| Metric | 7508613:yfiusd:triple_gx:lsma95_35_25 | 7508613:YFIUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | -24.21% | -31.28% |
| Max Drawdown | -44.37% | -69.03% |
| Sharpe | -0.08 | 0.05 |
| Sortino | -0.13 | 0.07 |
| Payoff Ratio | 1.41 | 1.18 |
| Profit Factor | 0.98 | 1.01 |
| Common Sense Ratio | 1.02 | 0.95 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 1.04 | 0.95 |
| Outlier Win Ratio | 12.53 | 3.41 |
| Outlier Loss Ratio | 3.83 | 3.01 |
| Volatility (ann.) | 53.86% | 76.41% |
| R^2 | 0.5 | 0.5 |
| Calmar | -0.38 | -0.32 |
| Skew | 2.41 | 0.95 |
| Kurtosis | 32.25 | 7.78 |
| Expected Daily % | -0.05% | -0.07% |
| Expected Monthly % | -1.45% | -1.96% |
| Expected Yearly % | -12.94% | -17.1% |
| Kelly Criterion | -4.68% | 6.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.65% | -6.57% |
| Expected Shortfall (cVaR) | -4.65% | -6.57% |
| Year | 7508613:YFIUSD | 7508613:yfiusd:triple_gx:lsma95_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | -11.50 | -0.64 | - |
| 2025 | -41.71 | -14.36 | 0.34 | + |
| Metric | 7508613:yfiusd:triple_gx:lsma95_35_25 | 7508613:YFIUSD |
|---|---|---|
| MTD | -3.01% | -1.33% |
| 3M | 7.68% | -16.74% |
| 6M | 2.65% | -19.06% |
| YTD | -14.36% | -41.71% |
| 1Y | -15.39% | -23.78% |
| 3Y (ann.) | -16.86% | -22.11% |
| 5Y (ann.) | -16.86% | -22.11% |
| Metric | 7508613:yfiusd:triple_gx:lsma95_35_25 | 7508613:YFIUSD |
|---|---|---|
| Max Drawdown | -44.37% | -69.03% |
| Longest DD Days | 343.0 | 343.0 |
| Avg. Drawdown | -17.12% | -15.29% |
| Avg. Drawdown Days | 107.0 | 67.0 |
| Recovery Factor | -0.55 | -0.45 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-15 | -44.37 | 343 |
| 2024-05-28 | 2024-11-10 | -26.55 | 166 |
| 2024-11-11 | 2024-12-06 | -12.83 | 25 |
| 2024-05-25 | 2024-05-27 | -1.66 | 2 |
| 2024-05-23 | 2024-05-24 | -0.18 | 1 |
| Metric | 7508613:yfiusd:triple_gx:lsma95_35_25 | 7508613: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 | 22.48% | 70.6% |
| Worst Month | -12.91% | -22.05% |
| Best Year | -11.5% | 17.89% |
| Worst Year | -14.36% | -41.71% |
| Avg. Up Day | 3.31% | 3.34% |
| Avg. Down Day | -2.35% | -2.84% |
| Avg. Up Week | 4.51% | 9.47% |
| Avg. Down Week | -4.69% | -7.81% |
| Avg. Up Month | 9.65% | 19.15% |
| Avg. Down Month | -6.12% | -9.77% |
| Win Days % | 38.75% | 49.27% |
| Win Month % | 38.89% | 36.84% |
| Win Week % | 45.45% | 45.68% |
| Win Quarter % | 57.14% | 42.86% |
| Win Year % | 0.0% | 50.0% |