| Metric | 7510140:yfiusd:triple_gx:lsma220_95_25 | 7510140:YFIUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | -33.28% | -31.28% |
| Max Drawdown | -56.82% | -69.03% |
| Sharpe | -0.23 | 0.05 |
| Sortino | -0.35 | 0.07 |
| Payoff Ratio | 1.22 | 1.08 |
| Profit Factor | 0.95 | 1.01 |
| Common Sense Ratio | 0.98 | 0.95 |
| CPC Index | 0.49 | 0.54 |
| Tail Ratio | 1.03 | 0.95 |
| Outlier Win Ratio | 11.24 | 3.43 |
| Outlier Loss Ratio | 3.49 | 3.08 |
| Volatility (ann.) | 54.7% | 76.41% |
| R^2 | 0.51 | 0.51 |
| Calmar | -0.42 | -0.32 |
| Skew | 1.99 | 0.95 |
| Kurtosis | 27.46 | 7.78 |
| Expected Daily % | -0.07% | -0.07% |
| Expected Monthly % | -2.11% | -1.96% |
| Expected Yearly % | -18.31% | -17.1% |
| Kelly Criterion | -4.64% | 2.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.74% | -6.57% |
| Expected Shortfall (cVaR) | -4.74% | -6.57% |
| Year | 7510140:YFIUSD | 7510140:yfiusd:triple_gx:lsma220_95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | -5.63 | -0.31 | - |
| 2025 | -41.71 | -29.30 | 0.70 | + |
| Metric | 7510140:yfiusd:triple_gx:lsma220_95_25 | 7510140:YFIUSD |
|---|---|---|
| MTD | -9.63% | -1.33% |
| 3M | -5.56% | -16.74% |
| 6M | -9.84% | -19.06% |
| YTD | -29.3% | -41.71% |
| 1Y | -32.72% | -23.78% |
| 3Y (ann.) | -23.62% | -22.11% |
| 5Y (ann.) | -23.62% | -22.11% |
| Metric | 7510140:yfiusd:triple_gx:lsma220_95_25 | 7510140:YFIUSD |
|---|---|---|
| Max Drawdown | -56.82% | -69.03% |
| Longest DD Days | 343.0 | 343.0 |
| Avg. Drawdown | -17.15% | -15.29% |
| Avg. Drawdown Days | 86.0 | 67.0 |
| Recovery Factor | -0.59 | -0.45 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-15 | -56.82 | 343 |
| 2024-06-07 | 2024-11-10 | -27.18 | 156 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2024-11-25 | 2024-11-27 | -3.58 | 2 |
| 2024-11-28 | 2024-11-29 | -2.33 | 1 |
| 2024-12-05 | 2024-12-06 | -0.18 | 1 |
| Metric | 7510140:yfiusd:triple_gx:lsma220_95_25 | 7510140: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 | 61.97% | 70.6% |
| Worst Month | -24.07% | -22.05% |
| Best Year | -5.63% | 17.89% |
| Worst Year | -29.3% | -41.71% |
| Avg. Up Day | 3.09% | 3.1% |
| Avg. Down Day | -2.53% | -2.87% |
| Avg. Up Week | 5.62% | 10.18% |
| Avg. Down Week | -5.51% | -8.04% |
| Avg. Up Month | 17.77% | 19.15% |
| Avg. Down Month | -9.87% | -8.8% |
| Win Days % | 42.53% | 49.27% |
| Win Month % | 37.5% | 36.84% |
| Win Week % | 41.82% | 45.68% |
| Win Quarter % | 14.29% | 42.86% |
| Win Year % | 0.0% | 50.0% |