| Metric | 7508737:yfiusd:triple_gx:lsma70_40_25 | 7508737:YFIUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | -42.85% | -23.06% |
| Max Drawdown | -55.03% | -68.47% |
| Sharpe | -0.62 | 0.09 |
| Sortino | -0.96 | 0.15 |
| Payoff Ratio | 1.22 | 1.1 |
| Profit Factor | 0.87 | 1.01 |
| Common Sense Ratio | 0.75 | 1.01 |
| CPC Index | 0.41 | 0.54 |
| Tail Ratio | 0.87 | 1.0 |
| Outlier Win Ratio | 11.08 | 3.49 |
| Outlier Loss Ratio | 3.74 | 3.01 |
| Volatility (ann.) | 59.35% | 82.16% |
| R^2 | 0.52 | 0.52 |
| Calmar | -0.76 | -0.33 |
| Skew | 2.19 | 1.12 |
| Kurtosis | 28.31 | 7.89 |
| Expected Daily % | -0.15% | -0.07% |
| Expected Monthly % | -4.21% | -2.0% |
| Expected Yearly % | -24.41% | -12.28% |
| Kelly Criterion | -11.72% | 2.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.21% | -7.05% |
| Expected Shortfall (cVaR) | -5.21% | -7.05% |
| Year | 7508737:YFIUSD | 7508737:yfiusd:triple_gx:lsma70_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | -19.14 | -1.07 | - |
| 2025 | -34.73 | -29.33 | 0.84 | + |
| Metric | 7508737:yfiusd:triple_gx:lsma70_40_25 | 7508737:YFIUSD |
|---|---|---|
| MTD | 1.12% | -6.48% |
| 3M | -5.87% | -9.07% |
| 6M | -49.36% | -29.23% |
| YTD | -29.33% | -34.73% |
| 1Y | -45.09% | -26.07% |
| 3Y (ann.) | -41.58% | -22.26% |
| 5Y (ann.) | -41.58% | -22.26% |
| Metric | 7508737:yfiusd:triple_gx:lsma70_40_25 | 7508737:YFIUSD |
|---|---|---|
| Max Drawdown | -55.03% | -68.47% |
| Longest DD Days | 201.0 | 180.0 |
| Avg. Drawdown | -18.53% | -15.22% |
| Avg. Drawdown Days | 75.0 | 46.0 |
| Recovery Factor | -0.78 | -0.34 |
| Ulcer Index | 1.03 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-11 | 2025-05-31 | -55.03 | 201 |
| 2024-05-28 | 2024-11-10 | -29.84 | 166 |
| 2024-05-22 | 2024-05-25 | -3.28 | 3 |
| 2024-05-18 | 2024-05-20 | -3.01 | 2 |
| 2024-05-26 | 2024-05-27 | -1.49 | 1 |
| Metric | 7508737:yfiusd:triple_gx:lsma70_40_25 | 7508737:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -19.2% | -19.2% |
| Best Week | 20.01% | 82.64% |
| Worst Week | -20.74% | -20.74% |
| Best Month | 40.97% | 70.6% |
| Worst Month | -28.34% | -22.05% |
| Best Year | -19.14% | 17.89% |
| Worst Year | -29.33% | -34.73% |
| Avg. Up Day | 3.19% | 3.22% |
| Avg. Down Day | -2.6% | -2.93% |
| Avg. Up Week | 5.26% | 7.65% |
| Avg. Down Week | -6.27% | -7.27% |
| Avg. Up Month | 22.03% | 36.93% |
| Avg. Down Month | -12.2% | -11.0% |
| Win Days % | 38.5% | 48.95% |
| Win Month % | 38.46% | 30.77% |
| Win Week % | 45.0% | 40.35% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 0.0% | 50.0% |