| Metric | 5398103:aaveusd:triple_gx:zlema195_105_55 | 5398103:AAVEUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 156.34% | 187.5% |
| Max Drawdown | -25.4% | -67.3% |
| Sharpe | 1.67 | 1.47 |
| Sortino | 2.98 | 2.43 |
| Payoff Ratio | 1.27 | 1.23 |
| Profit Factor | 1.41 | 1.23 |
| Common Sense Ratio | 1.8 | 1.53 |
| CPC Index | 0.91 | 0.76 |
| Tail Ratio | 1.28 | 1.24 |
| Outlier Win Ratio | 11.04 | 3.28 |
| Outlier Loss Ratio | 2.93 | 2.72 |
| Volatility (ann.) | 67.27% | 106.08% |
| R^2 | 0.4 | 0.4 |
| Calmar | 5.79 | 2.61 |
| Skew | 1.52 | 0.7 |
| Kurtosis | 7.61 | 2.66 |
| Expected Daily % | 0.25% | 0.28% |
| Expected Monthly % | 7.51% | 8.46% |
| Expected Yearly % | 60.11% | 69.56% |
| Kelly Criterion | 12.24% | 9.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.48% | -8.7% |
| Expected Shortfall (cVaR) | -5.48% | -8.7% |
| Year | 5398103:AAVEUSD | 5398103:aaveusd:triple_gx:zlema195_105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 147.10 | 0.57 | - |
| 2025 | -19.82 | 3.74 | -0.19 | + |
| Metric | 5398103:aaveusd:triple_gx:zlema195_105_55 | 5398103:AAVEUSD |
|---|---|---|
| MTD | -0.5% | 50.41% |
| 3M | 5.38% | 21.27% |
| 6M | 59.67% | 23.42% |
| YTD | 3.74% | -19.82% |
| 1Y | 156.34% | 140.16% |
| 3Y (ann.) | 146.99% | 175.76% |
| 5Y (ann.) | 146.99% | 175.76% |
| Metric | 5398103:aaveusd:triple_gx:zlema195_105_55 | 5398103:AAVEUSD |
|---|---|---|
| Max Drawdown | -25.4% | -67.3% |
| Longest DD Days | 158.0 | 158.0 |
| Avg. Drawdown | -10.6% | -14.16% |
| Avg. Drawdown Days | 21.0 | 20.0 |
| Recovery Factor | 6.15 | 2.79 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-24 | 2025-05-31 | -25.40 | 158 |
| 2024-08-24 | 2024-11-27 | -23.50 | 95 |
| 2024-08-02 | 2024-08-19 | -21.90 | 17 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2024-07-02 | 2024-07-13 | -20.44 | 11 |
| 2024-07-15 | 2024-07-29 | -13.94 | 14 |
| 2024-12-09 | 2024-12-11 | -7.85 | 2 |
| 2024-06-20 | 2024-06-26 | -6.83 | 6 |
| 2024-11-28 | 2024-11-30 | -5.59 | 2 |
| 2024-12-05 | 2024-12-06 | -3.46 | 1 |
| Metric | 5398103:aaveusd:triple_gx:zlema195_105_55 | 5398103: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 | 147.1% | 258.55% |
| Worst Year | 3.74% | -19.82% |
| Avg. Up Day | 4.65% | 4.65% |
| Avg. Down Day | -3.66% | -3.8% |
| Avg. Up Week | 14.5% | 17.97% |
| Avg. Down Week | -7.26% | -8.01% |
| Avg. Up Month | 21.24% | 26.46% |
| Avg. Down Month | -8.78% | -42.22% |
| Win Days % | 50.89% | 50.0% |
| Win Month % | 70.0% | 69.23% |
| Win Week % | 51.61% | 52.63% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 50.0% |