| Metric | 7504989:yfiusd:triple_gx:lsma110_60_15 | 7504989:YFIUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | -50.31% | -23.06% |
| Max Drawdown | -56.47% | -68.47% |
| Sharpe | -0.92 | 0.09 |
| Sortino | -1.38 | 0.15 |
| Payoff Ratio | 1.1 | 1.0 |
| Profit Factor | 0.79 | 1.01 |
| Common Sense Ratio | 0.61 | 1.01 |
| CPC Index | 0.33 | 0.49 |
| Tail Ratio | 0.77 | 1.0 |
| Outlier Win Ratio | 14.48 | 3.43 |
| Outlier Loss Ratio | 3.37 | 2.92 |
| Volatility (ann.) | 56.09% | 82.16% |
| R^2 | 0.46 | 0.46 |
| Calmar | -0.87 | -0.33 |
| Skew | 2.28 | 1.12 |
| Kurtosis | 34.86 | 7.89 |
| Expected Daily % | -0.18% | -0.07% |
| Expected Monthly % | -5.24% | -2.0% |
| Expected Yearly % | -29.51% | -12.28% |
| Kelly Criterion | -18.58% | -2.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.97% | -7.05% |
| Expected Shortfall (cVaR) | -4.97% | -7.05% |
| Year | 7504989:YFIUSD | 7504989:yfiusd:triple_gx:lsma110_60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | -12.75 | -0.71 | - |
| 2025 | -34.73 | -43.05 | 1.24 | - |
| Metric | 7504989:yfiusd:triple_gx:lsma110_60_15 | 7504989:YFIUSD |
|---|---|---|
| MTD | -14.84% | -6.48% |
| 3M | -35.85% | -9.07% |
| 6M | -48.59% | -29.23% |
| YTD | -43.05% | -34.73% |
| 1Y | -50.28% | -26.07% |
| 3Y (ann.) | -48.92% | -22.26% |
| 5Y (ann.) | -48.92% | -22.26% |
| Metric | 7504989:yfiusd:triple_gx:lsma110_60_15 | 7504989:YFIUSD |
|---|---|---|
| Max Drawdown | -56.47% | -68.47% |
| Longest DD Days | 175.0 | 180.0 |
| Avg. Drawdown | -30.68% | -15.22% |
| Avg. Drawdown Days | 123.0 | 46.0 |
| Recovery Factor | -0.89 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -56.47 | 175 |
| 2024-05-25 | 2024-11-10 | -23.03 | 169 |
| 2024-11-11 | 2024-12-06 | -12.53 | 25 |
| Metric | 7504989:yfiusd:triple_gx:lsma110_60_15 | 7504989:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -19.2% | -19.2% |
| Best Week | 20.01% | 82.64% |
| Worst Week | -18.27% | -20.74% |
| Best Month | 16.99% | 70.6% |
| Worst Month | -14.89% | -22.05% |
| Best Year | -12.75% | 17.89% |
| Worst Year | -43.05% | -34.73% |
| Avg. Up Day | 3.21% | 3.23% |
| Avg. Down Day | -2.91% | -3.24% |
| Avg. Up Week | 5.62% | 16.93% |
| Avg. Down Week | -5.46% | -7.16% |
| Avg. Up Month | 16.99% | 70.6% |
| Avg. Down Month | -9.64% | -10.92% |
| Win Days % | 37.8% | 48.95% |
| Win Month % | 16.67% | 30.77% |
| Win Week % | 36.84% | 40.35% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 0.0% | 50.0% |