | 51.28% |
| Win Week % | 55.32% | 50.58% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 50.0% | 50.0% |