| Metric | 5398102:aaveusd:triple_gx:zlema200_105_55 | 5398102:AAVEUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 790.41% | 47.11% |
| Max Drawdown | -44.54% | -79.78% |
| Sharpe | 1.38 | 0.62 |
| Sortino | 2.3 | 0.94 |
| Payoff Ratio | 1.19 | 1.09 |
| Profit Factor | 1.35 | 1.1 |
| Common Sense Ratio | 1.7 | 1.17 |
| CPC Index | 0.83 | 0.6 |
| Tail Ratio | 1.26 | 1.07 |
| Outlier Win Ratio | 12.02 | 3.68 |
| Outlier Loss Ratio | 3.37 | 3.1 |
| Volatility (ann.) | 64.87% | 101.45% |
| R^2 | 0.41 | 0.41 |
| Calmar | 2.21 | 0.16 |
| Skew | 1.15 | 0.47 |
| Kurtosis | 10.04 | 4.01 |
| Expected Daily % | 0.19% | 0.03% |
| Expected Monthly % | 5.77% | 0.99% |
| Expected Yearly % | 72.74% | 10.13% |
| Kelly Criterion | 11.21% | 4.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.34% | -8.56% |
| Expected Shortfall (cVaR) | -5.34% | -8.56% |
| Year | 5398102:AAVEUSD | 5398102:aaveusd:triple_gx:zlema200_105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -69.10 | 9.94 | -0.14 | + |
| 2023 | 109.27 | 123.85 | 1.13 | + |
| 2024 | 183.76 | 266.20 | 1.45 | + |
| 2025 | -19.82 | -1.20 | 0.06 | + |
| Metric | 5398102:aaveusd:triple_gx:zlema200_105_55 | 5398102:AAVEUSD |
|---|---|---|
| MTD | -0.5% | 50.41% |
| 3M | 0.37% | 21.27% |
| 6M | 52.07% | 23.42% |
| YTD | -1.2% | -19.82% |
| 1Y | 145.13% | 140.16% |
| 3Y (ann.) | 84.11% | 28.12% |
| 5Y (ann.) | 98.5% | 12.87% |
| Metric | 5398102:aaveusd:triple_gx:zlema200_105_55 | 5398102:AAVEUSD |
|---|---|---|
| Max Drawdown | -44.54% | -79.78% |
| Longest DD Days | 359.0 | 977.0 |
| Avg. Drawdown | -10.33% | -21.59% |
| Avg. Drawdown Days | 29.0 | 128.0 |
| Recovery Factor | 17.75 | 0.59 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-09 | 2023-07-03 | -44.54 | 359 |
| 2024-12-24 | 2025-05-31 | -25.40 | 158 |
| 2024-08-24 | 2024-11-27 | -23.50 | 95 |
| 2024-04-23 | 2024-07-14 | -22.06 | 82 |
| 2024-08-02 | 2024-08-19 | -21.90 | 17 |
| 2024-03-15 | 2024-04-20 | -21.56 | 36 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2023-07-15 | 2023-10-22 | -16.39 | 99 |
| 2023-11-10 | 2024-02-15 | -16.12 | 97 |
| 2022-05-31 | 2022-06-20 | -15.80 | 20 |
| Metric | 5398102:aaveusd:triple_gx:zlema200_105_55 | 5398102:AAVEUSD |
|---|---|---|
| Best Day | 23.16% | 32.88% |
| Worst Day | -19.87% | -24.8% |
| Best Week | 43.23% | 50.85% |
| Worst Week | -32.59% | -40.32% |
| Best Month | 45.28% | 71.18% |
| Worst Month | -31.23% | -49.37% |
| Best Year | 266.2% | 183.76% |
| Worst Year | -1.2% | -69.1% |
| Avg. Up Day | 4.21% | 4.21% |
| Avg. Down Day | -3.53% | -3.87% |
| Avg. Up Week | 11.89% | 13.66% |
| Avg. Down Week | -7.33% | -9.17% |
| Avg. Up Month | 17.91% | 29.54% |
| Avg. Down Month | -9.11% | -19.15% |
| Win Days % | 51.69% | 50.3% |
| Win Month % | 74.07% | 51.28% |
| Win Week % | 55.17% | 49.71% |
| Win Quarter % | 76.92% | 57.14% |
| Win Year % | 75.0% | 50.0% |