| Metric | 7507969:yfiusd:triple_gx:lsma235_90_20 | 7507969:YFIUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | -17.47% | -23.06% |
| Max Drawdown | -52.76% | -68.47% |
| Sharpe | -0.01 | 0.09 |
| Sortino | -0.01 | 0.15 |
| Payoff Ratio | 1.24 | 1.16 |
| Profit Factor | 1.0 | 1.01 |
| Common Sense Ratio | 0.92 | 1.01 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 0.93 | 1.0 |
| Outlier Win Ratio | 13.76 | 4.08 |
| Outlier Loss Ratio | 3.14 | 2.91 |
| Volatility (ann.) | 61.19% | 82.16% |
| R^2 | 0.55 | 0.55 |
| Calmar | -0.32 | -0.33 |
| Skew | 2.34 | 1.12 |
| Kurtosis | 26.11 | 7.89 |
| Expected Daily % | -0.05% | -0.07% |
| Expected Monthly % | -1.47% | -2.0% |
| Expected Yearly % | -9.15% | -12.28% |
| Kelly Criterion | -4.65% | 4.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.27% | -7.05% |
| Expected Shortfall (cVaR) | -5.27% | -7.05% |
| Year | 7507969:YFIUSD | 7507969:yfiusd:triple_gx:lsma235_90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 6.47 | 0.36 | - |
| 2025 | -34.73 | -22.48 | 0.65 | + |
| Metric | 7507969:yfiusd:triple_gx:lsma235_90_20 | 7507969:YFIUSD |
|---|---|---|
| MTD | -8.67% | -6.48% |
| 3M | -13.69% | -9.07% |
| 6M | -23.02% | -29.23% |
| YTD | -22.48% | -34.73% |
| 1Y | -17.47% | -26.07% |
| 3Y (ann.) | -16.84% | -22.26% |
| 5Y (ann.) | -16.84% | -22.26% |
| Metric | 7507969:yfiusd:triple_gx:lsma235_90_20 | 7507969:YFIUSD |
|---|---|---|
| Max Drawdown | -52.76% | -68.47% |
| Longest DD Days | 175.0 | 180.0 |
| Avg. Drawdown | -25.58% | -15.22% |
| Avg. Drawdown Days | 88.0 | 46.0 |
| Recovery Factor | -0.33 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -52.76 | 175 |
| 2024-06-07 | 2024-11-10 | -33.01 | 156 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2024-11-25 | 2024-12-04 | -3.72 | 9 |
| Metric | 7507969:yfiusd:triple_gx:lsma235_90_20 | 7507969:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -19.2% | -19.2% |
| Best Week | 51.33% | 82.64% |
| Worst Week | -19.71% | -20.74% |
| Best Month | 51.87% | 70.6% |
| Worst Month | -11.75% | -22.05% |
| Best Year | 6.47% | 17.89% |
| Worst Year | -22.48% | -34.73% |
| Avg. Up Day | 3.64% | 3.65% |
| Avg. Down Day | -2.95% | -3.16% |
| Avg. Up Week | 9.2% | 14.35% |
| Avg. Down Week | -6.88% | -7.94% |
| Avg. Up Month | 51.87% | 70.6% |
| Avg. Down Month | -6.74% | -9.86% |
| Win Days % | 42.17% | 48.95% |
| Win Month % | 10.0% | 30.77% |
| Win Week % | 45.45% | 40.35% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |