| Metric | 7508707:yfiusd:triple_gx:lsma220_35_25 | 7508707:YFIUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -27.39% | -23.06% |
| Max Drawdown | -35.59% | -68.47% |
| Sharpe | -0.32 | 0.09 |
| Sortino | -0.51 | 0.15 |
| Payoff Ratio | 1.38 | 1.23 |
| Profit Factor | 0.91 | 1.01 |
| Common Sense Ratio | 0.81 | 1.01 |
| CPC Index | 0.47 | 0.61 |
| Tail Ratio | 0.88 | 1.0 |
| Outlier Win Ratio | 16.72 | 3.42 |
| Outlier Loss Ratio | 3.29 | 2.78 |
| Volatility (ann.) | 53.16% | 82.16% |
| R^2 | 0.42 | 0.42 |
| Calmar | -0.74 | -0.33 |
| Skew | 2.79 | 1.12 |
| Kurtosis | 42.59 | 7.89 |
| Expected Daily % | -0.08% | -0.07% |
| Expected Monthly % | -2.43% | -2.0% |
| Expected Yearly % | -14.79% | -12.28% |
| Kelly Criterion | -7.72% | 7.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.62% | -7.05% |
| Expected Shortfall (cVaR) | -4.62% | -7.05% |
| Year | 7508707:YFIUSD | 7508707:yfiusd:triple_gx:lsma220_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | -11.64 | -0.65 | - |
| 2025 | -34.73 | -17.83 | 0.51 | + |
| Metric | 7508707:yfiusd:triple_gx:lsma220_35_25 | 7508707:YFIUSD |
|---|---|---|
| MTD | -2.33% | -6.48% |
| 3M | -8.67% | -9.07% |
| 6M | -23.92% | -29.23% |
| YTD | -17.83% | -34.73% |
| 1Y | -27.39% | -26.07% |
| 3Y (ann.) | -26.47% | -22.26% |
| 5Y (ann.) | -26.47% | -22.26% |
| Metric | 7508707:yfiusd:triple_gx:lsma220_35_25 | 7508707:YFIUSD |
|---|---|---|
| Max Drawdown | -35.59% | -68.47% |
| Longest DD Days | 175.0 | 180.0 |
| Avg. Drawdown | -24.83% | -15.22% |
| Avg. Drawdown Days | 119.0 | 46.0 |
| Recovery Factor | -0.77 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -35.59 | 175 |
| 2024-06-07 | 2024-11-10 | -26.06 | 156 |
| 2024-11-11 | 2024-12-06 | -12.83 | 25 |
| Metric | 7508707:yfiusd:triple_gx:lsma220_35_25 | 7508707: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 | -10.03% | -22.05% |
| Best Year | -11.64% | 17.89% |
| Worst Year | -17.83% | -34.73% |
| Avg. Up Day | 3.67% | 3.7% |
| Avg. Down Day | -2.67% | -3.0% |
| Avg. Up Week | 5.74% | 15.78% |
| Avg. Down Week | -5.47% | -8.3% |
| Avg. Up Month | 22.48% | 70.6% |
| Avg. Down Month | -6.66% | -10.35% |
| Win Days % | 37.59% | 48.95% |
| Win Month % | 20.0% | 30.77% |
| Win Week % | 41.94% | 40.35% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 0.0% | 50.0% |