| Metric | configs_sql/hl_close/c/aaveusd/uniq_ | AAVEUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 482.57% | -31.05% |
| Max Drawdown | -42.37% | -75.52% |
| Sharpe | 1.27 | 0.37 |
| Sortino | 2.09 | 0.55 |
| Payoff Ratio | 1.22 | 1.1 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.54 | 1.09 |
| CPC Index | 0.8 | 0.58 |
| Tail Ratio | 1.19 | 1.04 |
| Outlier Win Ratio | 9.57 | 3.41 |
| Outlier Loss Ratio | 4.71 | 3.05 |
| Volatility (ann.) | 60.88% | 99.36% |
| R^2 | 0.53 | 0.53 |
| Calmar | 1.88 | -0.15 |
| Skew | 1.07 | 0.24 |
| Kurtosis | 10.26 | 3.18 |
| Expected Daily % | 0.16% | -0.03% |
| Expected Monthly % | 4.88% | -1.0% |
| Expected Yearly % | 55.36% | -8.88% |
| Kelly Criterion | 10.25% | 5.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.03% | -8.45% |
| Expected Shortfall (cVaR) | -5.03% | -8.45% |
| Year | AAVEUSD | configs_sql/hl_close/c/aaveusd/uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -72.88 | -5.07 | 0.07 | + |
| 2023 | 109.27 | 142.42 | 1.30 | + |
| 2024 | 183.76 | 148.58 | 0.81 | - |
| 2025 | -57.19 | 1.84 | -0.03 | + |
| Metric | configs_sql/hl_close/c/aaveusd/uniq_ | AAVEUSD |
|---|---|---|
| MTD | 0.0% | -17.33% |
| 3M | -1.71% | -62.48% |
| 6M | 70.98% | -11.18% |
| YTD | 1.84% | -57.19% |
| 1Y | 113.96% | 11.24% |
| 3Y (ann.) | 79.84% | -11.65% |
| 5Y (ann.) | 79.74% | -11.64% |
| Metric | configs_sql/hl_close/c/aaveusd/uniq_ | AAVEUSD |
|---|---|---|
| Max Drawdown | -42.37% | -75.52% |
| Longest DD Days | 365.0 | 964.0 |
| Avg. Drawdown | -9.9% | -23.04% |
| Avg. Drawdown Days | 33.0 | 135.0 |
| Recovery Factor | 11.39 | -0.41 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-25 | 2023-06-25 | -42.37 | 365 |
| 2024-03-15 | 2024-08-16 | -26.88 | 154 |
| 2024-12-17 | 2025-04-07 | -22.63 | 111 |
| 2024-08-24 | 2024-11-09 | -20.66 | 77 |
| 2024-11-10 | 2024-11-27 | -19.81 | 17 |
| 2023-12-29 | 2024-03-01 | -19.06 | 63 |
| 2023-11-10 | 2023-12-27 | -16.12 | 47 |
| 2023-06-26 | 2023-06-30 | -13.67 | 4 |
| 2022-05-25 | 2022-05-30 | -11.17 | 5 |
| 2022-04-08 | 2022-05-15 | -10.61 | 37 |
| Metric | configs_sql/hl_close/c/aaveusd/uniq_ | AAVEUSD |
|---|---|---|
| Best Day | 20.61% | 27.94% |
| Worst Day | -19.87% | -24.8% |
| Best Week | 28.79% | 41.82% |
| Worst Week | -31.33% | -40.32% |
| Best Month | 34.52% | 71.18% |
| Worst Month | -26.12% | -49.37% |
| Best Year | 148.58% | 183.76% |
| Worst Year | -5.07% | -72.88% |
| Avg. Up Day | 2.99% | 4.13% |
| Avg. Down Day | -2.45% | -3.76% |
| Avg. Up Week | 8.69% | 12.21% |
| Avg. Down Week | -5.08% | -9.26% |
| Avg. Up Month | 14.29% | 26.62% |
| Avg. Down Month | -6.36% | -18.13% |
| Win Days % | 50.74% | 50.28% |
| Win Month % | 68.57% | 45.95% |
| Win Week % | 52.68% | 48.45% |
| Win Quarter % | 83.33% | 46.15% |
| Win Year % | 75.0% | 50.0% |