| Metric | 5396063:aaveusd:triple_gx:zlema225_80_50 | 5396063:AAVEUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 160.52% | 187.5% |
| Max Drawdown | -25.86% | -67.3% |
| Sharpe | 1.73 | 1.47 |
| Sortino | 3.15 | 2.43 |
| Payoff Ratio | 1.32 | 1.18 |
| Profit Factor | 1.47 | 1.23 |
| Common Sense Ratio | 1.88 | 1.53 |
| CPC Index | 0.98 | 0.73 |
| Tail Ratio | 1.28 | 1.24 |
| Outlier Win Ratio | 12.44 | 3.28 |
| Outlier Loss Ratio | 2.97 | 2.72 |
| Volatility (ann.) | 64.54% | 106.08% |
| R^2 | 0.37 | 0.37 |
| Calmar | 5.83 | 2.61 |
| Skew | 1.71 | 0.7 |
| Kurtosis | 9.18 | 2.66 |
| Expected Daily % | 0.25% | 0.28% |
| Expected Monthly % | 7.64% | 8.46% |
| Expected Yearly % | 61.41% | 69.56% |
| Kelly Criterion | 13.3% | 7.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.25% | -8.7% |
| Expected Shortfall (cVaR) | -5.25% | -8.7% |
| Year | 5396063:AAVEUSD | 5396063:aaveusd:triple_gx:zlema225_80_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 170.76 | 0.66 | - |
| 2025 | -19.82 | -3.78 | 0.19 | + |
| Metric | 5396063:aaveusd:triple_gx:zlema225_80_50 | 5396063:AAVEUSD |
|---|---|---|
| MTD | -0.55% | 50.41% |
| 3M | -4.86% | 21.27% |
| 6M | 66.74% | 23.42% |
| YTD | -3.78% | -19.82% |
| 1Y | 160.52% | 140.16% |
| 3Y (ann.) | 150.85% | 175.76% |
| 5Y (ann.) | 150.85% | 175.76% |
| Metric | 5396063:aaveusd:triple_gx:zlema225_80_50 | 5396063:AAVEUSD |
|---|---|---|
| Max Drawdown | -25.86% | -67.3% |
| Longest DD Days | 158.0 | 158.0 |
| Avg. Drawdown | -10.0% | -14.16% |
| Avg. Drawdown Days | 24.0 | 20.0 |
| Recovery Factor | 6.21 | 2.79 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2024-11-30 | -25.86 | 98 |
| 2024-12-24 | 2025-05-31 | -24.35 | 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 | 2024-07-26 | -6.14 | 11 |
| 2024-12-05 | 2024-12-06 | -3.46 | 1 |
| 2024-08-22 | 2024-08-23 | -3.14 | 1 |
| 2024-12-14 | 2024-12-16 | -3.00 | 2 |
| 2024-12-01 | 2024-12-02 | -1.32 | 1 |
| Metric | 5396063:aaveusd:triple_gx:zlema225_80_50 | 5396063:AAVEUSD |
|---|---|---|
| Best Day | 21.2% | 27.94% |
| Worst Day | -9.13% | -19.11% |
| Best Week | 44.41% | 41.82% |
| Worst Week | -14.57% | -28.38% |
| Best Month | 63.57% | 50.41% |
| Worst Month | -5.78% | -42.22% |
| Best Year | 170.76% | 258.55% |
| Worst Year | -3.78% | -19.82% |
| Avg. Up Day | 4.81% | 4.82% |
| Avg. Down Day | -3.64% | -4.08% |
| Avg. Up Week | 14.49% | 17.48% |
| Avg. Down Week | -7.4% | -9.84% |
| Avg. Up Month | 27.95% | 31.1% |
| Avg. Down Month | -4.33% | -16.93% |
| Win Days % | 50.67% | 50.0% |
| Win Month % | 66.67% | 69.23% |
| Win Week % | 53.57% | 52.63% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |