| Metric | 5395877:aaveusd:triple_gx:zlema150_75_50 | 5395877:AAVEUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 54.88% | 101.01% |
| Max Drawdown | -41.43% | -67.3% |
| Sharpe | 0.77 | 0.96 |
| Sortino | 1.23 | 1.51 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.18 | 1.14 |
| Common Sense Ratio | 1.42 | 1.33 |
| CPC Index | 0.69 | 0.67 |
| Tail Ratio | 1.2 | 1.16 |
| Outlier Win Ratio | 11.86 | 3.06 |
| Outlier Loss Ratio | 3.06 | 2.88 |
| Volatility (ann.) | 63.69% | 101.27% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.81 | 0.88 |
| Skew | 1.07 | 0.56 |
| Kurtosis | 9.18 | 2.56 |
| Expected Daily % | 0.08% | 0.13% |
| Expected Monthly % | 2.33% | 3.74% |
| Expected Yearly % | 24.45% | 41.78% |
| Kelly Criterion | 3.74% | 6.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.35% | -8.45% |
| Expected Shortfall (cVaR) | -5.35% | -8.45% |
| Year | 5395877:AAVEUSD | 5395877:aaveusd:triple_gx:zlema150_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 80.21 | 0.31 | - |
| 2025 | -43.94 | -14.06 | 0.32 | + |
| Metric | 5395877:aaveusd:triple_gx:zlema150_75_50 | 5395877:AAVEUSD |
|---|---|---|
| MTD | -12.75% | -24.36% |
| 3M | -25.85% | -42.46% |
| 6M | -7.56% | -25.18% |
| YTD | -14.06% | -43.94% |
| 1Y | 37.99% | 5.06% |
| 3Y (ann.) | 33.76% | 59.07% |
| 5Y (ann.) | 33.76% | 59.07% |
| Metric | 5395877:aaveusd:triple_gx:zlema150_75_50 | 5395877:AAVEUSD |
|---|---|---|
| Max Drawdown | -41.43% | -67.3% |
| Longest DD Days | 182.0 | 327.0 |
| Avg. Drawdown | -13.43% | -14.16% |
| Avg. Drawdown Days | 33.0 | 30.0 |
| Recovery Factor | 1.32 | 1.5 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-08-24 | 2025-11-16 | -41.43 | 84 |
| 2024-08-24 | 2024-12-06 | -31.55 | 104 |
| 2024-12-24 | 2025-06-24 | -30.93 | 182 |
| 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 |
| 2025-07-04 | 2025-08-22 | -10.62 | 49 |
| 2025-06-30 | 2025-07-03 | -6.71 | 3 |
| 2024-07-15 | 2024-07-27 | -6.14 | 12 |
| 2025-06-25 | 2025-06-29 | -5.20 | 4 |
| Metric | 5395877:aaveusd:triple_gx:zlema150_75_50 | 5395877:AAVEUSD |
|---|---|---|
| Best Day | 21.2% | 27.94% |
| Worst Day | -16.6% | -19.11% |
| Best Week | 27.23% | 41.82% |
| Worst Week | -20.22% | -28.38% |
| Best Month | 25.7% | 50.41% |
| Worst Month | -20.23% | -42.22% |
| Best Year | 80.21% | 258.55% |
| Worst Year | -14.06% | -43.94% |
| Avg. Up Day | 4.63% | 4.64% |
| Avg. Down Day | -3.72% | -3.91% |
| Avg. Up Week | 11.59% | 15.13% |
| Avg. Down Week | -9.07% | -9.98% |
| Avg. Up Month | 14.96% | 29.55% |
| Avg. Down Month | -8.46% | -19.72% |
| Win Days % | 46.61% | 49.18% |
| Win Month % | 53.33% | 57.89% |
| Win Week % | 51.22% | 50.62% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |