| Metric | 7511836:yfiusd:triple_gx:lsma110_85_30 | 7511836:YFIUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | -0.55% | -23.06% |
| Max Drawdown | -38.87% | -68.47% |
| Sharpe | 0.26 | 0.09 |
| Sortino | 0.43 | 0.15 |
| Payoff Ratio | 1.23 | 1.12 |
| Profit Factor | 1.06 | 1.01 |
| Common Sense Ratio | 1.07 | 1.01 |
| CPC Index | 0.57 | 0.55 |
| Tail Ratio | 1.01 | 1.0 |
| Outlier Win Ratio | 9.7 | 3.49 |
| Outlier Loss Ratio | 3.48 | 2.89 |
| Volatility (ann.) | 56.76% | 82.16% |
| R^2 | 0.48 | 0.48 |
| Calmar | -0.01 | -0.33 |
| Skew | 2.56 | 1.12 |
| Kurtosis | 25.58 | 7.89 |
| Expected Daily % | -0.0% | -0.07% |
| Expected Monthly % | -0.04% | -2.0% |
| Expected Yearly % | -0.27% | -12.28% |
| Kelly Criterion | -1.32% | 3.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.85% | -7.05% |
| Expected Shortfall (cVaR) | -4.85% | -7.05% |
| Year | 7511836:YFIUSD | 7511836:yfiusd:triple_gx:lsma110_85_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 20.36 | 1.14 | + |
| 2025 | -34.73 | -17.37 | 0.50 | + |
| Metric | 7511836:yfiusd:triple_gx:lsma110_85_30 | 7511836:YFIUSD |
|---|---|---|
| MTD | -3.4% | -6.48% |
| 3M | -14.28% | -9.07% |
| 6M | -27.52% | -29.23% |
| YTD | -17.37% | -34.73% |
| 1Y | -0.55% | -26.07% |
| 3Y (ann.) | -0.53% | -22.26% |
| 5Y (ann.) | -0.53% | -22.26% |
| Metric | 7511836:yfiusd:triple_gx:lsma110_85_30 | 7511836:YFIUSD |
|---|---|---|
| Max Drawdown | -38.87% | -68.47% |
| Longest DD Days | 170.0 | 180.0 |
| Avg. Drawdown | -14.45% | -15.22% |
| Avg. Drawdown Days | 59.0 | 46.0 |
| Recovery Factor | -0.01 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-05-31 | -38.87 | 170 |
| 2024-06-04 | 2024-11-09 | -20.73 | 158 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2024-12-01 | 2024-12-11 | -8.37 | 10 |
| 2024-11-25 | 2024-11-27 | -3.58 | 2 |
| 2024-11-28 | 2024-11-29 | -2.33 | 1 |
| Metric | 7511836:yfiusd:triple_gx:lsma110_85_30 | 7511836:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -9.97% | -19.2% |
| Best Week | 20.01% | 82.64% |
| Worst Week | -20.39% | -20.74% |
| Best Month | 70.6% | 70.6% |
| Worst Month | -19.88% | -22.05% |
| Best Year | 20.36% | 17.89% |
| Worst Year | -17.37% | -34.73% |
| Avg. Up Day | 3.17% | 3.19% |
| Avg. Down Day | -2.59% | -2.85% |
| Avg. Up Week | 6.64% | 14.56% |
| Avg. Down Week | -5.39% | -6.76% |
| Avg. Up Month | 37.58% | 36.59% |
| Avg. Down Month | -8.03% | -10.92% |
| Win Days % | 44.17% | 48.95% |
| Win Month % | 27.27% | 30.77% |
| Win Week % | 50.0% | 40.35% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |