| Metric | 13790773:aaveusd:triple_med_gx:lsma180_95 | 13790773:AAVEUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -60.85% | 200.14% |
| Max Drawdown | -66.08% | -68.54% |
| Sharpe | -1.28 | 0.74 |
| Sortino | -1.55 | 1.15 |
| Payoff Ratio | 0.85 | 0.84 |
| Profit Factor | 0.62 | 1.12 |
| Common Sense Ratio | 0.22 | 1.25 |
| CPC Index | 0.22 | 0.46 |
| Tail Ratio | 0.36 | 1.11 |
| Outlier Win Ratio | 54.08 | 2.67 |
| Outlier Loss Ratio | 3.04 | 2.86 |
| Volatility (ann.) | 15.91% | 54.26% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.88 | 2.58 |
| Skew | -2.58 | 0.73 |
| Kurtosis | 27.99 | 6.26 |
| Expected Daily % | -0.06% | 0.07% |
| Expected Monthly % | -6.96% | 8.82% |
| Expected Yearly % | -37.43% | 73.25% |
| Kelly Criterion | -27.63% | -10.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -4.56% |
| Expected Shortfall (cVaR) | -1.43% | -4.56% |
| Year | 13790773:AAVEUSD | 13790773:aaveusd:triple_med_gx:lsma180_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 270.41 | -38.88 | -0.14 | - |
| 2025 | -18.97 | -35.95 | 1.90 | - |
| Metric | 13790773:aaveusd:triple_med_gx:lsma180_95 | 13790773:AAVEUSD |
|---|---|---|
| MTD | 5.49% | 52.0% |
| 3M | -15.86% | 22.55% |
| 6M | -35.95% | 18.51% |
| YTD | -35.95% | -18.97% |
| 1Y | -56.89% | 140.85% |
| 3Y (ann.) | -58.05% | 176.82% |
| 5Y (ann.) | -58.05% | 176.82% |
| Metric | 13790773:aaveusd:triple_med_gx:lsma180_95 | 13790773:AAVEUSD |
|---|---|---|
| Max Drawdown | -66.08% | -68.54% |
| Longest DD Days | 388.0 | 164.0 |
| Avg. Drawdown | -22.62% | -8.66% |
| Avg. Drawdown Days | 129.0 | 11.0 |
| Recovery Factor | -0.92 | 2.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2025-05-30 | -66.08 | 388 |
| 2024-05-05 | 2024-05-05 | -1.59 | 0 |
| 2024-05-04 | 2024-05-04 | -0.18 | 0 |
| Metric | 13790773:aaveusd:triple_med_gx:lsma180_95 | 13790773:AAVEUSD |
|---|---|---|
| Best Day | 4.84% | 18.3% |
| Worst Day | -8.25% | -14.2% |
| Best Week | 17.28% | 41.82% |
| Worst Week | -18.88% | -28.38% |
| Best Month | 5.49% | 52.0% |
| Worst Month | -23.72% | -42.22% |
| Best Year | -35.95% | 270.41% |
| Worst Year | -38.88% | -18.97% |
| Avg. Up Day | 1.51% | 1.53% |
| Avg. Down Day | -1.79% | -1.82% |
| Avg. Up Week | 7.35% | 17.18% |
| Avg. Down Week | -10.21% | -11.68% |
| Avg. Up Month | 4.4% | 34.3% |
| Avg. Down Month | -18.04% | -22.55% |
| Win Days % | 41.45% | 49.59% |
| Win Month % | 27.27% | 69.23% |
| Win Week % | 21.05% | 53.45% |
| Win Quarter % | 20.0% | 80.0% |
| Win Year % | 0.0% | 50.0% |