| Metric | 5396103:aaveusd:triple_gx:zlema105_85_50 | 5396103:AAVEUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 743.23% | 48.66% |
| Max Drawdown | -53.88% | -79.78% |
| Sharpe | 1.25 | 0.62 |
| Sortino | 2.03 | 0.94 |
| Payoff Ratio | 1.24 | 1.16 |
| Profit Factor | 1.28 | 1.1 |
| Common Sense Ratio | 1.52 | 1.19 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.19 | 1.09 |
| Outlier Win Ratio | 9.42 | 3.67 |
| Outlier Loss Ratio | 3.51 | 3.11 |
| Volatility (ann.) | 72.25% | 101.56% |
| R^2 | 0.51 | 0.51 |
| Calmar | 1.67 | 0.16 |
| Skew | 0.98 | 0.47 |
| Kurtosis | 9.39 | 3.85 |
| Expected Daily % | 0.18% | 0.03% |
| Expected Monthly % | 5.47% | 1.0% |
| Expected Yearly % | 70.41% | 10.42% |
| Kelly Criterion | 8.92% | 7.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.97% | -8.57% |
| Expected Shortfall (cVaR) | -5.97% | -8.57% |
| Year | 5396103:AAVEUSD | 5396103:aaveusd:triple_gx:zlema105_85_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -68.78 | -33.30 | 0.48 | + |
| 2023 | 109.27 | 259.20 | 2.37 | + |
| 2024 | 183.76 | 247.22 | 1.35 | + |
| 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.) | 107.9% | 28.12% |
| 5Y (ann.) | 90.14% | 12.69% |
| Metric | 5396103:aaveusd:triple_gx:zlema105_85_50 | 5396103:AAVEUSD |
|---|---|---|
| Max Drawdown | -53.88% | -79.78% |
| Longest DD Days | 463.0 | 977.0 |
| Avg. Drawdown | -12.13% | -28.59% |
| Avg. Drawdown Days | 41.0 | 149.0 |
| Recovery Factor | 13.79 | 0.61 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-19 | 2023-06-25 | -53.88 | 463 |
| 2024-04-23 | 2024-08-20 | -31.91 | 119 |
| 2023-12-29 | 2024-03-06 | -30.00 | 68 |
| 2024-12-24 | 2025-05-31 | -26.32 | 158 |
| 2024-03-15 | 2024-04-22 | -21.56 | 38 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2024-11-10 | 2024-11-27 | -19.81 | 17 |
| 2024-08-24 | 2024-11-06 | -16.46 | 74 |
| 2023-11-10 | 2023-12-27 | -16.12 | 47 |
| 2023-06-26 | 2023-06-30 | -13.67 | 4 |
| Metric | 5396103:aaveusd:triple_gx:zlema105_85_50 | 5396103:AAVEUSD |
|---|---|---|
| Best Day | 27.94% | 32.88% |
| Worst Day | -21.82% | -24.8% |
| Best Week | 44.41% | 50.85% |
| Worst Week | -32.59% | -40.32% |
| Best Month | 63.57% | 71.18% |
| Worst Month | -28.25% | -49.37% |
| Best Year | 259.2% | 183.76% |
| Worst Year | -33.3% | -68.78% |
| Avg. Up Day | 4.22% | 4.22% |
| Avg. Down Day | -3.39% | -3.65% |
| Avg. Up Week | 11.56% | 12.53% |
| Avg. Down Week | -7.03% | -9.64% |
| Avg. Up Month | 21.96% | 30.16% |
| Avg. Down Month | -11.2% | -22.68% |
| Win Days % | 49.54% | 50.25% |
| Win Month % | 64.71% | 50.0% |
| Win Week % | 51.75% | 49.15% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 50.0% |