| Metric | 7505071:yfiusd:triple_gx:lsma220_60_15 | 7505071:YFIUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | -30.97% | -31.28% |
| Max Drawdown | -52.44% | -69.03% |
| Sharpe | -0.25 | 0.05 |
| Sortino | -0.4 | 0.07 |
| Payoff Ratio | 1.15 | 0.98 |
| Profit Factor | 0.94 | 1.01 |
| Common Sense Ratio | 0.8 | 0.95 |
| CPC Index | 0.45 | 0.48 |
| Tail Ratio | 0.85 | 0.95 |
| Outlier Win Ratio | 12.8 | 3.25 |
| Outlier Loss Ratio | 3.61 | 2.87 |
| Volatility (ann.) | 49.75% | 76.41% |
| R^2 | 0.42 | 0.42 |
| Calmar | -0.42 | -0.32 |
| Skew | 2.41 | 0.95 |
| Kurtosis | 38.89 | 7.78 |
| Expected Daily % | -0.07% | -0.07% |
| Expected Monthly % | -1.93% | -1.96% |
| Expected Yearly % | -16.92% | -17.1% |
| Kelly Criterion | -8.63% | -2.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.32% | -6.57% |
| Expected Shortfall (cVaR) | -4.32% | -6.57% |
| Year | 7505071:YFIUSD | 7505071:yfiusd:triple_gx:lsma220_60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | -10.93 | -0.61 | - |
| 2025 | -41.71 | -22.51 | 0.54 | + |
| Metric | 7505071:yfiusd:triple_gx:lsma220_60_15 | 7505071:YFIUSD |
|---|---|---|
| MTD | -4.3% | -1.33% |
| 3M | 7.02% | -16.74% |
| 6M | 8.35% | -19.06% |
| YTD | -22.51% | -41.71% |
| 1Y | -29.48% | -23.78% |
| 3Y (ann.) | -21.88% | -22.11% |
| 5Y (ann.) | -21.88% | -22.11% |
| Metric | 7505071:yfiusd:triple_gx:lsma220_60_15 | 7505071:YFIUSD |
|---|---|---|
| Max Drawdown | -52.44% | -69.03% |
| Longest DD Days | 343.0 | 343.0 |
| Avg. Drawdown | -29.05% | -15.29% |
| Avg. Drawdown Days | 179.0 | 67.0 |
| Recovery Factor | -0.59 | -0.45 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-15 | -52.44 | 343 |
| 2024-05-25 | 2024-11-10 | -22.19 | 169 |
| 2024-11-11 | 2024-12-06 | -12.53 | 25 |
| Metric | 7505071:yfiusd:triple_gx:lsma220_60_15 | 7505071: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 | -10.93% | 17.89% |
| Worst Year | -22.51% | -41.71% |
| Avg. Up Day | 2.82% | 2.84% |
| Avg. Down Day | -2.45% | -2.91% |
| Avg. Up Week | 4.68% | 9.73% |
| Avg. Down Week | -6.41% | -9.29% |
| Avg. Up Month | 6.39% | 18.91% |
| Avg. Down Month | -6.74% | -8.14% |
| Win Days % | 41.87% | 49.27% |
| Win Month % | 35.29% | 36.84% |
| Win Week % | 53.7% | 45.68% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 0.0% | 50.0% |