| Metric | aaveusd_div_0.25_tpm:0.015__tp__tep:1.0_ | AAVEUSD |
|---|---|---|
| Time in Market | 51.0% | 99.0% |
| Cumulative Return | -36.37% | 0.36% |
| Max Drawdown | -49.13% | -69.68% |
| Sharpe | -0.01 | 0.01 |
| Sortino | -0.01 | 0.02 |
| Payoff Ratio | 0.0 | 0.87 |
| Profit Factor | 0.93 | 1.0 |
| Common Sense Ratio | inf | 0.99 |
| CPC Index | 0.0 | 0.44 |
| Tail Ratio | inf | 0.99 |
| Outlier Win Ratio | 379.47 | 2.01 |
| Outlier Loss Ratio | 0.09 | 1.9 |
| Volatility (ann.) | 2.29% | 2.84% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.98 | 0.01 |
| Skew | -175.85 | 0.08 |
| Kurtosis | 39740.02 | 32.65 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -4.9% | 0.04% |
| Expected Yearly % | -36.37% | 0.36% |
| Kelly Criterion | 70.79% | -7.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.2% | -0.24% |
| Expected Shortfall (cVaR) | -0.2% | -0.24% |
| Year | AAVEUSD | aaveusd_div_0.25_tpm:0.015__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.36 | -36.37 | -101.21 | - |
| Metric | aaveusd_div_0.25_tpm:0.015__tp__tep:1.0_ | AAVEUSD |
|---|---|---|
| MTD | -16.47% | -1.8% |
| 3M | -42.33% | 2.0% |
| 6M | 3.75% | 77.36% |
| YTD | -36.37% | 0.36% |
| 1Y | -36.37% | 0.36% |
| 3Y (ann.) | -47.91% | 0.52% |
| 5Y (ann.) | -47.91% | 0.52% |
| Metric | aaveusd_div_0.25_tpm:0.015__tp__tep:1.0_ | AAVEUSD |
|---|---|---|
| Max Drawdown | -49.13% | -69.68% |
| Longest DD Days | 141.0 | 213.0 |
| Avg. Drawdown | -18.91% | -2.46% |
| Avg. Drawdown Days | 47.0 | 3.0 |
| Recovery Factor | -0.74 | 0.01 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-05 | 2025-05-26 | -49.13 | 141 |
| 2025-06-11 | 2025-09-11 | -44.95 | 92 |
| 2025-05-30 | 2025-05-30 | -0.15 | 0 |
| 2025-06-03 | 2025-06-04 | -0.15 | 1 |
| 2025-06-07 | 2025-06-09 | -0.15 | 1 |
| Metric | aaveusd_div_0.25_tpm:0.015__tp__tep:1.0_ | AAVEUSD |
|---|---|---|
| Best Day | 6.24% | 5.16% |
| Worst Day | -31.88% | -5.28% |
| Best Week | 9.37% | 20.9% |
| Worst Week | -38.8% | -28.38% |
| Best Month | 30.09% | 50.41% |
| Worst Month | -27.67% | -42.22% |
| Best Year | -36.37% | 0.36% |
| Worst Year | -36.37% | 0.36% |
| Avg. Up Day | 0.0% | 0.1% |
| Avg. Down Day | -1.1% | -0.11% |
| Avg. Up Week | 5.15% | 9.83% |
| Avg. Down Week | -15.64% | -13.68% |
| Avg. Up Month | 19.8% | 20.33% |
| Avg. Down Month | -14.83% | -16.47% |
| Win Days % | 99.95% | 50.11% |
| Win Month % | 33.33% | 55.56% |
| Win Week % | 72.97% | 54.05% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |