| Metric | 5395877:aaveusd:triple_gx:zlema150_75_50 | 5395877:AAVEUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 176.18% | 31.29% |
| Max Drawdown | -42.1% | -79.78% |
| Sharpe | 0.76 | 0.57 |
| Sortino | 1.2 | 0.86 |
| Payoff Ratio | 1.19 | 1.11 |
| Profit Factor | 1.2 | 1.09 |
| Common Sense Ratio | 1.39 | 1.16 |
| CPC Index | 0.69 | 0.6 |
| Tail Ratio | 1.16 | 1.07 |
| Outlier Win Ratio | 14.09 | 3.23 |
| Outlier Loss Ratio | 3.42 | 2.99 |
| Volatility (ann.) | 57.44% | 100.12% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.75 | 0.1 |
| Skew | 0.99 | 0.43 |
| Kurtosis | 13.01 | 3.75 |
| Expected Daily % | 0.08% | 0.02% |
| Expected Monthly % | 2.23% | 0.59% |
| Expected Yearly % | 28.91% | 7.04% |
| Kelly Criterion | 4.97% | 5.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.83% | -8.46% |
| Expected Shortfall (cVaR) | -4.83% | -8.46% |
| Year | 5395877:AAVEUSD | 5395877:aaveusd:triple_gx:zlema150_75_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.56 | -30.88 | 0.51 | + |
| 2023 | 109.27 | 94.42 | 0.86 | - |
| 2024 | 183.76 | 139.15 | 0.76 | - |
| 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.) | 62.78% | 41.66% |
| 5Y (ann.) | 31.4% | 7.59% |
| Metric | 5395877:aaveusd:triple_gx:zlema150_75_50 | 5395877:AAVEUSD |
|---|---|---|
| Max Drawdown | -42.1% | -79.78% |
| Longest DD Days | 240.0 | 977.0 |
| Avg. Drawdown | -12.83% | -19.96% |
| Avg. Drawdown Days | 38.0 | 122.0 |
| Recovery Factor | 4.19 | 0.39 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-07-04 | -42.10 | 240 |
| 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 |
| 2024-03-15 | 2024-04-20 | -21.56 | 36 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2023-11-10 | 2024-02-29 | -20.78 | 111 |
| 2024-07-02 | 2024-07-13 | -20.44 | 11 |
| 2024-07-28 | 2024-08-19 | -19.54 | 22 |
| 2023-07-05 | 2023-10-01 | -15.48 | 88 |
| Metric | 5395877:aaveusd:triple_gx:zlema150_75_50 | 5395877:AAVEUSD |
|---|---|---|
| Best Day | 21.2% | 32.88% |
| Worst Day | -19.87% | -24.8% |
| Best Week | 27.23% | 50.85% |
| Worst Week | -32.59% | -40.32% |
| Best Month | 33.65% | 71.18% |
| Worst Month | -31.23% | -49.37% |
| Best Year | 139.15% | 183.76% |
| Worst Year | -30.88% | -60.56% |
| Avg. Up Day | 4.05% | 4.05% |
| Avg. Down Day | -3.4% | -3.65% |
| Avg. Up Week | 9.68% | 12.58% |
| Avg. Down Week | -7.82% | -9.17% |
| Avg. Up Month | 16.71% | 24.94% |
| Avg. Down Month | -11.16% | -17.31% |
| Win Days % | 48.4% | 50.04% |
| Win Month % | 61.29% | 50.0% |
| Win Week % | 52.81% | 49.49% |
| Win Quarter % | 61.54% | 50.0% |
| Win Year % | 50.0% | 50.0% |