| Metric | 5395868:aaveusd:triple_gx:zlema145_75_50 | 5395868:AAVEUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 572.13% | 76.86% |
| Max Drawdown | -44.79% | -79.78% |
| Sharpe | 1.25 | 0.68 |
| Sortino | 2.1 | 1.03 |
| Payoff Ratio | 1.28 | 1.17 |
| Profit Factor | 1.33 | 1.1 |
| Common Sense Ratio | 1.75 | 1.2 |
| CPC Index | 0.84 | 0.65 |
| Tail Ratio | 1.31 | 1.09 |
| Outlier Win Ratio | 13.25 | 3.65 |
| Outlier Loss Ratio | 3.55 | 3.01 |
| Volatility (ann.) | 62.18% | 101.52% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.77 | 0.24 |
| Skew | 1.34 | 0.48 |
| Kurtosis | 11.78 | 3.93 |
| Expected Daily % | 0.16% | 0.05% |
| Expected Monthly % | 4.88% | 1.44% |
| Expected Yearly % | 61.01% | 15.32% |
| Kelly Criterion | 9.48% | 7.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.14% | -8.55% |
| Expected Shortfall (cVaR) | -5.14% | -8.55% |
| Year | 5395868:AAVEUSD | 5395868:aaveusd:triple_gx:zlema145_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.86 | 33.63 | -0.54 | + |
| 2023 | 109.27 | 119.41 | 1.09 | + |
| 2024 | 183.76 | 129.48 | 0.70 | - |
| 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.) | 63.91% | 28.12% |
| 5Y (ann.) | 79.3% | 19.09% |
| Metric | 5395868:aaveusd:triple_gx:zlema145_75_50 | 5395868:AAVEUSD |
|---|---|---|
| Max Drawdown | -44.79% | -79.78% |
| Longest DD Days | 370.0 | 977.0 |
| Avg. Drawdown | -11.8% | -18.78% |
| Avg. Drawdown Days | 37.0 | 98.0 |
| Recovery Factor | 12.77 | 0.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-25 | 2023-06-30 | -44.79 | 370 |
| 2024-08-24 | 2024-12-06 | -31.55 | 104 |
| 2024-12-24 | 2025-05-31 | -30.93 | 158 |
| 2023-11-10 | 2024-03-01 | -23.98 | 112 |
| 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 |
| 2023-07-05 | 2023-10-22 | -16.05 | 109 |
| 2024-04-23 | 2024-06-29 | -13.68 | 67 |
| Metric | 5395868:aaveusd:triple_gx:zlema145_75_50 | 5395868: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 | 46.33% | 71.18% |
| Worst Month | -22.12% | -49.37% |
| Best Year | 129.48% | 183.76% |
| Worst Year | -0.1% | -62.86% |
| Avg. Up Day | 4.23% | 4.23% |
| Avg. Down Day | -3.3% | -3.62% |
| Avg. Up Week | 10.22% | 12.5% |
| Avg. Down Week | -7.5% | -9.18% |
| Avg. Up Month | 14.66% | 27.14% |
| Avg. Down Month | -9.36% | -18.01% |
| Win Days % | 49.18% | 50.34% |
| Win Month % | 67.74% | 52.5% |
| Win Week % | 58.14% | 50.0% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 75.0% | 50.0% |