| Metric | 5395857:aaveusd:triple_gx:zlema130_75_50 | 5395857:AAVEUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 754.04% | 61.48% |
| Max Drawdown | -42.1% | -79.78% |
| Sharpe | 1.34 | 0.65 |
| Sortino | 2.25 | 0.99 |
| Payoff Ratio | 1.31 | 1.16 |
| Profit Factor | 1.35 | 1.1 |
| Common Sense Ratio | 1.81 | 1.2 |
| CPC Index | 0.87 | 0.64 |
| Tail Ratio | 1.35 | 1.09 |
| Outlier Win Ratio | 12.25 | 3.64 |
| Outlier Loss Ratio | 3.59 | 3.05 |
| Volatility (ann.) | 63.62% | 101.61% |
| R^2 | 0.39 | 0.39 |
| Calmar | 2.19 | 0.2 |
| Skew | 1.23 | 0.48 |
| Kurtosis | 10.7 | 3.88 |
| Expected Daily % | 0.18% | 0.04% |
| Expected Monthly % | 5.51% | 1.21% |
| Expected Yearly % | 70.95% | 12.73% |
| Kelly Criterion | 11.06% | 7.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.24% | -8.57% |
| Expected Shortfall (cVaR) | -5.24% | -8.57% |
| Year | 5395857:AAVEUSD | 5395857:aaveusd:triple_gx:zlema130_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.09 | 40.94 | -0.62 | + |
| 2023 | 109.27 | 145.06 | 1.33 | + |
| 2024 | 183.76 | 155.30 | 0.85 | - |
| 2025 | -19.82 | -3.14 | 0.16 | + |
| Metric | 5395857:aaveusd:triple_gx:zlema130_75_50 | 5395857:AAVEUSD |
|---|---|---|
| MTD | 4.33% | 50.41% |
| 3M | 4.9% | 21.27% |
| 6M | 27.73% | 23.42% |
| YTD | -3.14% | -19.82% |
| 1Y | 88.69% | 140.16% |
| 3Y (ann.) | 81.57% | 28.12% |
| 5Y (ann.) | 92.11% | 15.71% |
| Metric | 5395857:aaveusd:triple_gx:zlema130_75_50 | 5395857:AAVEUSD |
|---|---|---|
| Max Drawdown | -42.1% | -79.78% |
| Longest DD Days | 231.0 | 977.0 |
| Avg. Drawdown | -11.57% | -20.29% |
| Avg. Drawdown Days | 31.0 | 107.0 |
| Recovery Factor | 17.91 | 0.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-06-25 | -42.10 | 231 |
| 2024-12-24 | 2025-05-31 | -30.93 | 158 |
| 2024-08-24 | 2024-12-04 | -29.75 | 102 |
| 2024-01-12 | 2024-03-01 | -24.14 | 49 |
| 2024-03-15 | 2024-04-20 | -21.56 | 36 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2024-07-02 | 2024-07-13 | -20.44 | 11 |
| 2024-07-28 | 2024-08-19 | -19.54 | 22 |
| 2023-11-10 | 2024-01-10 | -16.12 | 61 |
| 2023-07-05 | 2023-10-22 | -16.05 | 109 |
| Metric | 5395857:aaveusd:triple_gx:zlema130_75_50 | 5395857:AAVEUSD |
|---|---|---|
| Best Day | 23.16% | 32.88% |
| Worst Day | -19.87% | -24.8% |
| Best Week | 43.23% | 50.85% |
| Worst Week | -32.59% | -40.32% |
| Best Month | 36.75% | 71.18% |
| Worst Month | -22.12% | -49.37% |
| Best Year | 155.3% | 183.76% |
| Worst Year | -3.14% | -66.09% |
| Avg. Up Day | 4.22% | 4.23% |
| Avg. Down Day | -3.23% | -3.65% |
| Avg. Up Week | 10.71% | 12.12% |
| Avg. Down Week | -6.62% | -8.72% |
| Avg. Up Month | 13.46% | 26.16% |
| Avg. Down Month | -11.0% | -21.9% |
| Win Days % | 49.62% | 50.25% |
| Win Month % | 77.42% | 50.0% |
| Win Week % | 55.32% | 49.43% |
| Win Quarter % | 84.62% | 57.14% |
| Win Year % | 75.0% | 50.0% |