| Metric | 7504131:yfiusd:triple_gx:lsma225_25_15 | 7504131:YFIUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | -21.69% | -23.06% |
| Max Drawdown | -53.14% | -68.47% |
| Sharpe | -0.13 | 0.09 |
| Sortino | -0.21 | 0.15 |
| Payoff Ratio | 1.27 | 1.15 |
| Profit Factor | 0.97 | 1.01 |
| Common Sense Ratio | 0.86 | 1.01 |
| CPC Index | 0.49 | 0.57 |
| Tail Ratio | 0.89 | 1.0 |
| Outlier Win Ratio | 14.92 | 3.61 |
| Outlier Loss Ratio | 3.17 | 2.87 |
| Volatility (ann.) | 57.82% | 82.16% |
| R^2 | 0.49 | 0.49 |
| Calmar | -0.39 | -0.33 |
| Skew | 2.57 | 1.12 |
| Kurtosis | 32.25 | 7.89 |
| Expected Daily % | -0.06% | -0.07% |
| Expected Monthly % | -1.86% | -2.0% |
| Expected Yearly % | -11.51% | -12.28% |
| Kelly Criterion | -7.65% | 4.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.0% | -7.05% |
| Expected Shortfall (cVaR) | -5.0% | -7.05% |
| Year | 7504131:YFIUSD | 7504131:yfiusd:triple_gx:lsma225_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 17.40 | 0.97 | - |
| 2025 | -34.73 | -33.30 | 0.96 | + |
| Metric | 7504131:yfiusd:triple_gx:lsma225_25_15 | 7504131:YFIUSD |
|---|---|---|
| MTD | -11.08% | -6.48% |
| 3M | -24.98% | -9.07% |
| 6M | -9.11% | -29.23% |
| YTD | -33.3% | -34.73% |
| 1Y | -20.23% | -26.07% |
| 3Y (ann.) | -20.93% | -22.26% |
| 5Y (ann.) | -20.93% | -22.26% |
| Metric | 7504131:yfiusd:triple_gx:lsma225_25_15 | 7504131:YFIUSD |
|---|---|---|
| Max Drawdown | -53.14% | -68.47% |
| Longest DD Days | 175.0 | 180.0 |
| Avg. Drawdown | -30.23% | -15.22% |
| Avg. Drawdown Days | 122.0 | 46.0 |
| Recovery Factor | -0.41 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -53.14 | 175 |
| 2024-05-25 | 2024-11-10 | -23.01 | 169 |
| 2024-11-11 | 2024-12-03 | -14.56 | 22 |
| Metric | 7504131:yfiusd:triple_gx:lsma225_25_15 | 7504131:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -19.2% | -19.2% |
| Best Week | 82.64% | 82.64% |
| Worst Week | -18.27% | -20.74% |
| Best Month | 24.47% | 70.6% |
| Worst Month | -15.63% | -22.05% |
| Best Year | 17.4% | 17.89% |
| Worst Year | -33.3% | -34.73% |
| Avg. Up Day | 3.78% | 3.81% |
| Avg. Down Day | -2.99% | -3.29% |
| Avg. Up Week | 17.98% | 23.8% |
| Avg. Down Week | -6.94% | -8.78% |
| Avg. Up Month | 19.46% | 70.6% |
| Avg. Down Month | -8.78% | -12.23% |
| Win Days % | 39.86% | 48.95% |
| Win Month % | 27.27% | 30.77% |
| Win Week % | 38.24% | 40.35% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |