| Metric | 5397646:aaveusd:triple_gx:zlema200_85_55 | 5397646:AAVEUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 168.79% | 187.5% |
| Max Drawdown | -28.52% | -67.3% |
| Sharpe | 1.77 | 1.47 |
| Sortino | 3.23 | 2.43 |
| Payoff Ratio | 1.29 | 1.25 |
| Profit Factor | 1.47 | 1.23 |
| Common Sense Ratio | 1.91 | 1.53 |
| CPC Index | 0.97 | 0.77 |
| Tail Ratio | 1.3 | 1.24 |
| Outlier Win Ratio | 12.13 | 3.28 |
| Outlier Loss Ratio | 2.91 | 2.72 |
| Volatility (ann.) | 65.22% | 106.08% |
| R^2 | 0.37 | 0.37 |
| Calmar | 5.56 | 2.61 |
| Skew | 1.67 | 0.7 |
| Kurtosis | 8.78 | 2.66 |
| Expected Daily % | 0.26% | 0.28% |
| Expected Monthly % | 7.9% | 8.46% |
| Expected Yearly % | 63.95% | 69.56% |
| Kelly Criterion | 13.57% | 10.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.3% | -8.7% |
| Expected Shortfall (cVaR) | -5.3% | -8.7% |
| Year | 5397646:AAVEUSD | 5397646:aaveusd:triple_gx:zlema200_85_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 186.41 | 0.72 | - |
| 2025 | -19.82 | -6.15 | 0.31 | + |
| Metric | 5397646:aaveusd:triple_gx:zlema200_85_55 | 5397646:AAVEUSD |
|---|---|---|
| MTD | -0.5% | 50.41% |
| 3M | -0.5% | 21.27% |
| 6M | 44.45% | 23.42% |
| YTD | -6.15% | -19.82% |
| 1Y | 168.79% | 140.16% |
| 3Y (ann.) | 158.51% | 175.76% |
| 5Y (ann.) | 158.51% | 175.76% |
| Metric | 5397646:aaveusd:triple_gx:zlema200_85_55 | 5397646:AAVEUSD |
|---|---|---|
| Max Drawdown | -28.52% | -67.3% |
| Longest DD Days | 158.0 | 158.0 |
| Avg. Drawdown | -8.75% | -14.16% |
| Avg. Drawdown Days | 17.0 | 20.0 |
| Recovery Factor | 5.92 | 2.79 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-24 | 2025-05-31 | -28.52 | 158 |
| 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 |
| 2024-08-02 | 2024-08-16 | -17.41 | 14 |
| 2024-08-24 | 2024-11-09 | -16.34 | 77 |
| 2024-12-09 | 2024-12-11 | -7.85 | 2 |
| 2024-06-20 | 2024-06-26 | -6.45 | 6 |
| 2024-07-15 | 2024-07-27 | -6.17 | 12 |
| 2024-11-28 | 2024-11-30 | -5.59 | 2 |
| Metric | 5397646:aaveusd:triple_gx:zlema200_85_55 | 5397646: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 | -8.78% | -42.22% |
| Best Year | 186.41% | 258.55% |
| Worst Year | -6.15% | -19.82% |
| Avg. Up Day | 4.81% | 4.81% |
| Avg. Down Day | -3.73% | -3.84% |
| Avg. Up Week | 15.03% | 18.26% |
| Avg. Down Week | -6.73% | -8.4% |
| Avg. Up Month | 22.25% | 26.46% |
| Avg. Down Month | -8.78% | -42.22% |
| Win Days % | 51.32% | 50.0% |
| Win Month % | 75.0% | 69.23% |
| Win Week % | 53.57% | 52.63% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |