| Metric | 7508885:yfiusd:triple_gx:lsma95_45_25 | 7508885:YFIUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | -39.51% | -23.06% |
| Max Drawdown | -53.41% | -68.47% |
| Sharpe | -0.47 | 0.09 |
| Sortino | -0.73 | 0.15 |
| Payoff Ratio | 1.33 | 1.22 |
| Profit Factor | 0.9 | 1.01 |
| Common Sense Ratio | 0.78 | 1.01 |
| CPC Index | 0.46 | 0.6 |
| Tail Ratio | 0.87 | 1.0 |
| Outlier Win Ratio | 11.19 | 3.82 |
| Outlier Loss Ratio | 3.6 | 3.1 |
| Volatility (ann.) | 62.51% | 82.16% |
| R^2 | 0.58 | 0.58 |
| Calmar | -0.72 | -0.33 |
| Skew | 1.93 | 1.12 |
| Kurtosis | 23.36 | 7.89 |
| Expected Daily % | -0.13% | -0.07% |
| Expected Monthly % | -3.79% | -2.0% |
| Expected Yearly % | -22.22% | -12.28% |
| Kelly Criterion | -8.32% | 6.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.46% | -7.05% |
| Expected Shortfall (cVaR) | -5.46% | -7.05% |
| Year | 7508885:YFIUSD | 7508885:yfiusd:triple_gx:lsma95_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | -27.15 | -1.52 | - |
| 2025 | -34.73 | -16.96 | 0.49 | + |
| Metric | 7508885:yfiusd:triple_gx:lsma95_45_25 | 7508885:YFIUSD |
|---|---|---|
| MTD | 7.87% | -6.48% |
| 3M | -10.57% | -9.07% |
| 6M | -46.72% | -29.23% |
| YTD | -16.96% | -34.73% |
| 1Y | -39.7% | -26.07% |
| 3Y (ann.) | -38.3% | -22.26% |
| 5Y (ann.) | -38.3% | -22.26% |
| Metric | 7508885:yfiusd:triple_gx:lsma95_45_25 | 7508885:YFIUSD |
|---|---|---|
| Max Drawdown | -53.41% | -68.47% |
| Longest DD Days | 187.0 | 180.0 |
| Avg. Drawdown | -19.98% | -15.22% |
| Avg. Drawdown Days | 73.0 | 46.0 |
| Recovery Factor | -0.74 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-05-31 | -53.41 | 187 |
| 2024-05-28 | 2024-11-10 | -32.02 | 166 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2024-05-26 | 2024-05-27 | -1.49 | 1 |
| 2024-05-23 | 2024-05-24 | -0.18 | 1 |
| Metric | 7508885:yfiusd:triple_gx:lsma95_45_25 | 7508885:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -19.2% | -19.2% |
| Best Week | 20.01% | 82.64% |
| Worst Week | -20.39% | -20.74% |
| Best Month | 51.87% | 70.6% |
| Worst Month | -35.83% | -22.05% |
| Best Year | -16.96% | 17.89% |
| Worst Year | -27.15% | -34.73% |
| Avg. Up Day | 3.57% | 3.59% |
| Avg. Down Day | -2.7% | -2.95% |
| Avg. Up Week | 6.57% | 8.04% |
| Avg. Down Week | -5.86% | -7.17% |
| Avg. Up Month | 26.45% | 36.59% |
| Avg. Down Month | -11.72% | -10.98% |
| Win Days % | 38.27% | 48.95% |
| Win Month % | 25.0% | 30.77% |
| Win Week % | 36.84% | 40.35% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 0.0% | 50.0% |