| Metric | 7512227:yfiusd:triple_gx:lsma115_105_30 | 7512227:YFIUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 20.93% | -31.28% |
| Max Drawdown | -50.32% | -69.03% |
| Sharpe | 0.5 | 0.05 |
| Sortino | 0.82 | 0.07 |
| Payoff Ratio | 1.29 | 1.2 |
| Profit Factor | 1.12 | 1.01 |
| Common Sense Ratio | 1.17 | 0.95 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.05 | 0.95 |
| Outlier Win Ratio | 9.64 | 3.85 |
| Outlier Loss Ratio | 3.55 | 3.08 |
| Volatility (ann.) | 59.43% | 76.41% |
| R^2 | 0.6 | 0.6 |
| Calmar | 0.27 | -0.32 |
| Skew | 1.86 | 0.95 |
| Kurtosis | 20.66 | 7.78 |
| Expected Daily % | 0.03% | -0.07% |
| Expected Monthly % | 1.01% | -1.96% |
| Expected Yearly % | 9.97% | -17.1% |
| Kelly Criterion | 1.67% | 6.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.03% | -6.57% |
| Expected Shortfall (cVaR) | -5.03% | -6.57% |
| Year | 7512227:YFIUSD | 7512227:yfiusd:triple_gx:lsma115_105_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 51.68 | 2.89 | + |
| 2025 | -41.71 | -20.27 | 0.49 | + |
| Metric | 7512227:yfiusd:triple_gx:lsma115_105_30 | 7512227:YFIUSD |
|---|---|---|
| MTD | -7.11% | -1.33% |
| 3M | -6.4% | -16.74% |
| 6M | 1.47% | -19.06% |
| YTD | -20.27% | -41.71% |
| 1Y | 20.12% | -23.78% |
| 3Y (ann.) | 13.49% | -22.11% |
| 5Y (ann.) | 13.49% | -22.11% |
| Metric | 7512227:yfiusd:triple_gx:lsma115_105_30 | 7512227:YFIUSD |
|---|---|---|
| Max Drawdown | -50.32% | -69.03% |
| Longest DD Days | 343.0 | 343.0 |
| Avg. Drawdown | -15.81% | -15.29% |
| Avg. Drawdown Days | 73.0 | 67.0 |
| Recovery Factor | 0.42 | -0.45 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-15 | -50.32 | 343 |
| 2024-07-03 | 2024-11-10 | -27.81 | 130 |
| 2024-06-07 | 2024-07-02 | -13.03 | 25 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2024-11-25 | 2024-11-27 | -3.58 | 2 |
| 2024-11-28 | 2024-11-29 | -2.33 | 1 |
| 2024-12-01 | 2024-12-02 | -0.75 | 1 |
| Metric | 7512227:yfiusd:triple_gx:lsma115_105_30 | 7512227:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -19.2% | -19.2% |
| Best Week | 82.64% | 82.64% |
| Worst Week | -20.39% | -20.74% |
| Best Month | 70.6% | 70.6% |
| Worst Month | -11.0% | -22.05% |
| Best Year | 51.68% | 17.89% |
| Worst Year | -20.27% | -41.71% |
| Avg. Up Day | 3.28% | 3.29% |
| Avg. Down Day | -2.54% | -2.75% |
| Avg. Up Week | 8.74% | 10.15% |
| Avg. Down Week | -5.72% | -7.8% |
| Avg. Up Month | 25.8% | 24.69% |
| Avg. Down Month | -6.18% | -10.46% |
| Win Days % | 44.59% | 49.27% |
| Win Month % | 35.29% | 36.84% |
| Win Week % | 46.55% | 45.68% |
| Win Quarter % | 14.29% | 42.86% |
| Win Year % | 50.0% | 50.0% |