| Metric | 7510141:yfiusd:triple_gx:lsma225_95_25 | 7510141:YFIUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | -22.87% | -23.06% |
| Max Drawdown | -51.48% | -68.47% |
| Sharpe | -0.13 | 0.09 |
| Sortino | -0.2 | 0.15 |
| Payoff Ratio | 1.26 | 1.15 |
| Profit Factor | 0.97 | 1.01 |
| Common Sense Ratio | 0.99 | 1.01 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 1.02 | 1.0 |
| Outlier Win Ratio | 12.04 | 3.64 |
| Outlier Loss Ratio | 3.36 | 3.02 |
| Volatility (ann.) | 59.83% | 82.16% |
| R^2 | 0.53 | 0.53 |
| Calmar | -0.43 | -0.33 |
| Skew | 2.15 | 1.12 |
| Kurtosis | 27.0 | 7.89 |
| Expected Daily % | -0.07% | -0.07% |
| Expected Monthly % | -1.98% | -2.0% |
| Expected Yearly % | -12.18% | -12.28% |
| Kelly Criterion | -4.7% | 4.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.17% | -7.05% |
| Expected Shortfall (cVaR) | -5.17% | -7.05% |
| Year | 7510141:YFIUSD | 7510141:yfiusd:triple_gx:lsma225_95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 0.21 | 0.01 | - |
| 2025 | -34.73 | -23.03 | 0.66 | + |
| Metric | 7510141:yfiusd:triple_gx:lsma225_95_25 | 7510141:YFIUSD |
|---|---|---|
| MTD | -8.51% | -6.48% |
| 3M | -14.45% | -9.07% |
| 6M | -39.26% | -29.23% |
| YTD | -23.03% | -34.73% |
| 1Y | -22.87% | -26.07% |
| 3Y (ann.) | -22.07% | -22.26% |
| 5Y (ann.) | -22.07% | -22.26% |
| Metric | 7510141:yfiusd:triple_gx:lsma225_95_25 | 7510141:YFIUSD |
|---|---|---|
| Max Drawdown | -51.48% | -68.47% |
| Longest DD Days | 175.0 | 180.0 |
| Avg. Drawdown | -15.51% | -15.22% |
| Avg. Drawdown Days | 58.0 | 46.0 |
| Recovery Factor | -0.44 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -51.48 | 175 |
| 2024-06-07 | 2024-11-10 | -22.68 | 156 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2024-11-25 | 2024-11-27 | -3.58 | 2 |
| 2024-11-28 | 2024-11-29 | -2.33 | 1 |
| 2024-12-05 | 2024-12-06 | -0.18 | 1 |
| Metric | 7510141:yfiusd:triple_gx:lsma225_95_25 | 7510141: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 | 61.97% | 70.6% |
| Worst Month | -24.07% | -22.05% |
| Best Year | 0.21% | 17.89% |
| Worst Year | -23.03% | -34.73% |
| Avg. Up Day | 3.48% | 3.5% |
| Avg. Down Day | -2.77% | -3.05% |
| Avg. Up Week | 6.79% | 13.79% |
| Avg. Down Week | -5.33% | -7.51% |
| Avg. Up Month | 31.77% | 36.59% |
| Avg. Down Month | -9.11% | -9.86% |
| Win Days % | 41.71% | 48.95% |
| Win Month % | 20.0% | 30.77% |
| Win Week % | 41.67% | 40.35% |
| Win Quarter % | 20.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |