| Metric | 7508341:yfiusd:triple_gx:lsma220_110_20 | 7508341:YFIUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | -34.77% | -31.28% |
| Max Drawdown | -68.4% | -69.03% |
| Sharpe | -0.23 | 0.05 |
| Sortino | -0.36 | 0.07 |
| Payoff Ratio | 1.18 | 1.06 |
| Profit Factor | 0.95 | 1.01 |
| Common Sense Ratio | 0.92 | 0.95 |
| CPC Index | 0.47 | 0.53 |
| Tail Ratio | 0.97 | 0.95 |
| Outlier Win Ratio | 11.59 | 3.69 |
| Outlier Loss Ratio | 3.36 | 3.01 |
| Volatility (ann.) | 56.68% | 76.41% |
| R^2 | 0.55 | 0.55 |
| Calmar | -0.36 | -0.32 |
| Skew | 2.14 | 0.95 |
| Kurtosis | 25.18 | 7.78 |
| Expected Daily % | -0.08% | -0.07% |
| Expected Monthly % | -2.22% | -1.96% |
| Expected Yearly % | -19.24% | -17.1% |
| Kelly Criterion | -6.47% | 1.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.92% | -6.57% |
| Expected Shortfall (cVaR) | -4.92% | -6.57% |
| Year | 7508341:YFIUSD | 7508341:yfiusd:triple_gx:lsma220_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 7.22 | 0.40 | - |
| 2025 | -41.71 | -39.16 | 0.94 | + |
| Metric | 7508341:yfiusd:triple_gx:lsma220_110_20 | 7508341:YFIUSD |
|---|---|---|
| MTD | -3.01% | -1.33% |
| 3M | -2.5% | -16.74% |
| 6M | -12.26% | -19.06% |
| YTD | -39.16% | -41.71% |
| 1Y | -30.78% | -23.78% |
| 3Y (ann.) | -24.77% | -22.11% |
| 5Y (ann.) | -24.77% | -22.11% |
| Metric | 7508341:yfiusd:triple_gx:lsma220_110_20 | 7508341:YFIUSD |
|---|---|---|
| Max Drawdown | -68.4% | -69.03% |
| Longest DD Days | 343.0 | 343.0 |
| Avg. Drawdown | -23.16% | -15.29% |
| Avg. Drawdown Days | 103.0 | 67.0 |
| Recovery Factor | -0.51 | -0.45 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-15 | -68.40 | 343 |
| 2024-06-07 | 2024-11-10 | -30.81 | 156 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2024-11-25 | 2024-11-27 | -3.58 | 2 |
| 2024-12-02 | 2024-12-03 | -0.18 | 1 |
| Metric | 7508341:yfiusd:triple_gx:lsma220_110_20 | 7508341:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -19.2% | -19.2% |
| Best Week | 63.58% | 82.64% |
| Worst Week | -26.24% | -20.74% |
| Best Month | 59.27% | 70.6% |
| Worst Month | -19.27% | -22.05% |
| Best Year | 7.22% | 17.89% |
| Worst Year | -39.16% | -41.71% |
| Avg. Up Day | 3.17% | 3.18% |
| Avg. Down Day | -2.67% | -3.0% |
| Avg. Up Week | 8.54% | 10.23% |
| Avg. Down Week | -6.93% | -8.46% |
| Avg. Up Month | 31.4% | 35.74% |
| Avg. Down Month | -8.96% | -7.47% |
| Win Days % | 42.26% | 49.27% |
| Win Month % | 26.67% | 36.84% |
| Win Week % | 42.59% | 45.68% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 50.0% | 50.0% |