| Metric | d_aaveusd_div_0.25_tpm:0.015__tp__tep:1.0_ | AAVEUSD |
|---|---|---|
| Time in Market | 83.0% | 100.0% |
| Cumulative Return | -36.37% | -2.88% |
| Max Drawdown | -46.35% | -66.06% |
| Sharpe | -0.32 | 0.45 |
| Sortino | -0.34 | 0.67 |
| Payoff Ratio | 0.23 | 1.3 |
| Profit Factor | 0.9 | 1.07 |
| Common Sense Ratio | 14.9 | 1.3 |
| CPC Index | 0.17 | 0.68 |
| Tail Ratio | 16.52 | 1.22 |
| Outlier Win Ratio | 12.76 | 2.4 |
| Outlier Loss Ratio | 3.38 | 5.01 |
| Volatility (ann.) | 81.63% | 98.99% |
| R^2 | 0.01 | 0.01 |
| Calmar | -1.03 | -0.06 |
| Skew | -4.79 | 0.19 |
| Kurtosis | 26.93 | 1.74 |
| Expected Daily % | -0.18% | -0.01% |
| Expected Monthly % | -4.9% | -0.32% |
| Expected Yearly % | -36.37% | -2.88% |
| Kelly Criterion | 12.98% | 9.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -7.1% | -8.4% |
| Expected Shortfall (cVaR) | -7.1% | -8.4% |
| Year | AAVEUSD | d_aaveusd_div_0.25_tpm:0.015__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -2.88 | -36.37 | 12.61 | - |
| Metric | d_aaveusd_div_0.25_tpm:0.015__tp__tep:1.0_ | AAVEUSD |
|---|---|---|
| MTD | -13.01% | -6.12% |
| 3M | -42.41% | 5.84% |
| 6M | 4.01% | 65.79% |
| YTD | -36.37% | -2.88% |
| 1Y | -36.37% | -2.88% |
| 3Y (ann.) | -47.91% | -4.14% |
| 5Y (ann.) | -47.91% | -4.14% |
| Metric | d_aaveusd_div_0.25_tpm:0.015__tp__tep:1.0_ | AAVEUSD |
|---|---|---|
| Max Drawdown | -46.35% | -66.06% |
| Longest DD Days | 141.0 | 231.0 |
| Avg. Drawdown | -22.89% | -42.92% |
| Avg. Drawdown Days | 59.0 | 124.0 |
| Recovery Factor | -0.78 | -0.04 |
| Ulcer Index | 1.44 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-05-27 | -46.35 | 141 |
| 2025-06-12 | 2025-09-11 | -44.95 | 91 |
| 2025-06-04 | 2025-06-05 | -0.14 | 1 |
| 2025-06-08 | 2025-06-10 | -0.10 | 2 |
| Metric | d_aaveusd_div_0.25_tpm:0.015__tp__tep:1.0_ | AAVEUSD |
|---|---|---|
| Best Day | 5.97% | 19.43% |
| Worst Day | -32.04% | -19.5% |
| Best Week | 9.37% | 21.74% |
| Worst Week | -31.87% | -23.34% |
| Best Month | 30.09% | 51.72% |
| Worst Month | -27.67% | -35.49% |
| Best Year | -36.37% | -2.88% |
| Worst Year | -36.37% | -2.88% |
| Avg. Up Day | 1.13% | 4.56% |
| Avg. Down Day | -4.92% | -3.5% |
| Avg. Up Week | 5.07% | 9.24% |
| Avg. Down Week | -17.11% | -12.39% |
| Avg. Up Month | 19.8% | 18.44% |
| Avg. Down Month | -13.97% | -15.73% |
| Win Days % | 83.73% | 49.01% |
| Win Month % | 33.33% | 55.56% |
| Win Week % | 72.97% | 56.76% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 0.0% |