| Metric | 7512301:yfiusd:triple_gx:lsma220_105_30 | 7512301:YFIUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 36.33% | -23.06% |
| Max Drawdown | -48.34% | -68.47% |
| Sharpe | 0.78 | 0.09 |
| Sortino | 1.37 | 0.15 |
| Payoff Ratio | 1.51 | 1.4 |
| Profit Factor | 1.21 | 1.01 |
| Common Sense Ratio | 1.4 | 1.01 |
| CPC Index | 0.78 | 0.69 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 12.36 | 4.08 |
| Outlier Loss Ratio | 3.45 | 2.89 |
| Volatility (ann.) | 61.5% | 82.16% |
| R^2 | 0.56 | 0.56 |
| Calmar | 0.72 | -0.33 |
| Skew | 2.41 | 1.12 |
| Kurtosis | 25.16 | 7.89 |
| Expected Daily % | 0.08% | -0.07% |
| Expected Monthly % | 2.41% | -2.0% |
| Expected Yearly % | 16.76% | -12.28% |
| Kelly Criterion | 4.15% | 12.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.16% | -7.05% |
| Expected Shortfall (cVaR) | -5.16% | -7.05% |
| Year | 7512301:YFIUSD | 7512301:yfiusd:triple_gx:lsma220_105_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 61.01 | 3.41 | + |
| 2025 | -34.73 | -15.33 | 0.44 | + |
| Metric | 7512301:yfiusd:triple_gx:lsma220_105_30 | 7512301:YFIUSD |
|---|---|---|
| MTD | -3.4% | -6.48% |
| 3M | -4.77% | -9.07% |
| 6M | 5.79% | -29.23% |
| YTD | -15.33% | -34.73% |
| 1Y | 36.33% | -26.07% |
| 3Y (ann.) | 34.68% | -22.26% |
| 5Y (ann.) | 34.68% | -22.26% |
| Metric | 7512301:yfiusd:triple_gx:lsma220_105_30 | 7512301:YFIUSD |
|---|---|---|
| Max Drawdown | -48.34% | -68.47% |
| Longest DD Days | 175.0 | 180.0 |
| Avg. Drawdown | -14.89% | -15.22% |
| Avg. Drawdown Days | 58.0 | 46.0 |
| Recovery Factor | 0.75 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -48.34 | 175 |
| 2024-06-07 | 2024-11-10 | -21.53 | 156 |
| 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 | 7512301:yfiusd:triple_gx:lsma220_105_30 | 7512301: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 | -12.53% | -22.05% |
| Best Year | 61.01% | 17.89% |
| Worst Year | -15.33% | -34.73% |
| Avg. Up Day | 3.98% | 4.0% |
| Avg. Down Day | -2.63% | -2.86% |
| Avg. Up Week | 14.42% | 16.25% |
| Avg. Down Week | -6.38% | -8.58% |
| Avg. Up Month | 35.96% | 36.59% |
| Avg. Down Month | -7.37% | -11.16% |
| Win Days % | 42.26% | 48.95% |
| Win Month % | 40.0% | 30.77% |
| Win Week % | 47.06% | 40.35% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |