| Metric | 5396756:aaveusd:triple_gx:zlema225_110_50 | 5396756:AAVEUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 519.56% | -9.72% |
| Max Drawdown | -52.29% | -75.52% |
| Sharpe | 1.11 | 0.46 |
| Sortino | 1.8 | 0.68 |
| Payoff Ratio | 1.2 | 1.1 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | 1.62 | 1.13 |
| CPC Index | 0.77 | 0.59 |
| Tail Ratio | 1.26 | 1.05 |
| Outlier Win Ratio | 12.53 | 3.54 |
| Outlier Loss Ratio | 3.29 | 3.11 |
| Volatility (ann.) | 63.6% | 98.03% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.25 | -0.04 |
| Skew | 1.02 | 0.25 |
| Kurtosis | 10.71 | 3.03 |
| Expected Daily % | 0.14% | -0.01% |
| Expected Monthly % | 4.23% | -0.23% |
| Expected Yearly % | 57.77% | -2.52% |
| Kelly Criterion | 8.42% | 4.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.28% | -8.32% |
| Expected Shortfall (cVaR) | -5.28% | -8.32% |
| Year | 5396756:AAVEUSD | 5396756:aaveusd:triple_gx:zlema225_110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.88 | 6.42 | -0.09 | + |
| 2023 | 109.27 | 109.58 | 1.00 | + |
| 2024 | 183.76 | 275.52 | 1.50 | + |
| 2025 | -43.94 | -26.02 | 0.59 | + |
| Metric | 5396756:aaveusd:triple_gx:zlema225_110_50 | 5396756:AAVEUSD |
|---|---|---|
| MTD | -12.75% | -24.36% |
| 3M | -38.5% | -42.46% |
| 6M | -24.95% | -25.18% |
| YTD | -26.02% | -43.94% |
| 1Y | 38.63% | 5.06% |
| 3Y (ann.) | 81.67% | 41.66% |
| 5Y (ann.) | 65.59% | -2.79% |
| Metric | 5396756:aaveusd:triple_gx:zlema225_110_50 | 5396756:AAVEUSD |
|---|---|---|
| Max Drawdown | -52.29% | -75.52% |
| Longest DD Days | 494.0 | 964.0 |
| Avg. Drawdown | -11.44% | -23.16% |
| Avg. Drawdown Days | 40.0 | 163.0 |
| Recovery Factor | 9.94 | -0.13 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-25 | 2023-11-01 | -52.29 | 494 |
| 2024-12-24 | 2025-11-16 | -40.46 | 327 |
| 2024-08-02 | 2024-08-19 | -21.90 | 17 |
| 2024-03-15 | 2024-04-22 | -21.56 | 38 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2024-07-02 | 2024-07-13 | -20.44 | 11 |
| 2024-11-10 | 2024-11-27 | -19.81 | 17 |
| 2024-08-24 | 2024-11-09 | -16.34 | 77 |
| 2023-11-10 | 2024-02-24 | -16.12 | 106 |
| 2024-07-15 | 2024-07-29 | -13.94 | 14 |
| Metric | 5396756:aaveusd:triple_gx:zlema225_110_50 | 5396756:AAVEUSD |
|---|---|---|
| Best Day | 23.16% | 27.94% |
| Worst Day | -19.87% | -24.8% |
| Best Week | 43.23% | 41.82% |
| Worst Week | -32.59% | -40.32% |
| Best Month | 46.33% | 71.18% |
| Worst Month | -31.23% | -49.37% |
| Best Year | 275.52% | 183.76% |
| Worst Year | -26.02% | -72.88% |
| Avg. Up Day | 4.37% | 4.38% |
| Avg. Down Day | -3.65% | -3.98% |
| Avg. Up Week | 10.97% | 13.06% |
| Avg. Down Week | -8.73% | -9.59% |
| Avg. Up Month | 16.47% | 27.73% |
| Avg. Down Month | -9.47% | -20.2% |
| Win Days % | 50.1% | 49.96% |
| Win Month % | 63.64% | 47.73% |
| Win Week % | 56.84% | 49.22% |
| Win Quarter % | 66.67% | 46.67% |
| Win Year % | 75.0% | 50.0% |