| Metric | 7510735:yfiusd:triple_gx:lsma115_40_30 | 7510735:YFIUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 0.3% | -23.06% |
| Max Drawdown | -43.82% | -68.47% |
| Sharpe | 0.24 | 0.09 |
| Sortino | 0.42 | 0.15 |
| Payoff Ratio | 1.38 | 1.19 |
| Profit Factor | 1.06 | 1.01 |
| Common Sense Ratio | 1.06 | 1.01 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 0.99 | 1.0 |
| Outlier Win Ratio | 14.77 | 3.43 |
| Outlier Loss Ratio | 3.65 | 2.78 |
| Volatility (ann.) | 49.78% | 82.16% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.01 | -0.33 |
| Skew | 3.94 | 1.12 |
| Kurtosis | 43.5 | 7.89 |
| Expected Daily % | 0.0% | -0.07% |
| Expected Monthly % | 0.02% | -2.0% |
| Expected Yearly % | 0.15% | -12.28% |
| Kelly Criterion | -1.07% | 6.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.25% | -7.05% |
| Expected Shortfall (cVaR) | -4.25% | -7.05% |
| Year | 7510735:YFIUSD | 7510735:yfiusd:triple_gx:lsma115_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 37.88 | 2.12 | + |
| 2025 | -34.73 | -27.25 | 0.78 | + |
| Metric | 7510735:yfiusd:triple_gx:lsma115_40_30 | 7510735:YFIUSD |
|---|---|---|
| MTD | -8.52% | -6.48% |
| 3M | -19.0% | -9.07% |
| 6M | -40.34% | -29.23% |
| YTD | -27.25% | -34.73% |
| 1Y | 0.3% | -26.07% |
| 3Y (ann.) | 0.29% | -22.26% |
| 5Y (ann.) | 0.29% | -22.26% |
| Metric | 7510735:yfiusd:triple_gx:lsma115_40_30 | 7510735:YFIUSD |
|---|---|---|
| Max Drawdown | -43.82% | -68.47% |
| Longest DD Days | 170.0 | 180.0 |
| Avg. Drawdown | -9.41% | -15.22% |
| Avg. Drawdown Days | 34.0 | 46.0 |
| Recovery Factor | 0.01 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-05-31 | -43.82 | 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 | 2024-09-29 | -4.22 | 47 |
| 2024-11-25 | 2024-12-11 | -3.93 | 16 |
| 2024-07-16 | 2024-08-08 | -2.91 | 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 | 7510735:yfiusd:triple_gx:lsma115_40_30 | 7510735: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 | 37.88% | 17.89% |
| Worst Year | -27.25% | -34.73% |
| Avg. Up Day | 3.31% | 3.33% |
| Avg. Down Day | -2.39% | -2.79% |
| Avg. Up Week | 5.89% | 8.08% |
| Avg. Down Week | -5.63% | -7.34% |
| Avg. Up Month | 26.32% | 36.59% |
| Avg. Down Month | -10.06% | -11.08% |
| Win Days % | 41.33% | 48.95% |
| Win Month % | 45.45% | 30.77% |
| Win Week % | 53.12% | 40.35% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |