| Metric | d_aaveusd_div_0.25_tpm:0.015__tp_ | AAVEUSD |
|---|---|---|
| Time in Market | 77.0% | 100.0% |
| Cumulative Return | 16.61% | -10.74% |
| Max Drawdown | -49.99% | -66.06% |
| Sharpe | 0.87 | 0.3 |
| Sortino | 0.97 | 0.44 |
| Payoff Ratio | 0.25 | 1.11 |
| Profit Factor | 1.2 | 1.04 |
| Common Sense Ratio | 0.51 | 1.09 |
| CPC Index | 0.25 | 0.58 |
| Tail Ratio | 0.42 | 1.05 |
| Outlier Win Ratio | 9.47 | 2.36 |
| Outlier Loss Ratio | 2.5 | 3.73 |
| Volatility (ann.) | 65.84% | 107.33% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.81 | -0.34 |
| Skew | -3.25 | 0.05 |
| Kurtosis | 12.76 | 1.54 |
| Expected Daily % | 0.09% | -0.07% |
| Expected Monthly % | 2.59% | -1.88% |
| Expected Yearly % | 16.61% | -10.74% |
| Kelly Criterion | 16.21% | 4.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.51% | -9.15% |
| Expected Shortfall (cVaR) | -5.51% | -9.15% |
| Year | AAVEUSD | d_aaveusd_div_0.25_tpm:0.015__tp_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -10.74 | 16.61 | -1.55 | + |
| Metric | d_aaveusd_div_0.25_tpm:0.015__tp_ | AAVEUSD |
|---|---|---|
| MTD | 6.64% | 9.56% |
| 3M | 83.97% | 69.33% |
| 6M | 16.61% | -10.74% |
| YTD | 16.61% | -10.74% |
| 1Y | 16.61% | -10.74% |
| 3Y (ann.) | 40.49% | -22.22% |
| 5Y (ann.) | 40.49% | -22.22% |
| Metric | d_aaveusd_div_0.25_tpm:0.015__tp_ | AAVEUSD |
|---|---|---|
| Max Drawdown | -49.99% | -66.06% |
| Longest DD Days | 141.0 | 143.0 |
| Avg. Drawdown | -18.17% | -42.92% |
| Avg. Drawdown Days | 49.0 | 80.0 |
| Recovery Factor | 0.33 | -0.16 |
| Ulcer Index | 1.36 | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-05-27 | -49.99 | 141 |
| 2025-06-08 | 2025-06-11 | -3.34 | 3 |
| 2025-05-31 | 2025-06-03 | -1.18 | 3 |
| Metric | d_aaveusd_div_0.25_tpm:0.015__tp_ | AAVEUSD |
|---|---|---|
| Best Day | 7.82% | 19.43% |
| Worst Day | -18.54% | -19.5% |
| Best Week | 16.57% | 21.74% |
| Worst Week | -18.54% | -23.34% |
| Best Month | 45.47% | 51.72% |
| Worst Month | -22.7% | -35.49% |
| Best Year | 16.61% | -10.74% |
| Worst Year | 16.61% | -10.74% |
| Avg. Up Day | 1.68% | 4.86% |
| Avg. Down Day | -6.82% | -4.38% |
| Avg. Up Week | 8.24% | 9.83% |
| Avg. Down Week | -11.24% | -17.16% |
| Avg. Up Month | 24.67% | 20.87% |
| Avg. Down Month | -19.24% | -27.58% |
| Win Days % | 83.46% | 49.7% |
| Win Month % | 50.0% | 66.67% |
| Win Week % | 62.5% | 60.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 0.0% |