| Metric | 7504134:yfiusd:triple_gx:lsma235_25_15 | 7504134:YFIUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | -17.72% | -23.06% |
| Max Drawdown | -51.48% | -68.47% |
| Sharpe | -0.05 | 0.09 |
| Sortino | -0.07 | 0.15 |
| Payoff Ratio | 1.29 | 1.18 |
| Profit Factor | 0.99 | 1.01 |
| Common Sense Ratio | 0.88 | 1.01 |
| CPC Index | 0.5 | 0.59 |
| Tail Ratio | 0.89 | 1.0 |
| Outlier Win Ratio | 14.96 | 3.61 |
| Outlier Loss Ratio | 3.15 | 2.87 |
| Volatility (ann.) | 57.81% | 82.16% |
| R^2 | 0.49 | 0.49 |
| Calmar | -0.33 | -0.33 |
| Skew | 2.57 | 1.12 |
| Kurtosis | 32.25 | 7.89 |
| Expected Daily % | -0.05% | -0.07% |
| Expected Monthly % | -1.49% | -2.0% |
| Expected Yearly % | -9.29% | -12.28% |
| Kelly Criterion | -7.36% | 5.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.98% | -7.05% |
| Expected Shortfall (cVaR) | -4.98% | -7.05% |
| Year | 7504134:YFIUSD | 7504134:yfiusd:triple_gx:lsma235_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 19.13 | 1.07 | + |
| 2025 | -34.73 | -30.94 | 0.89 | + |
| Metric | 7504134:yfiusd:triple_gx:lsma235_25_15 | 7504134:YFIUSD |
|---|---|---|
| MTD | -7.94% | -6.48% |
| 3M | -22.33% | -9.07% |
| 6M | -5.9% | -29.23% |
| YTD | -30.94% | -34.73% |
| 1Y | -16.18% | -26.07% |
| 3Y (ann.) | -17.09% | -22.26% |
| 5Y (ann.) | -17.09% | -22.26% |
| Metric | 7504134:yfiusd:triple_gx:lsma235_25_15 | 7504134:YFIUSD |
|---|---|---|
| Max Drawdown | -51.48% | -68.47% |
| Longest DD Days | 175.0 | 180.0 |
| Avg. Drawdown | -28.19% | -15.22% |
| Avg. Drawdown Days | 122.0 | 46.0 |
| Recovery Factor | -0.34 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -51.48 | 175 |
| 2024-07-03 | 2024-12-03 | -23.70 | 153 |
| 2024-05-25 | 2024-07-02 | -9.39 | 38 |
| Metric | 7504134:yfiusd:triple_gx:lsma235_25_15 | 7504134: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 | 19.13% | 17.89% |
| Worst Year | -30.94% | -34.73% |
| Avg. Up Day | 3.93% | 3.96% |
| Avg. Down Day | -3.06% | -3.36% |
| Avg. Up Week | 17.57% | 23.8% |
| Avg. Down Week | -6.94% | -8.78% |
| Avg. Up Month | 19.46% | 70.6% |
| Avg. Down Month | -7.43% | -12.23% |
| Win Days % | 39.57% | 48.95% |
| Win Month % | 27.27% | 30.77% |
| Win Week % | 39.39% | 40.35% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |