| Metric | 5394756:aaveusd:triple_gx:zlema180_95_45 | 5394756:AAVEUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 583.15% | 108.68% |
| Max Drawdown | -42.1% | -79.78% |
| Sharpe | 1.21 | 0.73 |
| Sortino | 1.97 | 1.11 |
| Payoff Ratio | 1.2 | 1.09 |
| Profit Factor | 1.3 | 1.11 |
| Common Sense Ratio | 1.65 | 1.21 |
| CPC Index | 0.79 | 0.61 |
| Tail Ratio | 1.27 | 1.08 |
| Outlier Win Ratio | 11.64 | 3.75 |
| Outlier Loss Ratio | 3.3 | 3.13 |
| Volatility (ann.) | 68.79% | 101.68% |
| R^2 | 0.46 | 0.46 |
| Calmar | 1.94 | 0.32 |
| Skew | 0.94 | 0.47 |
| Kurtosis | 9.78 | 3.96 |
| Expected Daily % | 0.16% | 0.06% |
| Expected Monthly % | 5.05% | 1.9% |
| Expected Yearly % | 61.67% | 20.19% |
| Kelly Criterion | 9.45% | 5.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.69% | -8.55% |
| Expected Shortfall (cVaR) | -5.69% | -8.55% |
| Year | 5394756:AAVEUSD | 5394756:aaveusd:triple_gx:zlema180_95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.17 | 6.54 | -0.12 | + |
| 2023 | 109.27 | 136.39 | 1.25 | + |
| 2024 | 183.76 | 231.65 | 1.26 | + |
| 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.) | 75.14% | 28.12% |
| 5Y (ann.) | 81.74% | 25.7% |
| Metric | 5394756:aaveusd:triple_gx:zlema180_95_45 | 5394756:AAVEUSD |
|---|---|---|
| Max Drawdown | -42.1% | -79.78% |
| Longest DD Days | 239.0 | 977.0 |
| Avg. Drawdown | -12.25% | -19.88% |
| Avg. Drawdown Days | 35.0 | 116.0 |
| Recovery Factor | 13.85 | 1.36 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-07-03 | -42.10 | 239 |
| 2022-04-02 | 2022-06-21 | -41.43 | 80 |
| 2024-12-24 | 2025-05-31 | -38.73 | 158 |
| 2024-08-24 | 2024-12-02 | -28.34 | 100 |
| 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 | -19.58 | 35 |
| 2023-11-10 | 2024-02-19 | -16.12 | 101 |
| Metric | 5394756:aaveusd:triple_gx:zlema180_95_45 | 5394756:AAVEUSD |
|---|---|---|
| Best Day | 23.16% | 32.88% |
| Worst Day | -21.82% | -24.8% |
| Best Week | 41.82% | 50.85% |
| Worst Week | -32.59% | -40.32% |
| Best Month | 45.02% | 74.54% |
| Worst Month | -22.12% | -49.37% |
| Best Year | 231.65% | 183.76% |
| Worst Year | -18.21% | -56.17% |
| Avg. Up Day | 4.35% | 4.35% |
| Avg. Down Day | -3.63% | -3.99% |
| Avg. Up Week | 11.76% | 14.14% |
| Avg. Down Week | -8.44% | -10.19% |
| Avg. Up Month | 15.42% | 33.45% |
| Avg. Down Month | -8.54% | -24.17% |
| Win Days % | 50.67% | 50.47% |
| Win Month % | 71.88% | 51.28% |
| Win Week % | 56.04% | 50.58% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 75.0% | 50.0% |