| Metric | 5612551:aaveusd:triple_gx:lsma125_65_55 | 5612551:AAVEUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 724.5% | 35.03% |
| Max Drawdown | -54.8% | -73.4% |
| Sharpe | 1.41 | 0.59 |
| Sortino | 2.3 | 0.88 |
| Payoff Ratio | 1.28 | 1.16 |
| Profit Factor | 1.44 | 1.09 |
| Common Sense Ratio | 2.27 | 1.17 |
| CPC Index | 0.93 | 0.64 |
| Tail Ratio | 1.58 | 1.07 |
| Outlier Win Ratio | 14.43 | 3.52 |
| Outlier Loss Ratio | 3.57 | 3.17 |
| Volatility (ann.) | 61.34% | 99.12% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.76 | 0.14 |
| Skew | 0.8 | 0.28 |
| Kurtosis | 15.53 | 3.24 |
| Expected Daily % | 0.19% | 0.03% |
| Expected Monthly % | 5.71% | 0.79% |
| Expected Yearly % | 69.45% | 7.8% |
| Kelly Criterion | 11.98% | 7.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.04% | -8.37% |
| Expected Shortfall (cVaR) | -5.04% | -8.37% |
| Year | 5612551:AAVEUSD | 5612551:aaveusd:triple_gx:lsma125_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -71.64 | -48.53 | 0.68 | + |
| 2023 | 109.27 | 157.37 | 1.44 | + |
| 2024 | 183.76 | 449.32 | 2.45 | + |
| 2025 | -19.82 | 13.30 | -0.67 | + |
| Metric | 5612551:aaveusd:triple_gx:lsma125_65_55 | 5612551:AAVEUSD |
|---|---|---|
| MTD | 8.16% | 50.41% |
| 3M | 13.3% | 21.27% |
| 6M | 114.58% | 23.42% |
| YTD | 13.3% | -19.82% |
| 1Y | 347.02% | 140.16% |
| 3Y (ann.) | 112.41% | 28.12% |
| 5Y (ann.) | 96.72% | 10.11% |
| Metric | 5612551:aaveusd:triple_gx:lsma125_65_55 | 5612551:AAVEUSD |
|---|---|---|
| Max Drawdown | -54.8% | -73.4% |
| Longest DD Days | 526.0 | 933.0 |
| Avg. Drawdown | -8.09% | -22.55% |
| Avg. Drawdown Days | 29.0 | 125.0 |
| Recovery Factor | 13.22 | 0.48 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-23 | 2023-10-01 | -54.80 | 526 |
| 2024-03-15 | 2024-04-22 | -21.56 | 38 |
| 2024-11-10 | 2024-11-27 | -19.81 | 17 |
| 2023-11-10 | 2024-03-01 | -16.12 | 112 |
| 2024-07-15 | 2024-08-06 | -13.94 | 22 |
| 2024-08-07 | 2024-08-16 | -12.38 | 9 |
| 2024-09-03 | 2024-09-04 | -11.93 | 1 |
| 2024-08-24 | 2024-09-02 | -11.24 | 9 |
| 2023-10-02 | 2023-10-21 | -9.83 | 19 |
| 2023-10-26 | 2023-11-01 | -8.96 | 6 |
| Metric | 5612551:aaveusd:triple_gx:lsma125_65_55 | 5612551:AAVEUSD |
|---|---|---|
| Best Day | 23.16% | 27.94% |
| Worst Day | -24.93% | -24.8% |
| Best Week | 41.82% | 41.82% |
| Worst Week | -28.13% | -40.32% |
| Best Month | 78.77% | 71.18% |
| Worst Month | -25.26% | -49.37% |
| Best Year | 449.32% | 183.76% |
| Worst Year | -48.53% | -71.64% |
| Avg. Up Day | 4.5% | 4.51% |
| Avg. Down Day | -3.5% | -3.89% |
| Avg. Up Week | 10.22% | 13.46% |
| Avg. Down Week | -8.79% | -11.77% |
| Avg. Up Month | 18.12% | 25.91% |
| Avg. Down Month | -11.07% | -23.86% |
| Win Days % | 50.52% | 50.31% |
| Win Month % | 78.57% | 50.0% |
| Win Week % | 68.49% | 49.7% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |