| Metric | 13790773:aaveusd:triple_med_gx:lsma180_95 | 13790773:AAVEUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 56.22% | 74.88% |
| Max Drawdown | -66.08% | -81.87% |
| Sharpe | 0.29 | 0.34 |
| Sortino | 0.44 | 0.51 |
| Payoff Ratio | 1.2 | 1.13 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | 1.05 | 1.07 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 0.94 | 1.01 |
| Outlier Win Ratio | 42.35 | 2.97 |
| Outlier Loss Ratio | 3.55 | 2.92 |
| Volatility (ann.) | 16.88% | 51.57% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.22 | 0.23 |
| Skew | 1.71 | 0.59 |
| Kurtosis | 47.44 | 6.28 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.12% | 1.41% |
| Expected Yearly % | 11.8% | 15.0% |
| Kelly Criterion | 4.08% | 4.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -4.39% |
| Expected Shortfall (cVaR) | -1.44% | -4.39% |
| Year | 13790773:AAVEUSD | 13790773:aaveusd:triple_med_gx:lsma180_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.66 | 77.77 | -1.22 | + |
| 2023 | 109.27 | 107.39 | 0.98 | - |
| 2024 | 183.76 | -33.84 | -0.18 | - |
| 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.) | 9.04% | 37.8% |
| 5Y (ann.) | 14.61% | 18.63% |
| Metric | 13790773:aaveusd:triple_med_gx:lsma180_95 | 13790773:AAVEUSD |
|---|---|---|
| Max Drawdown | -66.08% | -81.87% |
| Longest DD Days | 388.0 | 977.0 |
| Avg. Drawdown | -6.01% | -14.67% |
| Avg. Drawdown Days | 25.0 | 66.0 |
| Recovery Factor | 0.85 | 0.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2025-05-30 | -66.08 | 388 |
| 2022-09-12 | 2023-01-14 | -30.35 | 123 |
| 2022-07-10 | 2022-07-14 | -18.10 | 4 |
| 2022-05-31 | 2022-07-07 | -13.19 | 37 |
| 2023-11-02 | 2024-02-24 | -9.95 | 113 |
| 2023-06-28 | 2023-06-30 | -8.60 | 2 |
| 2022-03-19 | 2022-03-24 | -8.18 | 5 |
| 2023-10-30 | 2023-11-01 | -6.48 | 2 |
| 2023-01-14 | 2023-03-29 | -5.69 | 73 |
| 2022-03-18 | 2022-03-18 | -4.73 | 0 |
| Metric | 13790773:aaveusd:triple_med_gx:lsma180_95 | 13790773:AAVEUSD |
|---|---|---|
| Best Day | 14.56% | 18.68% |
| Worst Day | -8.65% | -14.2% |
| Best Week | 27.14% | 50.85% |
| Worst Week | -18.88% | -40.32% |
| Best Month | 60.4% | 71.18% |
| Worst Month | -23.72% | -49.37% |
| Best Year | 107.39% | 183.76% |
| Worst Year | -35.95% | -63.66% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.48% | -1.57% |
| Avg. Up Week | 9.39% | 15.07% |
| Avg. Down Week | -6.93% | -9.05% |
| Avg. Up Month | 13.99% | 32.03% |
| Avg. Down Month | -12.51% | -24.38% |
| Win Days % | 47.76% | 49.27% |
| Win Month % | 58.62% | 52.5% |
| Win Week % | 49.06% | 50.0% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 50.0% |