| Metric | 5397653:aaveusd:triple_gx:zlema215_85_55 | 5397653:AAVEUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 455.59% | 0.83% |
| Max Drawdown | -25.68% | -79.78% |
| Sharpe | 1.24 | 0.5 |
| Sortino | 2.1 | 0.74 |
| Payoff Ratio | 1.21 | 1.11 |
| Profit Factor | 1.36 | 1.08 |
| Common Sense Ratio | 1.69 | 1.14 |
| CPC Index | 0.85 | 0.6 |
| Tail Ratio | 1.24 | 1.06 |
| Outlier Win Ratio | 14.83 | 3.33 |
| Outlier Loss Ratio | 3.34 | 3.01 |
| Volatility (ann.) | 56.3% | 99.45% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.8 | 0.0 |
| Skew | 1.48 | 0.27 |
| Kurtosis | 13.95 | 3.15 |
| Expected Daily % | 0.15% | 0.0% |
| Expected Monthly % | 4.62% | 0.02% |
| Expected Yearly % | 53.53% | 0.21% |
| Kelly Criterion | 11.39% | 5.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.66% | -8.43% |
| Expected Shortfall (cVaR) | -4.66% | -8.43% |
| Year | 5397653:AAVEUSD | 5397653:aaveusd:triple_gx:zlema215_85_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -78.82 | -11.24 | 0.14 | + |
| 2023 | 109.27 | 65.21 | 0.60 | - |
| 2024 | 183.76 | 277.19 | 1.51 | + |
| 2025 | -19.82 | 0.45 | -0.02 | + |
| Metric | 5397653:aaveusd:triple_gx:zlema215_85_55 | 5397653:AAVEUSD |
|---|---|---|
| MTD | -0.43% | 50.41% |
| 3M | -0.43% | 21.27% |
| 6M | 54.6% | 23.42% |
| YTD | 0.45% | -19.82% |
| 1Y | 188.9% | 140.16% |
| 3Y (ann.) | 77.02% | 28.12% |
| 5Y (ann.) | 71.85% | 0.26% |
| Metric | 5397653:aaveusd:triple_gx:zlema215_85_55 | 5397653:AAVEUSD |
|---|---|---|
| Max Drawdown | -25.68% | -79.78% |
| Longest DD Days | 229.0 | 977.0 |
| Avg. Drawdown | -8.96% | -30.44% |
| Avg. Drawdown Days | 28.0 | 191.0 |
| Recovery Factor | 17.74 | 0.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-08 | 2023-06-25 | -25.68 | 229 |
| 2024-12-24 | 2025-05-31 | -23.55 | 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 | 2024-02-24 | -16.12 | 106 |
| 2023-06-26 | 2023-06-30 | -13.67 | 4 |
| Metric | 5397653:aaveusd:triple_gx:zlema215_85_55 | 5397653:AAVEUSD |
|---|---|---|
| Best Day | 21.2% | 27.94% |
| Worst Day | -19.87% | -24.8% |
| Best Week | 41.82% | 41.82% |
| Worst Week | -14.57% | -40.32% |
| Best Month | 45.28% | 71.18% |
| Worst Month | -10.86% | -49.37% |
| Best Year | 277.19% | 183.76% |
| Worst Year | -11.24% | -78.82% |
| Avg. Up Day | 4.2% | 4.21% |
| Avg. Down Day | -3.46% | -3.79% |
| Avg. Up Week | 11.16% | 14.15% |
| Avg. Down Week | -6.64% | -9.65% |
| Avg. Up Month | 19.28% | 23.0% |
| Avg. Down Month | -6.04% | -21.81% |
| Win Days % | 51.43% | 50.22% |
| Win Month % | 63.64% | 50.0% |
| Win Week % | 57.35% | 49.7% |
| Win Quarter % | 72.73% | 53.85% |
| Win Year % | 75.0% | 50.0% |