| Metric | 5396467:aaveusd:triple_gx:zlema130_100_50 | 5396467:AAVEUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 103.85% | 187.5% |
| Max Drawdown | -28.75% | -67.3% |
| Sharpe | 1.33 | 1.47 |
| Sortino | 2.35 | 2.43 |
| Payoff Ratio | 1.28 | 1.28 |
| Profit Factor | 1.31 | 1.23 |
| Common Sense Ratio | 1.7 | 1.53 |
| CPC Index | 0.82 | 0.79 |
| Tail Ratio | 1.3 | 1.24 |
| Outlier Win Ratio | 10.78 | 3.28 |
| Outlier Loss Ratio | 2.9 | 2.72 |
| Volatility (ann.) | 67.87% | 106.08% |
| R^2 | 0.4 | 0.4 |
| Calmar | 3.42 | 2.61 |
| Skew | 1.49 | 0.7 |
| Kurtosis | 7.32 | 2.66 |
| Expected Daily % | 0.19% | 0.28% |
| Expected Monthly % | 5.63% | 8.46% |
| Expected Yearly % | 42.78% | 69.56% |
| Kelly Criterion | 8.95% | 11.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.6% | -8.7% |
| Expected Shortfall (cVaR) | -5.6% | -8.7% |
| Year | 5396467:AAVEUSD | 5396467:aaveusd:triple_gx:zlema130_100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 98.55 | 0.38 | - |
| 2025 | -19.82 | 2.67 | -0.13 | + |
| Metric | 5396467:aaveusd:triple_gx:zlema130_100_50 | 5396467:AAVEUSD |
|---|---|---|
| MTD | 4.33% | 50.41% |
| 3M | 3.03% | 21.27% |
| 6M | 58.03% | 23.42% |
| YTD | 2.67% | -19.82% |
| 1Y | 103.85% | 140.16% |
| 3Y (ann.) | 98.2% | 175.76% |
| 5Y (ann.) | 98.2% | 175.76% |
| Metric | 5396467:aaveusd:triple_gx:zlema130_100_50 | 5396467:AAVEUSD |
|---|---|---|
| Max Drawdown | -28.75% | -67.3% |
| Longest DD Days | 158.0 | 158.0 |
| Avg. Drawdown | -12.87% | -14.16% |
| Avg. Drawdown Days | 27.0 | 20.0 |
| Recovery Factor | 3.61 | 2.79 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2024-12-02 | -28.75 | 100 |
| 2024-12-24 | 2025-05-31 | -27.72 | 158 |
| 2024-07-15 | 2024-08-20 | -26.52 | 36 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2024-07-02 | 2024-07-13 | -20.44 | 11 |
| 2024-12-09 | 2024-12-11 | -7.85 | 2 |
| 2024-06-20 | 2024-06-25 | -7.57 | 5 |
| 2024-06-17 | 2024-06-19 | -3.64 | 2 |
| 2024-12-05 | 2024-12-06 | -3.46 | 1 |
| 2024-08-22 | 2024-08-23 | -3.14 | 1 |
| Metric | 5396467:aaveusd:triple_gx:zlema130_100_50 | 5396467:AAVEUSD |
|---|---|---|
| Best Day | 21.2% | 27.94% |
| Worst Day | -9.13% | -19.11% |
| Best Week | 41.82% | 41.82% |
| Worst Week | -14.57% | -28.38% |
| Best Month | 45.28% | 50.41% |
| Worst Month | -7.85% | -42.22% |
| Best Year | 98.55% | 258.55% |
| Worst Year | 2.67% | -19.82% |
| Avg. Up Day | 4.72% | 4.72% |
| Avg. Down Day | -3.68% | -3.68% |
| Avg. Up Week | 15.22% | 17.56% |
| Avg. Down Week | -7.5% | -8.33% |
| Avg. Up Month | 14.29% | 30.45% |
| Avg. Down Month | -4.45% | -29.57% |
| Win Days % | 48.85% | 50.0% |
| Win Month % | 70.0% | 69.23% |
| Win Week % | 45.16% | 52.63% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 100.0% | 50.0% |