| Metric | 7510045:yfiusd:triple_gx:lsma220_90_25 | 7510045:YFIUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | -38.34% | -23.06% |
| Max Drawdown | -53.92% | -68.47% |
| Sharpe | -0.48 | 0.09 |
| Sortino | -0.76 | 0.15 |
| Payoff Ratio | 1.24 | 1.17 |
| Profit Factor | 0.89 | 1.01 |
| Common Sense Ratio | 0.81 | 1.01 |
| CPC Index | 0.44 | 0.58 |
| Tail Ratio | 0.91 | 1.0 |
| Outlier Win Ratio | 12.82 | 3.64 |
| Outlier Loss Ratio | 3.23 | 3.02 |
| Volatility (ann.) | 59.82% | 82.16% |
| R^2 | 0.53 | 0.53 |
| Calmar | -0.69 | -0.33 |
| Skew | 2.16 | 1.12 |
| Kurtosis | 27.21 | 7.89 |
| Expected Daily % | -0.13% | -0.07% |
| Expected Monthly % | -3.65% | -2.0% |
| Expected Yearly % | -21.47% | -12.28% |
| Kelly Criterion | -8.64% | 5.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.23% | -7.05% |
| Expected Shortfall (cVaR) | -5.23% | -7.05% |
| Year | 7510045:YFIUSD | 7510045:yfiusd:triple_gx:lsma220_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | -13.98 | -0.78 | - |
| 2025 | -34.73 | -28.31 | 0.82 | + |
| Metric | 7510045:yfiusd:triple_gx:lsma220_90_25 | 7510045:YFIUSD |
|---|---|---|
| MTD | -14.79% | -6.48% |
| 3M | -20.32% | -9.07% |
| 6M | -45.57% | -29.23% |
| YTD | -28.31% | -34.73% |
| 1Y | -38.34% | -26.07% |
| 3Y (ann.) | -37.15% | -22.26% |
| 5Y (ann.) | -37.15% | -22.26% |
| Metric | 7510045:yfiusd:triple_gx:lsma220_90_25 | 7510045:YFIUSD |
|---|---|---|
| Max Drawdown | -53.92% | -68.47% |
| Longest DD Days | 175.0 | 180.0 |
| Avg. Drawdown | -20.78% | -15.22% |
| Avg. Drawdown Days | 71.0 | 46.0 |
| Recovery Factor | -0.71 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -53.92 | 175 |
| 2024-06-07 | 2024-11-10 | -30.89 | 156 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2024-11-25 | 2024-11-27 | -3.58 | 2 |
| 2024-11-28 | 2024-12-06 | -2.68 | 8 |
| Metric | 7510045:yfiusd:triple_gx:lsma220_90_25 | 7510045: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 | 55.55% | 70.6% |
| Worst Month | -24.07% | -22.05% |
| Best Year | -13.98% | 17.89% |
| Worst Year | -28.31% | -34.73% |
| Avg. Up Day | 3.58% | 3.59% |
| Avg. Down Day | -2.89% | -3.06% |
| Avg. Up Week | 6.6% | 14.27% |
| Avg. Down Week | -6.29% | -7.79% |
| Avg. Up Month | 55.55% | 70.6% |
| Avg. Down Month | -10.58% | -9.86% |
| Win Days % | 39.88% | 48.95% |
| Win Month % | 10.0% | 30.77% |
| Win Week % | 40.0% | 40.35% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 0.0% | 50.0% |