| Metric | 5398103:aaveusd:triple_gx:zlema195_105_55 | 5398103:AAVEUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 702.56% | 61.45% |
| Max Drawdown | -68.62% | -79.78% |
| Sharpe | 1.25 | 0.65 |
| Sortino | 2.01 | 0.99 |
| Payoff Ratio | 1.15 | 1.08 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | 1.55 | 1.18 |
| CPC Index | 0.79 | 0.6 |
| Tail Ratio | 1.19 | 1.07 |
| Outlier Win Ratio | 10.59 | 3.8 |
| Outlier Loss Ratio | 3.22 | 3.25 |
| Volatility (ann.) | 74.56% | 101.46% |
| R^2 | 0.54 | 0.54 |
| Calmar | 1.34 | 0.2 |
| Skew | 0.95 | 0.46 |
| Kurtosis | 12.3 | 4.0 |
| Expected Daily % | 0.18% | 0.04% |
| Expected Monthly % | 5.49% | 1.24% |
| Expected Yearly % | 68.31% | 12.72% |
| Kelly Criterion | 10.73% | 4.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.16% | -8.55% |
| Expected Shortfall (cVaR) | -6.16% | -8.55% |
| Year | 5398103:AAVEUSD | 5398103:aaveusd:triple_gx:zlema195_105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -66.09 | -9.04 | 0.14 | + |
| 2023 | 109.27 | 123.85 | 1.13 | + |
| 2024 | 183.76 | 279.94 | 1.52 | + |
| 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.) | 118.55% | 28.12% |
| 5Y (ann.) | 91.93% | 16.18% |
| Metric | 5398103:aaveusd:triple_gx:zlema195_105_55 | 5398103:AAVEUSD |
|---|---|---|
| Max Drawdown | -68.62% | -79.78% |
| Longest DD Days | 468.0 | 977.0 |
| Avg. Drawdown | -9.95% | -21.59% |
| Avg. Drawdown Days | 34.0 | 128.0 |
| Recovery Factor | 10.24 | 0.77 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-02 | 2023-07-14 | -68.62 | 468 |
| 2024-12-24 | 2025-05-31 | -25.40 | 158 |
| 2024-08-24 | 2024-11-27 | -23.50 | 95 |
| 2024-04-23 | 2024-07-14 | -22.37 | 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 | 2024-02-10 | -16.12 | 92 |
| 2024-07-15 | 2024-07-29 | -13.94 | 14 |
| Metric | 5398103:aaveusd:triple_gx:zlema195_105_55 | 5398103:AAVEUSD |
|---|---|---|
| Best Day | 32.88% | 32.88% |
| Worst Day | -24.8% | -24.8% |
| Best Week | 50.85% | 50.85% |
| Worst Week | -40.32% | -40.32% |
| Best Month | 45.28% | 71.18% |
| Worst Month | -31.0% | -49.37% |
| Best Year | 279.94% | 183.76% |
| Worst Year | -9.04% | -66.09% |
| Avg. Up Day | 4.39% | 4.39% |
| Avg. Down Day | -3.8% | -4.05% |
| Avg. Up Week | 12.49% | 13.99% |
| Avg. Down Week | -8.76% | -10.37% |
| Avg. Up Month | 21.72% | 29.93% |
| Avg. Down Month | -12.17% | -21.1% |
| Win Days % | 52.18% | 50.39% |
| Win Month % | 68.97% | 51.28% |
| Win Week % | 56.38% | 50.29% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 50.0% |