| Metric | configs_sql/hl_close/c/aaveusd/uniq_fwd_ | AAVEUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 116.67% | 53.51% |
| Max Drawdown | -22.63% | -66.33% |
| Sharpe | 1.64 | 0.97 |
| Sortino | 2.93 | 1.56 |
| Payoff Ratio | 1.41 | 1.27 |
| Profit Factor | 1.38 | 1.15 |
| Common Sense Ratio | 1.76 | 1.38 |
| CPC Index | 0.94 | 0.73 |
| Tail Ratio | 1.28 | 1.2 |
| Outlier Win Ratio | 9.55 | 3.29 |
| Outlier Loss Ratio | 3.92 | 2.61 |
| Volatility (ann.) | 65.04% | 107.51% |
| R^2 | 0.51 | 0.51 |
| Calmar | 6.08 | 0.93 |
| Skew | 1.4 | 0.66 |
| Kurtosis | 6.46 | 2.66 |
| Expected Daily % | 0.24% | 0.13% |
| Expected Monthly % | 6.66% | 3.64% |
| Expected Yearly % | 47.2% | 23.9% |
| Kelly Criterion | 12.31% | 10.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.31% | -8.97% |
| Expected Shortfall (cVaR) | -5.31% | -8.97% |
| Year | AAVEUSD | configs_sql/hl_close/c/aaveusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 112.76 | 0.44 | - |
| 2025 | -57.19 | 1.84 | -0.03 | + |
| Metric | configs_sql/hl_close/c/aaveusd/uniq_fwd_ | AAVEUSD |
|---|---|---|
| MTD | 0.0% | -17.33% |
| 3M | -1.71% | -62.48% |
| 6M | 70.98% | -11.18% |
| YTD | 1.84% | -57.19% |
| 1Y | 116.67% | 53.51% |
| 3Y (ann.) | 137.67% | 61.59% |
| 5Y (ann.) | 137.67% | 61.59% |
| Metric | configs_sql/hl_close/c/aaveusd/uniq_fwd_ | AAVEUSD |
|---|---|---|
| Max Drawdown | -22.63% | -66.33% |
| Longest DD Days | 111.0 | 104.0 |
| Avg. Drawdown | -8.74% | -14.1% |
| Avg. Drawdown Days | 18.0 | 17.0 |
| Recovery Factor | 5.16 | 0.81 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-04-07 | -22.63 | 111 |
| 2024-08-24 | 2024-11-09 | -20.66 | 77 |
| 2024-07-02 | 2024-07-13 | -20.44 | 11 |
| 2024-11-10 | 2024-11-27 | -19.81 | 17 |
| 2024-08-02 | 2024-08-16 | -17.08 | 14 |
| 2024-07-15 | 2024-07-31 | -8.97 | 16 |
| 2024-06-06 | 2024-06-26 | -8.51 | 20 |
| 2024-11-28 | 2024-11-30 | -5.59 | 2 |
| 2024-12-09 | 2024-12-11 | -3.46 | 2 |
| 2024-08-22 | 2024-08-23 | -3.14 | 1 |
| Metric | configs_sql/hl_close/c/aaveusd/uniq_fwd_ | AAVEUSD |
|---|---|---|
| Best Day | 17.7% | 27.94% |
| Worst Day | -9.16% | -19.11% |
| Best Week | 28.79% | 41.82% |
| Worst Week | -14.57% | -28.38% |
| Best Month | 34.52% | 47.97% |
| Worst Month | -5.18% | -42.22% |
| Best Year | 112.76% | 258.55% |
| Worst Year | 1.84% | -57.19% |
| Avg. Up Day | 3.73% | 4.9% |
| Avg. Down Day | -2.65% | -3.85% |
| Avg. Up Week | 13.35% | 17.69% |
| Avg. Down Week | -6.75% | -10.45% |
| Avg. Up Month | 17.65% | 26.46% |
| Avg. Down Month | -1.18% | -12.72% |
| Win Days % | 48.7% | 49.69% |
| Win Month % | 70.0% | 58.33% |
| Win Week % | 51.61% | 48.98% |
| Win Quarter % | 100.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |