| Metric | 5397668:aaveusd:triple_gx:zlema225_85_55 | 5397668:AAVEUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 401.26% | -9.72% |
| Max Drawdown | -48.69% | -75.52% |
| Sharpe | 1.03 | 0.46 |
| Sortino | 1.65 | 0.68 |
| Payoff Ratio | 1.19 | 1.1 |
| Profit Factor | 1.27 | 1.07 |
| Common Sense Ratio | 1.58 | 1.13 |
| CPC Index | 0.76 | 0.59 |
| Tail Ratio | 1.24 | 1.05 |
| Outlier Win Ratio | 13.3 | 3.43 |
| Outlier Loss Ratio | 3.24 | 3.1 |
| Volatility (ann.) | 61.3% | 98.03% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.15 | -0.04 |
| Skew | 1.01 | 0.25 |
| Kurtosis | 12.01 | 3.03 |
| Expected Daily % | 0.12% | -0.01% |
| Expected Monthly % | 3.73% | -0.23% |
| Expected Yearly % | 49.63% | -2.52% |
| Kelly Criterion | 8.5% | 4.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.1% | -8.32% |
| Expected Shortfall (cVaR) | -5.1% | -8.32% |
| Year | 5397668:AAVEUSD | 5397668:aaveusd:triple_gx:zlema225_85_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.88 | -9.91 | 0.14 | + |
| 2023 | 109.27 | 106.33 | 0.97 | - |
| 2024 | 183.76 | 285.65 | 1.55 | + |
| 2025 | -43.94 | -30.08 | 0.68 | + |
| Metric | 5397668:aaveusd:triple_gx:zlema225_85_55 | 5397668:AAVEUSD |
|---|---|---|
| MTD | -13.86% | -24.36% |
| 3M | -37.34% | -42.46% |
| 6M | -30.69% | -25.18% |
| YTD | -30.08% | -43.94% |
| 1Y | 31.03% | 5.06% |
| 3Y (ann.) | 80.49% | 41.66% |
| 5Y (ann.) | 56.16% | -2.79% |
| Metric | 5397668:aaveusd:triple_gx:zlema225_85_55 | 5397668:AAVEUSD |
|---|---|---|
| Max Drawdown | -48.69% | -75.52% |
| Longest DD Days | 509.0 | 964.0 |
| Avg. Drawdown | -10.29% | -23.16% |
| Avg. Drawdown Days | 38.0 | 163.0 |
| Recovery Factor | 8.24 | -0.13 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2023-10-22 | -48.69 | 509 |
| 2024-12-24 | 2025-11-16 | -46.16 | 327 |
| 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 |
| 2022-05-25 | 2022-05-30 | -13.44 | 5 |
| Metric | 5397668:aaveusd:triple_gx:zlema225_85_55 | 5397668:AAVEUSD |
|---|---|---|
| Best Day | 23.16% | 27.94% |
| Worst Day | -19.87% | -24.8% |
| Best Week | 41.82% | 41.82% |
| Worst Week | -26.16% | -40.32% |
| Best Month | 46.33% | 71.18% |
| Worst Month | -24.53% | -49.37% |
| Best Year | 285.65% | 183.76% |
| Worst Year | -30.08% | -72.88% |
| Avg. Up Day | 4.33% | 4.34% |
| Avg. Down Day | -3.65% | -3.94% |
| Avg. Up Week | 10.51% | 13.04% |
| Avg. Down Week | -7.81% | -10.31% |
| Avg. Up Month | 18.36% | 24.92% |
| Avg. Down Month | -9.89% | -23.44% |
| Win Days % | 50.31% | 49.96% |
| Win Month % | 60.0% | 47.73% |
| Win Week % | 58.14% | 49.22% |
| Win Quarter % | 78.57% | 46.67% |
| Win Year % | 50.0% | 50.0% |