| Metric | 5398124:aaveusd:triple_gx:zlema215_105_55 | 5398124:AAVEUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 451.99% | 0.83% |
| Max Drawdown | -26.64% | -79.78% |
| Sharpe | 1.22 | 0.5 |
| Sortino | 2.05 | 0.74 |
| Payoff Ratio | 1.19 | 1.1 |
| Profit Factor | 1.34 | 1.08 |
| Common Sense Ratio | 1.69 | 1.14 |
| CPC Index | 0.82 | 0.59 |
| Tail Ratio | 1.27 | 1.06 |
| Outlier Win Ratio | 13.72 | 3.33 |
| Outlier Loss Ratio | 3.33 | 3.01 |
| Volatility (ann.) | 57.67% | 99.45% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.68 | 0.0 |
| Skew | 1.37 | 0.27 |
| Kurtosis | 12.56 | 3.15 |
| Expected Daily % | 0.15% | 0.0% |
| Expected Monthly % | 4.6% | 0.02% |
| Expected Yearly % | 53.28% | 0.21% |
| Kelly Criterion | 11.07% | 4.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.77% | -8.43% |
| Expected Shortfall (cVaR) | -4.77% | -8.43% |
| Year | 5398124:AAVEUSD | 5398124:aaveusd:triple_gx:zlema215_105_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -78.82 | -11.27 | 0.14 | + |
| 2023 | 109.27 | 63.30 | 0.58 | - |
| 2024 | 183.76 | 243.09 | 1.32 | + |
| 2025 | -19.82 | 11.03 | -0.56 | + |
| Metric | 5398124:aaveusd:triple_gx:zlema215_105_55 | 5398124:AAVEUSD |
|---|---|---|
| MTD | -0.43% | 50.41% |
| 3M | 5.46% | 21.27% |
| 6M | 70.89% | 23.42% |
| YTD | 11.03% | -19.82% |
| 1Y | 176.63% | 140.16% |
| 3Y (ann.) | 76.64% | 28.12% |
| 5Y (ann.) | 71.5% | 0.26% |
| Metric | 5398124:aaveusd:triple_gx:zlema215_105_55 | 5398124:AAVEUSD |
|---|---|---|
| Max Drawdown | -26.64% | -79.78% |
| Longest DD Days | 229.0 | 977.0 |
| Avg. Drawdown | -9.96% | -30.44% |
| Avg. Drawdown Days | 31.0 | 191.0 |
| Recovery Factor | 16.97 | 0.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-08 | 2023-06-25 | -26.64 | 229 |
| 2024-08-24 | 2024-11-27 | -23.50 | 95 |
| 2024-08-02 | 2024-08-19 | -21.90 | 17 |
| 2024-04-23 | 2024-07-14 | -21.73 | 82 |
| 2024-03-15 | 2024-04-20 | -21.56 | 36 |
| 2024-12-17 | 2024-12-23 | -21.25 | 6 |
| 2024-12-24 | 2025-05-31 | -20.22 | 158 |
| 2023-07-15 | 2023-10-22 | -17.15 | 99 |
| 2023-11-10 | 2024-02-24 | -16.12 | 106 |
| 2024-07-15 | 2024-07-29 | -13.94 | 14 |
| Metric | 5398124:aaveusd:triple_gx:zlema215_105_55 | 5398124: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 | -9.81% | -49.37% |
| Best Year | 243.09% | 183.76% |
| Worst Year | -11.27% | -78.82% |
| Avg. Up Day | 4.1% | 4.1% |
| Avg. Down Day | -3.44% | -3.74% |
| Avg. Up Week | 11.35% | 14.14% |
| Avg. Down Week | -6.98% | -9.04% |
| Avg. Up Month | 18.76% | 23.0% |
| Avg. Down Month | -5.08% | -19.15% |
| Win Days % | 51.67% | 50.22% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 54.05% | 49.7% |
| Win Quarter % | 72.73% | 53.85% |
| Win Year % | 75.0% | 50.0% |