| Metric | hl_uniq_fwd_daily_ | AAVEUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 54.13% | 187.5% |
| Max Drawdown | -26.84% | -67.3% |
| Sharpe | 1.33 | 1.47 |
| Sortino | 2.29 | 2.43 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.27 | 1.23 |
| Common Sense Ratio | 1.72 | 1.53 |
| CPC Index | 0.79 | 0.75 |
| Tail Ratio | 1.36 | 1.24 |
| Outlier Win Ratio | 9.63 | 2.67 |
| Outlier Loss Ratio | 8.35 | 2.23 |
| Volatility (ann.) | 36.0% | 106.08% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.92 | 2.61 |
| Skew | 1.11 | 0.7 |
| Kurtosis | 5.46 | 2.66 |
| Expected Daily % | 0.11% | 0.28% |
| Expected Monthly % | 3.38% | 8.46% |
| Expected Yearly % | 24.15% | 69.56% |
| Kelly Criterion | 9.92% | 9.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.97% | -8.7% |
| Expected Shortfall (cVaR) | -2.97% | -8.7% |
| Year | AAVEUSD | hl_uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 88.77 | 0.34 | - |
| 2025 | -19.82 | -18.35 | 0.93 | + |
| Metric | hl_uniq_fwd_daily_ | AAVEUSD |
|---|---|---|
| MTD | -12.5% | 50.41% |
| 3M | -12.72% | 21.27% |
| 6M | -6.69% | 23.42% |
| YTD | -18.35% | -19.82% |
| 1Y | 54.43% | 140.16% |
| 3Y (ann.) | 51.52% | 175.76% |
| 5Y (ann.) | 51.52% | 175.76% |
| Metric | hl_uniq_fwd_daily_ | AAVEUSD |
|---|---|---|
| Max Drawdown | -26.84% | -67.3% |
| Longest DD Days | 173.0 | 158.0 |
| Avg. Drawdown | -6.97% | -14.16% |
| Avg. Drawdown Days | 35.0 | 20.0 |
| Recovery Factor | 2.02 | 2.79 |
| Ulcer Index | 1.12 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-05-31 | -26.84 | 173 |
| 2024-07-22 | 2024-11-08 | -13.16 | 109 |
| 2024-11-12 | 2024-11-16 | -7.58 | 4 |
| 2024-05-23 | 2024-07-13 | -5.85 | 51 |
| 2024-11-19 | 2024-11-21 | -4.23 | 2 |
| 2024-11-17 | 2024-11-18 | -4.13 | 1 |
| 2024-11-25 | 2024-11-27 | -4.11 | 2 |
| 2024-12-05 | 2024-12-06 | -2.02 | 1 |
| 2024-07-17 | 2024-07-19 | -1.74 | 2 |
| 2024-05-19 | 2024-05-20 | -0.01 | 1 |
| Metric | hl_uniq_fwd_daily_ | AAVEUSD |
|---|---|---|
| Best Day | 9.17% | 27.94% |
| Worst Day | -7.59% | -19.11% |
| Best Week | 21.07% | 41.82% |
| Worst Week | -8.46% | -28.38% |
| Best Month | 77.33% | 50.41% |
| Worst Month | -12.5% | -42.22% |
| Best Year | 88.77% | 258.55% |
| Worst Year | -18.35% | -19.82% |
| Avg. Up Day | 1.4% | 5.1% |
| Avg. Down Day | -1.11% | -4.18% |
| Avg. Up Week | 5.85% | 15.7% |
| Avg. Down Week | -2.3% | -9.84% |
| Avg. Up Month | 18.75% | 25.46% |
| Avg. Down Month | -3.09% | -18.45% |
| Win Days % | 49.74% | 50.0% |
| Win Month % | 38.46% | 69.23% |
| Win Week % | 42.11% | 52.63% |
| Win Quarter % | 40.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |