| Metric | 7508888:yfiusd:triple_gx:lsma80_45_25 | 7508888:YFIUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | -53.65% | -31.28% |
| Max Drawdown | -64.26% | -69.03% |
| Sharpe | -0.62 | 0.05 |
| Sortino | -0.94 | 0.07 |
| Payoff Ratio | 1.22 | 1.09 |
| Profit Factor | 0.87 | 1.01 |
| Common Sense Ratio | 0.81 | 0.95 |
| CPC Index | 0.42 | 0.54 |
| Tail Ratio | 0.93 | 0.95 |
| Outlier Win Ratio | 10.26 | 3.52 |
| Outlier Loss Ratio | 3.81 | 3.2 |
| Volatility (ann.) | 57.02% | 76.41% |
| R^2 | 0.56 | 0.56 |
| Calmar | -0.62 | -0.32 |
| Skew | 1.78 | 0.95 |
| Kurtosis | 24.07 | 7.78 |
| Expected Daily % | -0.14% | -0.07% |
| Expected Monthly % | -3.97% | -1.96% |
| Expected Yearly % | -31.92% | -17.1% |
| Kelly Criterion | -9.99% | 2.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.01% | -6.57% |
| Expected Shortfall (cVaR) | -5.01% | -6.57% |
| Year | 7508888:YFIUSD | 7508888:yfiusd:triple_gx:lsma80_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | -23.01 | -1.29 | - |
| 2025 | -41.71 | -39.80 | 0.95 | + |
| Metric | 7508888:yfiusd:triple_gx:lsma80_45_25 | 7508888:YFIUSD |
|---|---|---|
| MTD | -10.83% | -1.33% |
| 3M | 0.04% | -16.74% |
| 6M | -23.04% | -19.06% |
| YTD | -39.8% | -41.71% |
| 1Y | -53.11% | -23.78% |
| 3Y (ann.) | -40.08% | -22.11% |
| 5Y (ann.) | -40.08% | -22.11% |
| Metric | 7508888:yfiusd:triple_gx:lsma80_45_25 | 7508888:YFIUSD |
|---|---|---|
| Max Drawdown | -64.26% | -69.03% |
| Longest DD Days | 355.0 | 343.0 |
| Avg. Drawdown | -19.64% | -15.29% |
| Avg. Drawdown Days | 90.0 | 67.0 |
| Recovery Factor | -0.83 | -0.45 |
| Ulcer Index | 1.03 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-11-15 | -64.26 | 355 |
| 2024-05-28 | 2024-11-10 | -32.95 | 166 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2024-05-22 | 2024-05-25 | -3.28 | 3 |
| 2024-05-18 | 2024-05-20 | -3.01 | 2 |
| 2024-05-26 | 2024-05-27 | -1.49 | 1 |
| Metric | 7508888:yfiusd:triple_gx:lsma80_45_25 | 7508888: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 | 51.87% | 70.6% |
| Worst Month | -33.72% | -22.05% |
| Best Year | -23.01% | 17.89% |
| Worst Year | -39.8% | -41.71% |
| Avg. Up Day | 3.05% | 3.07% |
| Avg. Down Day | -2.5% | -2.82% |
| Avg. Up Week | 4.87% | 6.48% |
| Avg. Down Week | -5.91% | -7.43% |
| Avg. Up Month | 19.52% | 25.46% |
| Avg. Down Month | -11.08% | -9.02% |
| Win Days % | 39.53% | 49.27% |
| Win Month % | 26.32% | 36.84% |
| Win Week % | 40.35% | 45.68% |
| Win Quarter % | 0.0% | 42.86% |
| Win Year % | 0.0% | 50.0% |