| Metric | 7508242:yfiusd:triple_gx:lsma220_105_20 | 7508242:YFIUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | -14.52% | -23.06% |
| Max Drawdown | -59.08% | -68.47% |
| Sharpe | 0.05 | 0.09 |
| Sortino | 0.08 | 0.15 |
| Payoff Ratio | 1.33 | 1.19 |
| Profit Factor | 1.01 | 1.01 |
| Common Sense Ratio | 1.09 | 1.01 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 12.85 | 4.08 |
| Outlier Loss Ratio | 3.25 | 2.78 |
| Volatility (ann.) | 61.31% | 82.16% |
| R^2 | 0.55 | 0.55 |
| Calmar | -0.24 | -0.33 |
| Skew | 2.43 | 1.12 |
| Kurtosis | 25.75 | 7.89 |
| Expected Daily % | -0.04% | -0.07% |
| Expected Monthly % | -1.2% | -2.0% |
| Expected Yearly % | -7.55% | -12.28% |
| Kelly Criterion | -4.26% | 6.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.27% | -7.05% |
| Expected Shortfall (cVaR) | -5.27% | -7.05% |
| Year | 7508242:YFIUSD | 7508242:yfiusd:triple_gx:lsma220_105_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 18.95 | 1.06 | + |
| 2025 | -34.73 | -28.14 | 0.81 | + |
| Metric | 7508242:yfiusd:triple_gx:lsma220_105_20 | 7508242:YFIUSD |
|---|---|---|
| MTD | -13.21% | -6.48% |
| 3M | -19.21% | -9.07% |
| 6M | -27.93% | -29.23% |
| YTD | -28.14% | -34.73% |
| 1Y | -12.92% | -26.07% |
| 3Y (ann.) | -13.99% | -22.26% |
| 5Y (ann.) | -13.99% | -22.26% |
| Metric | 7508242:yfiusd:triple_gx:lsma220_105_20 | 7508242:YFIUSD |
|---|---|---|
| Max Drawdown | -59.08% | -68.47% |
| Longest DD Days | 175.0 | 180.0 |
| Avg. Drawdown | -21.0% | -15.22% |
| Avg. Drawdown Days | 72.0 | 46.0 |
| Recovery Factor | -0.25 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -59.08 | 175 |
| 2024-05-25 | 2024-11-10 | -29.34 | 169 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2024-11-25 | 2024-11-27 | -3.58 | 2 |
| 2024-12-02 | 2024-12-03 | -0.18 | 1 |
| Metric | 7508242:yfiusd:triple_gx:lsma220_105_20 | 7508242:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -19.2% | -19.2% |
| Best Week | 63.58% | 82.64% |
| Worst Week | -19.86% | -20.74% |
| Best Month | 59.27% | 70.6% |
| Worst Month | -13.21% | -22.05% |
| Best Year | 18.95% | 17.89% |
| Worst Year | -28.14% | -34.73% |
| Avg. Up Day | 3.66% | 3.68% |
| Avg. Down Day | -2.75% | -3.08% |
| Avg. Up Week | 11.38% | 14.51% |
| Avg. Down Week | -7.06% | -7.9% |
| Avg. Up Month | 59.27% | 70.6% |
| Avg. Down Month | -9.64% | -11.16% |
| Win Days % | 40.45% | 48.95% |
| Win Month % | 27.27% | 30.77% |
| Win Week % | 41.67% | 40.35% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |