| Metric | 5397646:aaveusd:triple_gx:zlema200_85_55 | 5397646:AAVEUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 535.93% | 47.11% |
| Max Drawdown | -53.54% | -79.78% |
| Sharpe | 1.24 | 0.62 |
| Sortino | 2.04 | 0.94 |
| Payoff Ratio | 1.19 | 1.1 |
| Profit Factor | 1.33 | 1.1 |
| Common Sense Ratio | 1.67 | 1.17 |
| CPC Index | 0.8 | 0.61 |
| Tail Ratio | 1.26 | 1.07 |
| Outlier Win Ratio | 13.22 | 3.64 |
| Outlier Loss Ratio | 3.4 | 3.1 |
| Volatility (ann.) | 62.77% | 101.45% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.47 | 0.16 |
| Skew | 1.21 | 0.47 |
| Kurtosis | 11.49 | 4.01 |
| Expected Daily % | 0.16% | 0.03% |
| Expected Monthly % | 4.86% | 0.99% |
| Expected Yearly % | 58.8% | 10.13% |
| Kelly Criterion | 9.79% | 5.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.19% | -8.56% |
| Expected Shortfall (cVaR) | -5.19% | -8.56% |
| Year | 5397646:AAVEUSD | 5397646:aaveusd:triple_gx:zlema200_85_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -69.10 | -23.77 | 0.34 | + |
| 2023 | 109.27 | 120.78 | 1.11 | + |
| 2024 | 183.76 | 302.60 | 1.65 | + |
| 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.) | 64.59% | 28.12% |
| 5Y (ann.) | 78.62% | 12.87% |
| Metric | 5397646:aaveusd:triple_gx:zlema200_85_55 | 5397646:AAVEUSD |
|---|---|---|
| Max Drawdown | -53.54% | -79.78% |
| Longest DD Days | 510.0 | 977.0 |
| Avg. Drawdown | -9.66% | -21.59% |
| Avg. Drawdown Days | 31.0 | 128.0 |
| Recovery Factor | 10.01 | 0.59 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-10-23 | -53.54 | 510 |
| 2024-12-24 | 2025-05-31 | -28.52 | 158 |
| 2024-03-15 | 2024-07-01 | -21.56 | 108 |
| 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 |
| 2023-11-10 | 2024-02-15 | -16.12 | 97 |
| 2022-05-25 | 2022-05-30 | -13.44 | 5 |
| Metric | 5397646:aaveusd:triple_gx:zlema200_85_55 | 5397646: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 | -31.23% | -49.37% |
| Best Year | 302.6% | 183.76% |
| Worst Year | -23.77% | -69.1% |
| Avg. Up Day | 4.22% | 4.23% |
| Avg. Down Day | -3.55% | -3.86% |
| Avg. Up Week | 10.7% | 13.44% |
| Avg. Down Week | -7.38% | -9.71% |
| Avg. Up Month | 18.59% | 29.54% |
| Avg. Down Month | -11.59% | -25.75% |
| Win Days % | 50.97% | 50.3% |
| Win Month % | 68.0% | 51.28% |
| Win Week % | 57.83% | 49.71% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 50.0% | 50.0% |