| Metric | 7507533:yfiusd:triple_gx:lsma220_70_20 | 7507533:YFIUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | -20.66% | -23.06% |
| Max Drawdown | -52.19% | -68.47% |
| Sharpe | -0.1 | 0.09 |
| Sortino | -0.16 | 0.15 |
| Payoff Ratio | 1.27 | 1.13 |
| Profit Factor | 0.98 | 1.01 |
| Common Sense Ratio | 0.87 | 1.01 |
| CPC Index | 0.51 | 0.56 |
| Tail Ratio | 0.89 | 1.0 |
| Outlier Win Ratio | 14.55 | 4.08 |
| Outlier Loss Ratio | 3.26 | 2.77 |
| Volatility (ann.) | 58.71% | 82.16% |
| R^2 | 0.51 | 0.51 |
| Calmar | -0.38 | -0.33 |
| Skew | 2.7 | 1.12 |
| Kurtosis | 30.56 | 7.89 |
| Expected Daily % | -0.06% | -0.07% |
| Expected Monthly % | -1.76% | -2.0% |
| Expected Yearly % | -10.93% | -12.28% |
| Kelly Criterion | -5.81% | 3.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.07% | -7.05% |
| Expected Shortfall (cVaR) | -5.07% | -7.05% |
| Year | 7507533:YFIUSD | 7507533:yfiusd:triple_gx:lsma220_70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 15.48 | 0.87 | - |
| 2025 | -34.73 | -31.30 | 0.90 | + |
| Metric | 7507533:yfiusd:triple_gx:lsma220_70_20 | 7507533:YFIUSD |
|---|---|---|
| MTD | -17.02% | -6.48% |
| 3M | -22.76% | -9.07% |
| 6M | -32.49% | -29.23% |
| YTD | -31.3% | -34.73% |
| 1Y | -19.17% | -26.07% |
| 3Y (ann.) | -19.93% | -22.26% |
| 5Y (ann.) | -19.93% | -22.26% |
| Metric | 7507533:yfiusd:triple_gx:lsma220_70_20 | 7507533:YFIUSD |
|---|---|---|
| Max Drawdown | -52.19% | -68.47% |
| Longest DD Days | 175.0 | 180.0 |
| Avg. Drawdown | -23.83% | -15.22% |
| Avg. Drawdown Days | 92.0 | 46.0 |
| Recovery Factor | -0.4 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -52.19 | 175 |
| 2024-05-25 | 2024-11-10 | -26.57 | 169 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2024-11-25 | 2024-12-05 | -3.72 | 10 |
| Metric | 7507533:yfiusd:triple_gx:lsma220_70_20 | 7507533:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -19.2% | -19.2% |
| Best Week | 37.16% | 82.64% |
| Worst Week | -18.27% | -20.74% |
| Best Month | 51.87% | 70.6% |
| Worst Month | -17.02% | -22.05% |
| Best Year | 15.48% | 17.89% |
| Worst Year | -31.3% | -34.73% |
| Avg. Up Day | 3.44% | 3.46% |
| Avg. Down Day | -2.72% | -3.07% |
| Avg. Up Week | 8.1% | 14.27% |
| Avg. Down Week | -6.28% | -7.67% |
| Avg. Up Month | 51.87% | 70.6% |
| Avg. Down Month | -8.56% | -9.46% |
| Win Days % | 40.83% | 48.95% |
| Win Month % | 18.18% | 30.77% |
| Win Week % | 41.67% | 40.35% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |