| Metric | 7508720:yfiusd:triple_gx:lsma235_35_25 | 7508720:YFIUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | -26.42% | -31.28% |
| Max Drawdown | -44.95% | -69.03% |
| Sharpe | -0.18 | 0.05 |
| Sortino | -0.28 | 0.07 |
| Payoff Ratio | 1.34 | 1.12 |
| Profit Factor | 0.95 | 1.01 |
| Common Sense Ratio | 0.86 | 0.95 |
| CPC Index | 0.5 | 0.55 |
| Tail Ratio | 0.9 | 0.95 |
| Outlier Win Ratio | 14.57 | 3.29 |
| Outlier Loss Ratio | 3.71 | 2.93 |
| Volatility (ann.) | 49.24% | 76.41% |
| R^2 | 0.42 | 0.42 |
| Calmar | -0.41 | -0.32 |
| Skew | 2.46 | 0.95 |
| Kurtosis | 40.85 | 7.78 |
| Expected Daily % | -0.06% | -0.07% |
| Expected Monthly % | -1.6% | -1.96% |
| Expected Yearly % | -14.22% | -17.1% |
| Kelly Criterion | -6.42% | 3.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.26% | -6.57% |
| Expected Shortfall (cVaR) | -4.26% | -6.57% |
| Year | 7508720:YFIUSD | 7508720:yfiusd:triple_gx:lsma235_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | -2.25 | -0.13 | - |
| 2025 | -41.71 | -24.73 | 0.59 | + |
| Metric | 7508720:yfiusd:triple_gx:lsma235_35_25 | 7508720:YFIUSD |
|---|---|---|
| MTD | -9.63% | -1.33% |
| 3M | -4.07% | -16.74% |
| 6M | -8.68% | -19.06% |
| YTD | -24.73% | -41.71% |
| 1Y | -25.64% | -23.78% |
| 3Y (ann.) | -18.49% | -22.11% |
| 5Y (ann.) | -18.49% | -22.11% |
| Metric | 7508720:yfiusd:triple_gx:lsma235_35_25 | 7508720:YFIUSD |
|---|---|---|
| Max Drawdown | -44.95% | -69.03% |
| Longest DD Days | 343.0 | 343.0 |
| Avg. Drawdown | -20.17% | -15.29% |
| Avg. Drawdown Days | 131.0 | 67.0 |
| Recovery Factor | -0.59 | -0.45 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-15 | -44.95 | 343 |
| 2024-06-20 | 2024-11-10 | -19.37 | 143 |
| 2024-11-11 | 2024-12-06 | -12.83 | 25 |
| 2024-06-07 | 2024-06-19 | -3.54 | 12 |
| Metric | 7508720:yfiusd:triple_gx:lsma235_35_25 | 7508720: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 | 22.48% | 70.6% |
| Worst Month | -10.03% | -22.05% |
| Best Year | -2.25% | 17.89% |
| Worst Year | -24.73% | -41.71% |
| Avg. Up Day | 3.21% | 3.24% |
| Avg. Down Day | -2.39% | -2.9% |
| Avg. Up Week | 4.82% | 10.06% |
| Avg. Down Week | -5.23% | -8.44% |
| Avg. Up Month | 11.54% | 24.69% |
| Avg. Down Month | -7.0% | -8.14% |
| Win Days % | 38.97% | 49.27% |
| Win Month % | 31.25% | 36.84% |
| Win Week % | 46.94% | 45.68% |
| Win Quarter % | 28.57% | 42.86% |
| Win Year % | 0.0% | 50.0% |