| Metric | 7508898:yfiusd:triple_gx:lsma90_45_25 | 7508898:YFIUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | -48.58% | -31.28% |
| Max Drawdown | -59.06% | -69.03% |
| Sharpe | -0.5 | 0.05 |
| Sortino | -0.76 | 0.07 |
| Payoff Ratio | 1.22 | 1.09 |
| Profit Factor | 0.89 | 1.01 |
| Common Sense Ratio | 0.83 | 0.95 |
| CPC Index | 0.44 | 0.54 |
| Tail Ratio | 0.93 | 0.95 |
| Outlier Win Ratio | 10.71 | 3.52 |
| Outlier Loss Ratio | 3.82 | 3.25 |
| Volatility (ann.) | 56.74% | 76.41% |
| R^2 | 0.55 | 0.55 |
| Calmar | -0.61 | -0.32 |
| Skew | 1.76 | 0.95 |
| Kurtosis | 24.6 | 7.78 |
| Expected Daily % | -0.12% | -0.07% |
| Expected Monthly % | -3.44% | -1.96% |
| Expected Yearly % | -28.29% | -17.1% |
| Kelly Criterion | -8.94% | 2.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.96% | -6.57% |
| Expected Shortfall (cVaR) | -4.96% | -6.57% |
| Year | 7508898:YFIUSD | 7508898:yfiusd:triple_gx:lsma90_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | -29.46 | -1.65 | - |
| 2025 | -41.71 | -27.10 | 0.65 | + |
| Metric | 7508898:yfiusd:triple_gx:lsma90_45_25 | 7508898:YFIUSD |
|---|---|---|
| MTD | -9.79% | -1.33% |
| 3M | 2.35% | -16.74% |
| 6M | -8.4% | -19.06% |
| YTD | -27.1% | -41.71% |
| 1Y | -45.03% | -23.78% |
| 3Y (ann.) | -35.79% | -22.11% |
| 5Y (ann.) | -35.79% | -22.11% |
| Metric | 7508898:yfiusd:triple_gx:lsma90_45_25 | 7508898:YFIUSD |
|---|---|---|
| Max Drawdown | -59.06% | -69.03% |
| Longest DD Days | 355.0 | 343.0 |
| Avg. Drawdown | -21.65% | -15.29% |
| Avg. Drawdown Days | 108.0 | 67.0 |
| Recovery Factor | -0.82 | -0.45 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-11-15 | -59.06 | 355 |
| 2024-05-28 | 2024-11-10 | -33.14 | 166 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2024-05-20 | 2024-05-25 | -1.72 | 5 |
| 2024-05-26 | 2024-05-27 | -1.49 | 1 |
| Metric | 7508898:yfiusd:triple_gx:lsma90_45_25 | 7508898:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -19.2% | -19.2% |
| Best Week | 20.01% | 82.64% |
| Worst Week | -20.39% | -20.74% |
| Best Month | 51.87% | 70.6% |
| Worst Month | -35.83% | -22.05% |
| Best Year | -27.1% | 17.89% |
| Worst Year | -29.46% | -41.71% |
| Avg. Up Day | 3.08% | 3.09% |
| Avg. Down Day | -2.52% | -2.83% |
| Avg. Up Week | 4.78% | 6.35% |
| Avg. Down Week | -6.24% | -7.77% |
| Avg. Up Month | 29.72% | 36.56% |
| Avg. Down Month | -12.09% | -9.77% |
| Win Days % | 40.14% | 49.27% |
| Win Month % | 27.78% | 36.84% |
| Win Week % | 42.11% | 45.68% |
| Win Quarter % | 14.29% | 42.86% |
| Win Year % | 0.0% | 50.0% |