| Metric | 5396103:aaveusd:triple_gx:zlema105_85_50 | 5396103:AAVEUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 199.87% | 187.5% |
| Max Drawdown | -26.32% | -67.3% |
| Sharpe | 1.78 | 1.47 |
| Sortino | 3.43 | 2.43 |
| Payoff Ratio | 1.58 | 1.42 |
| Profit Factor | 1.44 | 1.23 |
| Common Sense Ratio | 1.94 | 1.53 |
| CPC Index | 1.06 | 0.87 |
| Tail Ratio | 1.35 | 1.24 |
| Outlier Win Ratio | 9.81 | 3.45 |
| Outlier Loss Ratio | 3.28 | 2.72 |
| Volatility (ann.) | 73.4% | 106.08% |
| R^2 | 0.48 | 0.48 |
| Calmar | 7.11 | 2.61 |
| Skew | 2.12 | 0.7 |
| Kurtosis | 11.51 | 2.66 |
| Expected Daily % | 0.29% | 0.28% |
| Expected Monthly % | 8.81% | 8.46% |
| Expected Yearly % | 73.17% | 69.56% |
| Kelly Criterion | 12.73% | 14.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.96% | -8.7% |
| Expected Shortfall (cVaR) | -5.96% | -8.7% |
| Year | 5396103:AAVEUSD | 5396103:aaveusd:triple_gx:zlema105_85_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 195.82 | 0.76 | - |
| 2025 | -19.82 | 1.37 | -0.07 | + |
| Metric | 5396103:aaveusd:triple_gx:zlema105_85_50 | 5396103:AAVEUSD |
|---|---|---|
| MTD | 7.8% | 50.41% |
| 3M | 3.9% | 21.27% |
| 6M | 75.66% | 23.42% |
| YTD | 1.37% | -19.82% |
| 1Y | 199.87% | 140.16% |
| 3Y (ann.) | 187.15% | 175.76% |
| 5Y (ann.) | 187.15% | 175.76% |
| Metric | 5396103:aaveusd:triple_gx:zlema105_85_50 | 5396103:AAVEUSD |
|---|---|---|
| Max Drawdown | -26.32% | -67.3% |
| Longest DD Days | 158.0 | 158.0 |
| Avg. Drawdown | -11.02% | -14.16% |
| Avg. Drawdown Days | 24.0 | 20.0 |
| Recovery Factor | 7.59 | 2.79 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-24 | 2025-05-31 | -26.32 | 158 |
| 2024-06-05 | 2024-07-14 | -25.20 | 39 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2024-11-10 | 2024-11-27 | -19.81 | 17 |
| 2024-07-28 | 2024-08-19 | -19.54 | 22 |
| 2024-08-24 | 2024-11-06 | -16.46 | 74 |
| 2024-07-15 | 2024-07-26 | -8.02 | 11 |
| 2024-11-28 | 2024-11-30 | -5.59 | 2 |
| 2024-12-05 | 2024-12-06 | -3.46 | 1 |
| 2024-08-22 | 2024-08-23 | -3.14 | 1 |
| Metric | 5396103:aaveusd:triple_gx:zlema105_85_50 | 5396103:AAVEUSD |
|---|---|---|
| Best Day | 27.94% | 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 | -6.83% | -42.22% |
| Best Year | 195.82% | 258.55% |
| Worst Year | 1.37% | -19.82% |
| Avg. Up Day | 5.05% | 5.05% |
| Avg. Down Day | -3.2% | -3.57% |
| Avg. Up Week | 15.6% | 16.18% |
| Avg. Down Week | -7.24% | -9.2% |
| Avg. Up Month | 30.41% | 34.96% |
| Avg. Down Month | -3.5% | -21.76% |
| Win Days % | 46.56% | 50.0% |
| Win Month % | 55.56% | 69.23% |
| Win Week % | 50.0% | 52.63% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 100.0% | 50.0% |