| Metric | 5395407:aaveusd:triple_gx:zlema100_60_50 | 5395407:AAVEUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 123.3% | 101.01% |
| Max Drawdown | -42.28% | -67.3% |
| Sharpe | 1.12 | 0.96 |
| Sortino | 1.9 | 1.51 |
| Payoff Ratio | 1.42 | 1.24 |
| Profit Factor | 1.28 | 1.14 |
| Common Sense Ratio | 1.59 | 1.33 |
| CPC Index | 0.82 | 0.7 |
| Tail Ratio | 1.24 | 1.16 |
| Outlier Win Ratio | 10.49 | 3.1 |
| Outlier Loss Ratio | 3.46 | 2.88 |
| Volatility (ann.) | 67.38% | 101.27% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.67 | 0.88 |
| Skew | 1.69 | 0.56 |
| Kurtosis | 13.4 | 2.56 |
| Expected Daily % | 0.15% | 0.13% |
| Expected Monthly % | 4.32% | 3.74% |
| Expected Yearly % | 49.43% | 41.78% |
| Kelly Criterion | 6.88% | 8.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.59% | -8.45% |
| Expected Shortfall (cVaR) | -5.59% | -8.45% |
| Year | 5395407:AAVEUSD | 5395407:aaveusd:triple_gx:zlema100_60_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 168.66 | 0.65 | - |
| 2025 | -43.94 | -16.89 | 0.38 | + |
| Metric | 5395407:aaveusd:triple_gx:zlema100_60_50 | 5395407:AAVEUSD |
|---|---|---|
| MTD | -12.75% | -24.36% |
| 3M | -28.01% | -42.46% |
| 6M | -21.73% | -25.18% |
| YTD | -16.89% | -43.94% |
| 1Y | 32.32% | 5.06% |
| 3Y (ann.) | 70.59% | 59.07% |
| 5Y (ann.) | 70.59% | 59.07% |
| Metric | 5395407:aaveusd:triple_gx:zlema100_60_50 | 5395407:AAVEUSD |
|---|---|---|
| Max Drawdown | -42.28% | -67.3% |
| Longest DD Days | 154.0 | 327.0 |
| Avg. Drawdown | -9.63% | -14.16% |
| Avg. Drawdown Days | 22.0 | 30.0 |
| Recovery Factor | 2.92 | 1.5 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-24 | 2025-11-16 | -42.28 | 84 |
| 2024-08-24 | 2024-11-07 | -26.29 | 75 |
| 2024-12-17 | 2025-05-20 | -21.53 | 154 |
| 2024-07-02 | 2024-07-13 | -20.44 | 11 |
| 2024-11-10 | 2024-11-27 | -19.81 | 17 |
| 2025-05-28 | 2025-08-13 | -15.30 | 77 |
| 2024-08-03 | 2024-08-14 | -13.76 | 11 |
| 2025-08-14 | 2025-08-22 | -12.60 | 8 |
| 2024-06-06 | 2024-06-24 | -11.36 | 18 |
| 2024-11-28 | 2024-11-30 | -5.59 | 2 |
| Metric | 5395407:aaveusd:triple_gx:zlema100_60_50 | 5395407:AAVEUSD |
|---|---|---|
| Best Day | 27.94% | 27.94% |
| Worst Day | -16.6% | -19.11% |
| Best Week | 28.78% | 41.82% |
| Worst Week | -21.45% | -28.38% |
| Best Month | 47.7% | 50.41% |
| Worst Month | -21.6% | -42.22% |
| Best Year | 168.66% | 258.55% |
| Worst Year | -16.89% | -43.94% |
| Avg. Up Day | 4.63% | 4.65% |
| Avg. Down Day | -3.27% | -3.76% |
| Avg. Up Week | 12.89% | 15.16% |
| Avg. Down Week | -8.16% | -9.4% |
| Avg. Up Month | 15.36% | 26.23% |
| Avg. Down Month | -8.03% | -15.93% |
| Win Days % | 45.38% | 49.18% |
| Win Month % | 64.71% | 57.89% |
| Win Week % | 48.98% | 50.62% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 50.0% | 50.0% |