| Metric | 7504118:yfiusd:triple_gx:lsma220_25_15 | 7504118:YFIUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 3.15% | -31.28% |
| Max Drawdown | -53.14% | -69.03% |
| Sharpe | 0.29 | 0.05 |
| Sortino | 0.48 | 0.07 |
| Payoff Ratio | 1.2 | 1.02 |
| Profit Factor | 1.08 | 1.01 |
| Common Sense Ratio | 1.02 | 0.95 |
| CPC Index | 0.57 | 0.51 |
| Tail Ratio | 0.95 | 0.95 |
| Outlier Win Ratio | 12.69 | 3.39 |
| Outlier Loss Ratio | 3.54 | 2.93 |
| Volatility (ann.) | 52.25% | 76.41% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.04 | -0.32 |
| Skew | 2.48 | 0.95 |
| Kurtosis | 33.9 | 7.78 |
| Expected Daily % | 0.01% | -0.07% |
| Expected Monthly % | 0.16% | -1.96% |
| Expected Yearly % | 1.56% | -17.1% |
| Kelly Criterion | -3.21% | -0.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.46% | -6.57% |
| Expected Shortfall (cVaR) | -4.46% | -6.57% |
| Year | 7504118:YFIUSD | 7504118:yfiusd:triple_gx:lsma220_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 26.74 | 1.49 | + |
| 2025 | -41.71 | -18.61 | 0.45 | + |
| Metric | 7504118:yfiusd:triple_gx:lsma220_25_15 | 7504118:YFIUSD |
|---|---|---|
| MTD | -3.19% | -1.33% |
| 3M | 6.2% | -16.74% |
| 6M | 19.75% | -19.06% |
| YTD | -18.61% | -41.71% |
| 1Y | 8.33% | -23.78% |
| 3Y (ann.) | 2.09% | -22.11% |
| 5Y (ann.) | 2.09% | -22.11% |
| Metric | 7504118:yfiusd:triple_gx:lsma220_25_15 | 7504118:YFIUSD |
|---|---|---|
| Max Drawdown | -53.14% | -69.03% |
| Longest DD Days | 343.0 | 343.0 |
| Avg. Drawdown | -29.48% | -15.29% |
| Avg. Drawdown Days | 178.0 | 67.0 |
| Recovery Factor | 0.06 | -0.45 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-15 | -53.14 | 343 |
| 2024-05-25 | 2024-11-10 | -20.74 | 169 |
| 2024-11-11 | 2024-12-03 | -14.56 | 22 |
| Metric | 7504118:yfiusd:triple_gx:lsma220_25_15 | 7504118:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -19.2% | -19.2% |
| Best Week | 82.64% | 82.64% |
| Worst Week | -18.27% | -20.74% |
| Best Month | 24.47% | 70.6% |
| Worst Month | -15.63% | -22.05% |
| Best Year | 26.74% | 17.89% |
| Worst Year | -18.61% | -41.71% |
| Avg. Up Day | 3.13% | 3.16% |
| Avg. Down Day | -2.61% | -3.1% |
| Avg. Up Week | 7.83% | 10.69% |
| Avg. Down Week | -5.83% | -9.14% |
| Avg. Up Month | 8.08% | 18.91% |
| Avg. Down Month | -6.79% | -10.42% |
| Win Days % | 43.72% | 49.27% |
| Win Month % | 47.06% | 36.84% |
| Win Week % | 48.21% | 45.68% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |