| Metric | 7508914:yfiusd:triple_gx:lsma110_45_25 | 7508914:YFIUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | -35.77% | -23.06% |
| Max Drawdown | -51.73% | -68.47% |
| Sharpe | -0.37 | 0.09 |
| Sortino | -0.58 | 0.15 |
| Payoff Ratio | 1.3 | 1.21 |
| Profit Factor | 0.92 | 1.01 |
| Common Sense Ratio | 0.79 | 1.01 |
| CPC Index | 0.47 | 0.6 |
| Tail Ratio | 0.87 | 1.0 |
| Outlier Win Ratio | 11.35 | 3.82 |
| Outlier Loss Ratio | 3.46 | 3.1 |
| Volatility (ann.) | 62.62% | 82.16% |
| R^2 | 0.58 | 0.58 |
| Calmar | -0.67 | -0.33 |
| Skew | 1.89 | 1.12 |
| Kurtosis | 23.12 | 7.89 |
| Expected Daily % | -0.12% | -0.07% |
| Expected Monthly % | -3.35% | -2.0% |
| Expected Yearly % | -19.86% | -12.28% |
| Kelly Criterion | -7.75% | 6.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.46% | -7.05% |
| Expected Shortfall (cVaR) | -5.46% | -7.05% |
| Year | 7508914:YFIUSD | 7508914:yfiusd:triple_gx:lsma110_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | -22.81 | -1.28 | - |
| 2025 | -34.73 | -16.80 | 0.48 | + |
| Metric | 7508914:yfiusd:triple_gx:lsma110_45_25 | 7508914:YFIUSD |
|---|---|---|
| MTD | 7.87% | -6.48% |
| 3M | -4.46% | -9.07% |
| 6M | -44.8% | -29.23% |
| YTD | -16.8% | -34.73% |
| 1Y | -35.77% | -26.07% |
| 3Y (ann.) | -34.64% | -22.26% |
| 5Y (ann.) | -34.64% | -22.26% |
| Metric | 7508914:yfiusd:triple_gx:lsma110_45_25 | 7508914:YFIUSD |
|---|---|---|
| Max Drawdown | -51.73% | -68.47% |
| Longest DD Days | 187.0 | 180.0 |
| Avg. Drawdown | -30.62% | -15.22% |
| Avg. Drawdown Days | 119.0 | 46.0 |
| Recovery Factor | -0.69 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-25 | 2025-05-31 | -51.73 | 187 |
| 2024-06-04 | 2024-11-10 | -27.30 | 159 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| Metric | 7508914:yfiusd:triple_gx:lsma110_45_25 | 7508914: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 | -33.65% | -22.05% |
| Best Year | -16.8% | 17.89% |
| Worst Year | -22.81% | -34.73% |
| Avg. Up Day | 3.65% | 3.67% |
| Avg. Down Day | -2.82% | -3.03% |
| Avg. Up Week | 6.65% | 8.02% |
| Avg. Down Week | -6.71% | -7.54% |
| Avg. Up Month | 51.87% | 70.6% |
| Avg. Down Month | -13.1% | -11.66% |
| Win Days % | 39.15% | 48.95% |
| Win Month % | 27.27% | 30.77% |
| Win Week % | 41.67% | 40.35% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 0.0% | 50.0% |