| Metric | 7511917:yfiusd:triple_gx:lsma220_85_30 | 7511917:YFIUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 7.86% | -23.06% |
| Max Drawdown | -37.36% | -68.47% |
| Sharpe | 0.39 | 0.09 |
| Sortino | 0.68 | 0.15 |
| Payoff Ratio | 1.39 | 1.17 |
| Profit Factor | 1.1 | 1.01 |
| Common Sense Ratio | 1.19 | 1.01 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 12.09 | 3.49 |
| Outlier Loss Ratio | 3.72 | 2.78 |
| Volatility (ann.) | 52.4% | 82.16% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.2 | -0.33 |
| Skew | 3.42 | 1.12 |
| Kurtosis | 35.29 | 7.89 |
| Expected Daily % | 0.02% | -0.07% |
| Expected Monthly % | 0.58% | -2.0% |
| Expected Yearly % | 3.86% | -12.28% |
| Kelly Criterion | -0.14% | 5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.46% | -7.05% |
| Expected Shortfall (cVaR) | -4.46% | -7.05% |
| Year | 7511917:YFIUSD | 7511917:yfiusd:triple_gx:lsma220_85_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 27.39 | 1.53 | + |
| 2025 | -34.73 | -15.33 | 0.44 | + |
| Metric | 7511917:yfiusd:triple_gx:lsma220_85_30 | 7511917:YFIUSD |
|---|---|---|
| MTD | -3.4% | -6.48% |
| 3M | -4.77% | -9.07% |
| 6M | -25.73% | -29.23% |
| YTD | -15.33% | -34.73% |
| 1Y | 7.86% | -26.07% |
| 3Y (ann.) | 7.54% | -22.26% |
| 5Y (ann.) | 7.54% | -22.26% |
| Metric | 7511917:yfiusd:triple_gx:lsma220_85_30 | 7511917:YFIUSD |
|---|---|---|
| Max Drawdown | -37.36% | -68.47% |
| Longest DD Days | 170.0 | 180.0 |
| Avg. Drawdown | -11.59% | -15.22% |
| Avg. Drawdown Days | 43.0 | 46.0 |
| Recovery Factor | 0.21 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-05-31 | -37.36 | 170 |
| 2024-06-07 | 2024-09-29 | -15.35 | 114 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2024-09-30 | 2024-11-06 | -12.58 | 37 |
| 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 |
| 2024-11-07 | 2024-11-08 | -0.30 | 1 |
| Metric | 7511917:yfiusd:triple_gx:lsma220_85_30 | 7511917:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -8.88% | -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 | 27.39% | 17.89% |
| Worst Year | -15.33% | -34.73% |
| Avg. Up Day | 3.27% | 3.28% |
| Avg. Down Day | -2.36% | -2.81% |
| Avg. Up Week | 5.75% | 14.27% |
| Avg. Down Week | -5.54% | -7.54% |
| Avg. Up Month | 35.8% | 36.59% |
| Avg. Down Month | -10.07% | -9.97% |
| Win Days % | 41.81% | 48.95% |
| Win Month % | 40.0% | 30.77% |
| Win Week % | 55.88% | 40.35% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |