| Metric | 5396467:aaveusd:triple_gx:zlema130_100_50 | 5396467:AAVEUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 601.95% | 61.48% |
| Max Drawdown | -42.1% | -79.78% |
| Sharpe | 1.23 | 0.65 |
| Sortino | 2.03 | 0.99 |
| Payoff Ratio | 1.23 | 1.13 |
| Profit Factor | 1.3 | 1.1 |
| Common Sense Ratio | 1.71 | 1.2 |
| CPC Index | 0.8 | 0.62 |
| Tail Ratio | 1.32 | 1.09 |
| Outlier Win Ratio | 11.48 | 3.63 |
| Outlier Loss Ratio | 3.47 | 3.07 |
| Volatility (ann.) | 65.14% | 101.61% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.92 | 0.2 |
| Skew | 1.09 | 0.48 |
| Kurtosis | 9.65 | 3.88 |
| Expected Daily % | 0.16% | 0.04% |
| Expected Monthly % | 4.99% | 1.21% |
| Expected Yearly % | 62.77% | 12.73% |
| Kelly Criterion | 10.04% | 6.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.39% | -8.57% |
| Expected Shortfall (cVaR) | -5.39% | -8.57% |
| Year | 5396467:AAVEUSD | 5396467:aaveusd:triple_gx:zlema130_100_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.09 | 16.93 | -0.26 | + |
| 2023 | 109.27 | 153.46 | 1.40 | + |
| 2024 | 183.76 | 130.69 | 0.71 | - |
| 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.) | 70.09% | 28.12% |
| 5Y (ann.) | 80.98% | 15.71% |
| Metric | 5396467:aaveusd:triple_gx:zlema130_100_50 | 5396467:AAVEUSD |
|---|---|---|
| Max Drawdown | -42.1% | -79.78% |
| Longest DD Days | 231.0 | 977.0 |
| Avg. Drawdown | -11.81% | -20.29% |
| Avg. Drawdown Days | 33.0 | 107.0 |
| Recovery Factor | 14.3 | 0.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-06 | 2023-06-25 | -42.10 | 231 |
| 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 |
| 2024-01-12 | 2024-03-01 | -24.14 | 49 |
| 2024-03-15 | 2024-07-13 | -21.56 | 120 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2023-11-10 | 2024-01-10 | -16.12 | 61 |
| 2023-06-26 | 2023-06-30 | -13.67 | 4 |
| 2022-05-25 | 2022-05-30 | -13.44 | 5 |
| Metric | 5396467:aaveusd:triple_gx:zlema130_100_50 | 5396467:AAVEUSD |
|---|---|---|
| Best Day | 23.16% | 32.88% |
| Worst Day | -19.87% | -24.8% |
| Best Week | 41.82% | 50.85% |
| Worst Week | -32.59% | -40.32% |
| Best Month | 45.28% | 71.18% |
| Worst Month | -22.12% | -49.37% |
| Best Year | 153.46% | 183.76% |
| Worst Year | 2.67% | -66.09% |
| Avg. Up Day | 4.1% | 4.11% |
| Avg. Down Day | -3.35% | -3.64% |
| Avg. Up Week | 10.84% | 12.22% |
| Avg. Down Week | -6.81% | -8.72% |
| Avg. Up Month | 15.21% | 26.49% |
| Avg. Down Month | -10.66% | -23.96% |
| Win Days % | 50.45% | 50.25% |
| Win Month % | 74.19% | 50.0% |
| Win Week % | 53.68% | 49.43% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 100.0% | 50.0% |