| Metric | 7505036:yfiusd:triple_gx:lsma195_60_15 | 7505036:YFIUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | -39.87% | -23.06% |
| Max Drawdown | -46.68% | -68.47% |
| Sharpe | -0.67 | 0.09 |
| Sortino | -1.03 | 0.15 |
| Payoff Ratio | 1.17 | 1.01 |
| Profit Factor | 0.83 | 1.01 |
| Common Sense Ratio | 0.65 | 1.01 |
| CPC Index | 0.37 | 0.5 |
| Tail Ratio | 0.79 | 1.0 |
| Outlier Win Ratio | 16.39 | 3.31 |
| Outlier Loss Ratio | 3.36 | 2.78 |
| Volatility (ann.) | 52.93% | 82.16% |
| R^2 | 0.41 | 0.41 |
| Calmar | -0.83 | -0.33 |
| Skew | 2.77 | 1.12 |
| Kurtosis | 43.41 | 7.89 |
| Expected Daily % | -0.13% | -0.07% |
| Expected Monthly % | -3.84% | -2.0% |
| Expected Yearly % | -22.45% | -12.28% |
| Kelly Criterion | -15.02% | -1.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.65% | -7.05% |
| Expected Shortfall (cVaR) | -4.65% | -7.05% |
| Year | 7505036:YFIUSD | 7505036:yfiusd:triple_gx:lsma195_60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | -13.80 | -0.77 | - |
| 2025 | -34.73 | -30.24 | 0.87 | + |
| Metric | 7505036:yfiusd:triple_gx:lsma195_60_15 | 7505036:YFIUSD |
|---|---|---|
| MTD | -14.84% | -6.48% |
| 3M | -22.46% | -9.07% |
| 6M | -37.02% | -29.23% |
| YTD | -30.24% | -34.73% |
| 1Y | -39.25% | -26.07% |
| 3Y (ann.) | -38.65% | -22.26% |
| 5Y (ann.) | -38.65% | -22.26% |
| Metric | 7505036:yfiusd:triple_gx:lsma195_60_15 | 7505036:YFIUSD |
|---|---|---|
| Max Drawdown | -46.68% | -68.47% |
| Longest DD Days | 175.0 | 180.0 |
| Avg. Drawdown | -27.64% | -15.22% |
| Avg. Drawdown Days | 123.0 | 46.0 |
| Recovery Factor | -0.85 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -46.68 | 175 |
| 2024-05-25 | 2024-11-10 | -23.71 | 169 |
| 2024-11-11 | 2024-12-06 | -12.53 | 25 |
| Metric | 7505036:yfiusd:triple_gx:lsma195_60_15 | 7505036:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -19.2% | -19.2% |
| Best Week | 20.01% | 82.64% |
| Worst Week | -18.27% | -20.74% |
| Best Month | 16.99% | 70.6% |
| Worst Month | -14.84% | -22.05% |
| Best Year | -13.8% | 17.89% |
| Worst Year | -30.24% | -34.73% |
| Avg. Up Day | 3.22% | 3.25% |
| Avg. Down Day | -2.75% | -3.22% |
| Avg. Up Week | 6.77% | 19.18% |
| Avg. Down Week | -5.81% | -7.85% |
| Avg. Up Month | 16.99% | 70.6% |
| Avg. Down Month | -7.84% | -10.35% |
| Win Days % | 37.93% | 48.95% |
| Win Month % | 18.18% | 30.77% |
| Win Week % | 35.29% | 40.35% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 0.0% | 50.0% |