| Metric | 5395868:aaveusd:triple_gx:zlema145_75_50 | 5395868:AAVEUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 80.03% | 187.5% |
| Max Drawdown | -31.55% | -67.3% |
| Sharpe | 1.2 | 1.47 |
| Sortino | 2.1 | 2.43 |
| Payoff Ratio | 1.34 | 1.31 |
| Profit Factor | 1.3 | 1.23 |
| Common Sense Ratio | 1.58 | 1.53 |
| CPC Index | 0.81 | 0.81 |
| Tail Ratio | 1.22 | 1.24 |
| Outlier Win Ratio | 11.78 | 3.01 |
| Outlier Loss Ratio | 3.13 | 2.72 |
| Volatility (ann.) | 63.35% | 106.08% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.41 | 2.61 |
| Skew | 1.71 | 0.7 |
| Kurtosis | 9.74 | 2.66 |
| Expected Daily % | 0.15% | 0.28% |
| Expected Monthly % | 4.63% | 8.46% |
| Expected Yearly % | 34.18% | 69.56% |
| Kelly Criterion | 6.56% | 11.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.25% | -8.7% |
| Expected Shortfall (cVaR) | -5.25% | -8.7% |
| Year | 5395868:AAVEUSD | 5395868:aaveusd:triple_gx:zlema145_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 80.21 | 0.31 | - |
| 2025 | -19.82 | -0.10 | 0.01 | + |
| Metric | 5395868:aaveusd:triple_gx:zlema145_75_50 | 5395868:AAVEUSD |
|---|---|---|
| MTD | 7.43% | 50.41% |
| 3M | 8.19% | 21.27% |
| 6M | 31.74% | 23.42% |
| YTD | -0.1% | -19.82% |
| 1Y | 80.03% | 140.16% |
| 3Y (ann.) | 75.9% | 175.76% |
| 5Y (ann.) | 75.9% | 175.76% |
| Metric | 5395868:aaveusd:triple_gx:zlema145_75_50 | 5395868:AAVEUSD |
|---|---|---|
| Max Drawdown | -31.55% | -67.3% |
| Longest DD Days | 158.0 | 158.0 |
| Avg. Drawdown | -12.51% | -14.16% |
| Avg. Drawdown Days | 29.0 | 20.0 |
| Recovery Factor | 2.54 | 2.79 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2024-12-06 | -31.55 | 104 |
| 2024-12-24 | 2025-05-31 | -30.93 | 158 |
| 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 |
| 2024-07-15 | 2024-07-27 | -6.14 | 12 |
| 2024-08-22 | 2024-08-23 | -3.14 | 1 |
| 2024-12-14 | 2024-12-16 | -3.00 | 2 |
| 2024-06-27 | 2024-06-29 | -1.14 | 2 |
| 2024-12-07 | 2024-12-12 | -0.26 | 5 |
| Metric | 5395868:aaveusd:triple_gx:zlema145_75_50 | 5395868:AAVEUSD |
|---|---|---|
| Best Day | 21.2% | 27.94% |
| Worst Day | -9.13% | -19.11% |
| Best Week | 27.23% | 41.82% |
| Worst Week | -16.49% | -28.38% |
| Best Month | 24.47% | 50.41% |
| Worst Month | -9.05% | -42.22% |
| Best Year | 80.21% | 258.55% |
| Worst Year | -0.1% | -19.82% |
| Avg. Up Day | 4.77% | 4.78% |
| Avg. Down Day | -3.56% | -3.65% |
| Avg. Up Week | 10.93% | 15.97% |
| Avg. Down Week | -8.29% | -9.84% |
| Avg. Up Month | 12.04% | 29.62% |
| Avg. Down Month | -4.93% | -29.57% |
| Win Days % | 46.45% | 50.0% |
| Win Month % | 70.0% | 69.23% |
| Win Week % | 56.67% | 52.63% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |