| Metric | 7510730:yfiusd:triple_gx:lsma110_40_30 | 7510730:YFIUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 24.26% | -23.06% |
| Max Drawdown | -38.34% | -68.47% |
| Sharpe | 0.64 | 0.09 |
| Sortino | 1.21 | 0.15 |
| Payoff Ratio | 1.47 | 1.27 |
| Profit Factor | 1.19 | 1.01 |
| Common Sense Ratio | 1.19 | 1.01 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | 1.0 | 1.0 |
| Outlier Win Ratio | 14.14 | 3.59 |
| Outlier Loss Ratio | 3.66 | 2.78 |
| Volatility (ann.) | 53.05% | 82.16% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.61 | -0.33 |
| Skew | 4.03 | 1.12 |
| Kurtosis | 38.5 | 7.89 |
| Expected Daily % | 0.06% | -0.07% |
| Expected Monthly % | 1.68% | -2.0% |
| Expected Yearly % | 11.47% | -12.28% |
| Kelly Criterion | 3.82% | 8.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.47% | -7.05% |
| Expected Shortfall (cVaR) | -4.47% | -7.05% |
| Year | 7510730:YFIUSD | 7510730:yfiusd:triple_gx:lsma110_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 43.55 | 2.43 | + |
| 2025 | -34.73 | -13.44 | 0.39 | + |
| Metric | 7510730:yfiusd:triple_gx:lsma110_40_30 | 7510730:YFIUSD |
|---|---|---|
| MTD | 8.85% | -6.48% |
| 3M | -3.63% | -9.07% |
| 6M | -29.02% | -29.23% |
| YTD | -13.44% | -34.73% |
| 1Y | 24.26% | -26.07% |
| 3Y (ann.) | 23.2% | -22.26% |
| 5Y (ann.) | 23.2% | -22.26% |
| Metric | 7510730:yfiusd:triple_gx:lsma110_40_30 | 7510730:YFIUSD |
|---|---|---|
| Max Drawdown | -38.34% | -68.47% |
| Longest DD Days | 170.0 | 180.0 |
| Avg. Drawdown | -8.07% | -15.22% |
| Avg. Drawdown Days | 29.0 | 46.0 |
| Recovery Factor | 0.63 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-05-31 | -38.34 | 170 |
| 2024-09-30 | 2024-11-09 | -14.42 | 40 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2024-06-07 | 2024-06-28 | -6.93 | 21 |
| 2024-08-13 | 2024-09-09 | -4.22 | 27 |
| 2024-11-25 | 2024-12-11 | -3.93 | 16 |
| 2024-07-16 | 2024-08-08 | -2.90 | 23 |
| 2024-07-05 | 2024-07-09 | -2.12 | 4 |
| 2024-08-09 | 2024-08-12 | -1.52 | 3 |
| 2024-07-11 | 2024-07-13 | -1.44 | 2 |
| Metric | 7510730:yfiusd:triple_gx:lsma110_40_30 | 7510730:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -8.42% | -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 | 43.55% | 17.89% |
| Worst Year | -13.44% | -34.73% |
| Avg. Up Day | 3.46% | 3.49% |
| Avg. Down Day | -2.36% | -2.75% |
| Avg. Up Week | 7.1% | 8.04% |
| Avg. Down Week | -5.24% | -7.42% |
| Avg. Up Month | 28.05% | 36.59% |
| Avg. Down Month | -10.44% | -12.23% |
| Win Days % | 42.76% | 48.95% |
| Win Month % | 54.55% | 30.77% |
| Win Week % | 54.55% | 40.35% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |