| Metric | 5394756:aaveusd:triple_gx:zlema180_95_45 | 5394756:AAVEUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 84.8% | 187.5% |
| Max Drawdown | -38.73% | -67.3% |
| Sharpe | 1.2 | 1.47 |
| Sortino | 2.09 | 2.43 |
| Payoff Ratio | 1.26 | 1.21 |
| Profit Factor | 1.29 | 1.23 |
| Common Sense Ratio | 1.65 | 1.53 |
| CPC Index | 0.8 | 0.75 |
| Tail Ratio | 1.28 | 1.24 |
| Outlier Win Ratio | 11.88 | 3.28 |
| Outlier Loss Ratio | 2.92 | 2.75 |
| Volatility (ann.) | 66.76% | 106.08% |
| R^2 | 0.39 | 0.39 |
| Calmar | 2.08 | 2.61 |
| Skew | 1.53 | 0.7 |
| Kurtosis | 8.09 | 2.66 |
| Expected Daily % | 0.16% | 0.28% |
| Expected Monthly % | 4.84% | 8.46% |
| Expected Yearly % | 35.94% | 69.56% |
| Kelly Criterion | 8.23% | 8.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.53% | -8.7% |
| Expected Shortfall (cVaR) | -5.53% | -8.7% |
| Year | 5394756:AAVEUSD | 5394756:aaveusd:triple_gx:zlema180_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 125.95 | 0.49 | - |
| 2025 | -19.82 | -18.21 | 0.92 | + |
| Metric | 5394756:aaveusd:triple_gx:zlema180_95_45 | 5394756:AAVEUSD |
|---|---|---|
| MTD | 2.83% | 50.41% |
| 3M | -11.42% | 21.27% |
| 6M | 25.66% | 23.42% |
| YTD | -18.21% | -19.82% |
| 1Y | 84.8% | 140.16% |
| 3Y (ann.) | 80.37% | 175.76% |
| 5Y (ann.) | 80.37% | 175.76% |
| Metric | 5394756:aaveusd:triple_gx:zlema180_95_45 | 5394756:AAVEUSD |
|---|---|---|
| Max Drawdown | -38.73% | -67.3% |
| Longest DD Days | 158.0 | 158.0 |
| Avg. Drawdown | -12.89% | -14.16% |
| Avg. Drawdown Days | 27.0 | 20.0 |
| Recovery Factor | 2.19 | 2.79 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-24 | 2025-05-31 | -38.73 | 158 |
| 2024-08-24 | 2024-12-02 | -28.34 | 100 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2024-07-02 | 2024-07-13 | -20.44 | 11 |
| 2024-07-15 | 2024-08-19 | -19.58 | 35 |
| 2024-12-09 | 2024-12-11 | -7.85 | 2 |
| 2024-06-20 | 2024-06-25 | -7.57 | 5 |
| 2024-12-05 | 2024-12-06 | -3.46 | 1 |
| 2024-08-22 | 2024-08-23 | -3.14 | 1 |
| 2024-12-14 | 2024-12-16 | -3.00 | 2 |
| Metric | 5394756:aaveusd:triple_gx:zlema180_95_45 | 5394756:AAVEUSD |
|---|---|---|
| Best Day | 21.2% | 27.94% |
| Worst Day | -9.13% | -19.11% |
| Best Week | 41.82% | 41.82% |
| Worst Week | -16.49% | -28.38% |
| Best Month | 45.02% | 50.41% |
| Worst Month | -13.87% | -42.22% |
| Best Year | 125.95% | 258.55% |
| Worst Year | -18.21% | -19.82% |
| Avg. Up Day | 4.7% | 4.71% |
| Avg. Down Day | -3.72% | -3.87% |
| Avg. Up Week | 15.74% | 18.61% |
| Avg. Down Week | -7.84% | -8.33% |
| Avg. Up Month | 16.61% | 34.96% |
| Avg. Down Month | -10.77% | -29.57% |
| Win Days % | 48.77% | 50.0% |
| Win Month % | 66.67% | 69.23% |
| Win Week % | 43.33% | 52.63% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |