| Metric | 7507858:yfiusd:triple_gx:lsma220_85_20 | 7507858:YFIUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | -22.35% | -31.28% |
| Max Drawdown | -57.01% | -69.03% |
| Sharpe | -0.04 | 0.05 |
| Sortino | -0.06 | 0.07 |
| Payoff Ratio | 1.25 | 1.1 |
| Profit Factor | 0.99 | 1.01 |
| Common Sense Ratio | 0.98 | 0.95 |
| CPC Index | 0.52 | 0.54 |
| Tail Ratio | 0.99 | 0.95 |
| Outlier Win Ratio | 11.81 | 3.69 |
| Outlier Loss Ratio | 3.42 | 2.88 |
| Volatility (ann.) | 55.16% | 76.41% |
| R^2 | 0.52 | 0.52 |
| Calmar | -0.27 | -0.32 |
| Skew | 2.37 | 0.95 |
| Kurtosis | 27.89 | 7.78 |
| Expected Daily % | -0.05% | -0.07% |
| Expected Monthly % | -1.32% | -1.96% |
| Expected Yearly % | -11.88% | -17.1% |
| Kelly Criterion | -4.62% | 3.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.75% | -6.57% |
| Expected Shortfall (cVaR) | -4.75% | -6.57% |
| Year | 7507858:YFIUSD | 7507858:yfiusd:triple_gx:lsma220_85_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 17.71 | 0.99 | - |
| 2025 | -41.71 | -34.03 | 0.82 | + |
| Metric | 7507858:yfiusd:triple_gx:lsma220_85_20 | 7507858:YFIUSD |
|---|---|---|
| MTD | -3.19% | -1.33% |
| 3M | -1.33% | -16.74% |
| 6M | -4.86% | -19.06% |
| YTD | -34.03% | -41.71% |
| 1Y | -15.95% | -23.78% |
| 3Y (ann.) | -15.5% | -22.11% |
| 5Y (ann.) | -15.5% | -22.11% |
| Metric | 7507858:yfiusd:triple_gx:lsma220_85_20 | 7507858:YFIUSD |
|---|---|---|
| Max Drawdown | -57.01% | -69.03% |
| Longest DD Days | 343.0 | 343.0 |
| Avg. Drawdown | -26.43% | -15.29% |
| Avg. Drawdown Days | 133.0 | 67.0 |
| Recovery Factor | -0.39 | -0.45 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-15 | -57.01 | 343 |
| 2024-05-25 | 2024-11-10 | -32.16 | 169 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2024-11-25 | 2024-12-04 | -3.72 | 9 |
| Metric | 7507858:yfiusd:triple_gx:lsma220_85_20 | 7507858:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -19.2% | -19.2% |
| Best Week | 51.33% | 82.64% |
| Worst Week | -18.27% | -20.74% |
| Best Month | 51.87% | 70.6% |
| Worst Month | -15.52% | -22.05% |
| Best Year | 17.71% | 17.89% |
| Worst Year | -34.03% | -41.71% |
| Avg. Up Day | 3.16% | 3.18% |
| Avg. Down Day | -2.53% | -2.9% |
| Avg. Up Week | 8.03% | 10.72% |
| Avg. Down Week | -6.48% | -8.38% |
| Avg. Up Month | 29.57% | 35.74% |
| Avg. Down Month | -8.76% | -8.4% |
| Win Days % | 41.83% | 49.27% |
| Win Month % | 29.41% | 36.84% |
| Win Week % | 43.4% | 45.68% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 50.0% | 50.0% |