| Metric | 7510713:yfiusd:triple_gx:lsma90_40_30 | 7510713:YFIUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | -15.97% | -31.28% |
| Max Drawdown | -49.51% | -69.03% |
| Sharpe | -0.04 | 0.05 |
| Sortino | -0.06 | 0.07 |
| Payoff Ratio | 1.27 | 1.11 |
| Profit Factor | 0.99 | 1.01 |
| Common Sense Ratio | 1.01 | 0.95 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 1.02 | 0.95 |
| Outlier Win Ratio | 13.48 | 3.25 |
| Outlier Loss Ratio | 4.09 | 2.92 |
| Volatility (ann.) | 45.71% | 76.41% |
| R^2 | 0.36 | 0.36 |
| Calmar | -0.22 | -0.32 |
| Skew | 3.5 | 0.95 |
| Kurtosis | 43.44 | 7.78 |
| Expected Daily % | -0.03% | -0.07% |
| Expected Monthly % | -0.91% | -1.96% |
| Expected Yearly % | -8.33% | -17.1% |
| Kelly Criterion | -4.82% | 3.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.94% | -6.57% |
| Expected Shortfall (cVaR) | -3.94% | -6.57% |
| Year | 7510713:YFIUSD | 7510713:yfiusd:triple_gx:lsma90_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 26.59 | 1.49 | + |
| 2025 | -41.71 | -33.62 | 0.81 | + |
| Metric | 7510713:yfiusd:triple_gx:lsma90_40_30 | 7510713:YFIUSD |
|---|---|---|
| MTD | -6.82% | -1.33% |
| 3M | -0.96% | -16.74% |
| 6M | -14.44% | -19.06% |
| YTD | -33.62% | -41.71% |
| 1Y | -36.17% | -23.78% |
| 3Y (ann.) | -10.94% | -22.11% |
| 5Y (ann.) | -10.94% | -22.11% |
| Metric | 7510713:yfiusd:triple_gx:lsma90_40_30 | 7510713:YFIUSD |
|---|---|---|
| Max Drawdown | -49.51% | -69.03% |
| Longest DD Days | 338.0 | 343.0 |
| Avg. Drawdown | -9.88% | -15.29% |
| Avg. Drawdown Days | 48.0 | 67.0 |
| Recovery Factor | -0.32 | -0.45 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-11-15 | -49.51 | 338 |
| 2024-09-10 | 2024-11-09 | -14.53 | 60 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2024-05-28 | 2024-07-01 | -11.21 | 34 |
| 2024-08-13 | 2024-09-08 | -4.22 | 26 |
| 2024-07-16 | 2024-08-12 | -4.02 | 27 |
| 2024-11-25 | 2024-12-11 | -3.93 | 16 |
| 2024-05-20 | 2024-05-25 | -3.43 | 5 |
| 2024-07-05 | 2024-07-09 | -2.12 | 4 |
| 2024-05-26 | 2024-05-27 | -1.49 | 1 |
| Metric | 7510713:yfiusd:triple_gx:lsma90_40_30 | 7510713:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -8.86% | -19.2% |
| Best Week | 20.01% | 82.64% |
| Worst Week | -20.54% | -20.74% |
| Best Month | 51.54% | 70.6% |
| Worst Month | -18.0% | -22.05% |
| Best Year | 26.59% | 17.89% |
| Worst Year | -33.62% | -41.71% |
| Avg. Up Day | 2.73% | 2.76% |
| Avg. Down Day | -2.15% | -2.49% |
| Avg. Up Week | 5.46% | 6.95% |
| Avg. Down Week | -4.65% | -6.96% |
| Avg. Up Month | 18.54% | 25.23% |
| Avg. Down Month | -8.53% | -9.45% |
| Win Days % | 41.39% | 49.27% |
| Win Month % | 44.44% | 36.84% |
| Win Week % | 42.31% | 45.68% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |