| Metric | 7512235:yfiusd:triple_gx:lsma110_105_30 | 7512235:YFIUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 21.75% | -23.06% |
| Max Drawdown | -48.43% | -68.47% |
| Sharpe | 0.6 | 0.09 |
| Sortino | 1.01 | 0.15 |
| Payoff Ratio | 1.33 | 1.29 |
| Profit Factor | 1.14 | 1.01 |
| Common Sense Ratio | 1.11 | 1.01 |
| CPC Index | 0.67 | 0.64 |
| Tail Ratio | 0.98 | 1.0 |
| Outlier Win Ratio | 9.35 | 4.08 |
| Outlier Loss Ratio | 3.44 | 3.02 |
| Volatility (ann.) | 65.89% | 82.16% |
| R^2 | 0.64 | 0.64 |
| Calmar | 0.43 | -0.33 |
| Skew | 1.88 | 1.12 |
| Kurtosis | 18.84 | 7.89 |
| Expected Daily % | 0.05% | -0.07% |
| Expected Monthly % | 1.53% | -2.0% |
| Expected Yearly % | 10.34% | -12.28% |
| Kelly Criterion | 2.77% | 9.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.56% | -7.05% |
| Expected Shortfall (cVaR) | -5.56% | -7.05% |
| Year | 7512235:YFIUSD | 7512235:yfiusd:triple_gx:lsma110_105_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 44.05 | 2.46 | + |
| 2025 | -34.73 | -15.48 | 0.45 | + |
| Metric | 7512235:yfiusd:triple_gx:lsma110_105_30 | 7512235:YFIUSD |
|---|---|---|
| MTD | -3.4% | -6.48% |
| 3M | -12.31% | -9.07% |
| 6M | 5.6% | -29.23% |
| YTD | -15.48% | -34.73% |
| 1Y | 21.75% | -26.07% |
| 3Y (ann.) | 20.81% | -22.26% |
| 5Y (ann.) | 20.81% | -22.26% |
| Metric | 7512235:yfiusd:triple_gx:lsma110_105_30 | 7512235:YFIUSD |
|---|---|---|
| Max Drawdown | -48.43% | -68.47% |
| Longest DD Days | 175.0 | 180.0 |
| Avg. Drawdown | -16.29% | -15.22% |
| Avg. Drawdown Days | 58.0 | 46.0 |
| Recovery Factor | 0.45 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -48.43 | 175 |
| 2024-06-04 | 2024-11-10 | -29.79 | 159 |
| 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 | 7512235:yfiusd:triple_gx:lsma110_105_30 | 7512235: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 | 44.05% | 17.89% |
| Worst Year | -15.48% | -34.73% |
| Avg. Up Day | 3.58% | 3.59% |
| Avg. Down Day | -2.68% | -2.79% |
| Avg. Up Week | 12.52% | 14.56% |
| Avg. Down Week | -6.05% | -7.31% |
| Avg. Up Month | 36.55% | 36.59% |
| Avg. Down Month | -6.42% | -11.77% |
| Win Days % | 44.44% | 48.95% |
| Win Month % | 27.27% | 30.77% |
| Win Week % | 46.34% | 40.35% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |