| Metric | 5395407:aaveusd:triple_gx:zlema100_60_50 | 5395407:AAVEUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 828.99% | 14.21% |
| Max Drawdown | -44.32% | -79.78% |
| Sharpe | 1.18 | 0.53 |
| Sortino | 1.91 | 0.8 |
| Payoff Ratio | 1.26 | 1.14 |
| Profit Factor | 1.27 | 1.08 |
| Common Sense Ratio | 1.54 | 1.16 |
| CPC Index | 0.78 | 0.61 |
| Tail Ratio | 1.21 | 1.07 |
| Outlier Win Ratio | 9.67 | 3.61 |
| Outlier Loss Ratio | 3.62 | 3.15 |
| Volatility (ann.) | 71.31% | 100.13% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.81 | 0.04 |
| Skew | 0.94 | 0.43 |
| Kurtosis | 9.64 | 3.68 |
| Expected Daily % | 0.16% | 0.01% |
| Expected Monthly % | 4.96% | 0.29% |
| Expected Yearly % | 74.58% | 3.38% |
| Kelly Criterion | 7.81% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.91% | -8.47% |
| Expected Shortfall (cVaR) | -5.91% | -8.47% |
| Year | 5395407:AAVEUSD | 5395407:aaveusd:triple_gx:zlema100_60_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -65.69 | 21.98 | -0.33 | + |
| 2023 | 109.27 | 200.39 | 1.83 | + |
| 2024 | 183.76 | 205.03 | 1.12 | + |
| 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.) | 101.33% | 41.66% |
| 5Y (ann.) | 80.08% | 3.57% |
| Metric | 5395407:aaveusd:triple_gx:zlema100_60_50 | 5395407:AAVEUSD |
|---|---|---|
| Max Drawdown | -44.32% | -79.78% |
| Longest DD Days | 154.0 | 977.0 |
| Avg. Drawdown | -11.41% | -25.46% |
| Avg. Drawdown Days | 27.0 | 152.0 |
| Recovery Factor | 18.71 | 0.18 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-02 | 2022-07-07 | -44.32 | 96 |
| 2025-08-24 | 2025-11-16 | -42.28 | 84 |
| 2022-11-06 | 2023-01-17 | -42.10 | 72 |
| 2023-12-29 | 2024-03-06 | -30.00 | 68 |
| 2024-08-24 | 2024-11-07 | -26.29 | 75 |
| 2023-02-04 | 2023-06-25 | -24.51 | 141 |
| 2024-03-15 | 2024-06-29 | -21.56 | 106 |
| 2024-12-17 | 2025-05-20 | -21.53 | 154 |
| 2022-03-01 | 2022-03-17 | -20.75 | 16 |
| 2024-07-02 | 2024-07-13 | -20.44 | 11 |
| Metric | 5395407:aaveusd:triple_gx:zlema100_60_50 | 5395407:AAVEUSD |
|---|---|---|
| Best Day | 27.94% | 32.88% |
| Worst Day | -21.82% | -24.8% |
| Best Week | 37.35% | 50.85% |
| Worst Week | -32.59% | -40.32% |
| Best Month | 48.14% | 71.18% |
| Worst Month | -22.26% | -49.37% |
| Best Year | 205.03% | 183.76% |
| Worst Year | -16.89% | -65.69% |
| Avg. Up Day | 4.25% | 4.27% |
| Avg. Down Day | -3.39% | -3.76% |
| Avg. Up Week | 11.16% | 13.17% |
| Avg. Down Week | -7.12% | -9.21% |
| Avg. Up Month | 16.81% | 26.64% |
| Avg. Down Month | -9.67% | -17.73% |
| Win Days % | 48.67% | 49.93% |
| Win Month % | 66.67% | 47.83% |
| Win Week % | 51.88% | 49.01% |
| Win Quarter % | 87.5% | 50.0% |
| Win Year % | 75.0% | 50.0% |