| Metric | 7504312:yfiusd:triple_gx:lsma90_35_15 | 7504312:YFIUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | -41.41% | -23.06% |
| Max Drawdown | -47.17% | -68.47% |
| Sharpe | -0.63 | 0.09 |
| Sortino | -0.96 | 0.15 |
| Payoff Ratio | 1.25 | 1.06 |
| Profit Factor | 0.85 | 1.01 |
| Common Sense Ratio | 0.69 | 1.01 |
| CPC Index | 0.41 | 0.53 |
| Tail Ratio | 0.81 | 1.0 |
| Outlier Win Ratio | 13.46 | 3.47 |
| Outlier Loss Ratio | 3.45 | 2.92 |
| Volatility (ann.) | 56.75% | 82.16% |
| R^2 | 0.48 | 0.48 |
| Calmar | -0.85 | -0.33 |
| Skew | 2.24 | 1.12 |
| Kurtosis | 33.17 | 7.89 |
| Expected Daily % | -0.14% | -0.07% |
| Expected Monthly % | -4.03% | -2.0% |
| Expected Yearly % | -23.45% | -12.28% |
| Kelly Criterion | -11.46% | 0.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.98% | -7.05% |
| Expected Shortfall (cVaR) | -4.98% | -7.05% |
| Year | 7504312:YFIUSD | 7504312:yfiusd:triple_gx:lsma90_35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | -13.07 | -0.73 | - |
| 2025 | -34.73 | -32.60 | 0.94 | + |
| Metric | 7504312:yfiusd:triple_gx:lsma90_35_15 | 7504312:YFIUSD |
|---|---|---|
| MTD | -11.24% | -6.48% |
| 3M | -30.68% | -9.07% |
| 6M | -37.6% | -29.23% |
| YTD | -32.6% | -34.73% |
| 1Y | -40.68% | -26.07% |
| 3Y (ann.) | -40.16% | -22.26% |
| 5Y (ann.) | -40.16% | -22.26% |
| Metric | 7504312:yfiusd:triple_gx:lsma90_35_15 | 7504312:YFIUSD |
|---|---|---|
| Max Drawdown | -47.17% | -68.47% |
| Longest DD Days | 192.0 | 180.0 |
| Avg. Drawdown | -19.25% | -15.22% |
| Avg. Drawdown Days | 93.0 | 46.0 |
| Recovery Factor | -0.88 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -47.17 | 175 |
| 2024-05-28 | 2024-12-06 | -26.62 | 192 |
| 2024-05-20 | 2024-05-25 | -1.72 | 5 |
| 2024-05-26 | 2024-05-27 | -1.49 | 1 |
| Metric | 7504312:yfiusd:triple_gx:lsma90_35_15 | 7504312:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -19.2% | -19.2% |
| Best Week | 18.11% | 82.64% |
| Worst Week | -18.27% | -20.74% |
| Best Month | 15.63% | 70.6% |
| Worst Month | -12.0% | -22.05% |
| Best Year | -13.07% | 17.89% |
| Worst Year | -32.6% | -34.73% |
| Avg. Up Day | 3.36% | 3.39% |
| Avg. Down Day | -2.69% | -3.2% |
| Avg. Up Week | 5.69% | 16.89% |
| Avg. Down Week | -5.42% | -7.81% |
| Avg. Up Month | 15.63% | 70.6% |
| Avg. Down Month | -7.92% | -10.92% |
| Win Days % | 38.1% | 48.95% |
| Win Month % | 16.67% | 30.77% |
| Win Week % | 40.0% | 40.35% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 0.0% | 50.0% |