| Metric | 5612551:aaveusd:triple_gx:lsma125_65_55 | 5612551:AAVEUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 347.02% | 187.5% |
| Max Drawdown | -19.81% | -67.3% |
| Sharpe | 2.71 | 1.47 |
| Sortino | 5.85 | 2.43 |
| Payoff Ratio | 1.7 | 1.55 |
| Profit Factor | 2.05 | 1.23 |
| Common Sense Ratio | 4.17 | 1.53 |
| CPC Index | 1.78 | 0.96 |
| Tail Ratio | 2.03 | 1.24 |
| Outlier Win Ratio | 15.15 | 3.4 |
| Outlier Loss Ratio | 3.45 | 2.58 |
| Volatility (ann.) | 59.1% | 106.08% |
| R^2 | 0.31 | 0.31 |
| Calmar | 16.22 | 2.61 |
| Skew | 2.19 | 0.7 |
| Kurtosis | 11.2 | 2.66 |
| Expected Daily % | 0.39% | 0.28% |
| Expected Monthly % | 12.21% | 8.46% |
| Expected Yearly % | 111.43% | 69.56% |
| Kelly Criterion | 22.51% | 17.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.65% | -8.7% |
| Expected Shortfall (cVaR) | -4.65% | -8.7% |
| Year | 5612551:AAVEUSD | 5612551:aaveusd:triple_gx:lsma125_65_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 258.55 | 294.55 | 1.14 | + |
| 2025 | -19.82 | 13.30 | -0.67 | + |
| Metric | 5612551:aaveusd:triple_gx:lsma125_65_55 | 5612551:AAVEUSD |
|---|---|---|
| MTD | 8.16% | 50.41% |
| 3M | 13.3% | 21.27% |
| 6M | 114.58% | 23.42% |
| YTD | 13.3% | -19.82% |
| 1Y | 347.02% | 140.16% |
| 3Y (ann.) | 321.37% | 175.76% |
| 5Y (ann.) | 321.37% | 175.76% |
| Metric | 5612551:aaveusd:triple_gx:lsma125_65_55 | 5612551:AAVEUSD |
|---|---|---|
| Max Drawdown | -19.81% | -67.3% |
| Longest DD Days | 65.0 | 158.0 |
| Avg. Drawdown | -6.17% | -14.16% |
| Avg. Drawdown Days | 9.0 | 20.0 |
| Recovery Factor | 17.52 | 2.79 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-10 | 2024-11-27 | -19.81 | 17 |
| 2024-07-15 | 2024-08-06 | -13.94 | 22 |
| 2024-08-07 | 2024-08-16 | -12.38 | 9 |
| 2024-09-03 | 2024-09-04 | -11.93 | 1 |
| 2024-08-24 | 2024-09-02 | -11.24 | 9 |
| 2025-03-17 | 2025-04-09 | -8.17 | 23 |
| 2024-06-20 | 2024-06-26 | -7.90 | 6 |
| 2024-12-09 | 2024-12-11 | -7.85 | 2 |
| 2024-09-05 | 2024-11-09 | -7.52 | 65 |
| 2024-11-28 | 2024-11-30 | -5.59 | 2 |
| Metric | 5612551:aaveusd:triple_gx:lsma125_65_55 | 5612551:AAVEUSD |
|---|---|---|
| Best Day | 21.2% | 27.94% |
| Worst Day | -11.93% | -19.11% |
| Best Week | 41.82% | 41.82% |
| Worst Week | -9.67% | -28.38% |
| Best Month | 78.77% | 50.41% |
| Worst Month | -3.06% | -42.22% |
| Best Year | 294.55% | 258.55% |
| Worst Year | 13.3% | -19.82% |
| Avg. Up Day | 5.36% | 5.38% |
| Avg. Down Day | -3.16% | -3.46% |
| Avg. Up Week | 13.25% | 19.3% |
| Avg. Down Week | -3.94% | -5.76% |
| Avg. Up Month | 24.87% | 28.36% |
| Avg. Down Month | -3.06% | -16.93% |
| Win Days % | 51.26% | 50.0% |
| Win Month % | 88.89% | 69.23% |
| Win Week % | 75.0% | 52.63% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 50.0% |