| Metric | 7512207:yfiusd:triple_gx:lsma220_100_30 | 7512207:YFIUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 8.79% | -23.06% |
| Max Drawdown | -48.34% | -68.47% |
| Sharpe | 0.42 | 0.09 |
| Sortino | 0.71 | 0.15 |
| Payoff Ratio | 1.45 | 1.32 |
| Profit Factor | 1.11 | 1.01 |
| Common Sense Ratio | 1.27 | 1.01 |
| CPC Index | 0.66 | 0.66 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 11.83 | 3.64 |
| Outlier Loss Ratio | 3.53 | 2.89 |
| Volatility (ann.) | 58.91% | 82.16% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.17 | -0.33 |
| Skew | 2.36 | 1.12 |
| Kurtosis | 28.43 | 7.89 |
| Expected Daily % | 0.02% | -0.07% |
| Expected Monthly % | 0.65% | -2.0% |
| Expected Yearly % | 4.3% | -12.28% |
| Kelly Criterion | 0.67% | 10.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.0% | -7.05% |
| Expected Shortfall (cVaR) | -5.0% | -7.05% |
| Year | 7512207:YFIUSD | 7512207:yfiusd:triple_gx:lsma220_100_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 28.49 | 1.59 | + |
| 2025 | -34.73 | -15.33 | 0.44 | + |
| Metric | 7512207:yfiusd:triple_gx:lsma220_100_30 | 7512207:YFIUSD |
|---|---|---|
| MTD | -3.4% | -6.48% |
| 3M | -4.77% | -9.07% |
| 6M | -17.73% | -29.23% |
| YTD | -15.33% | -34.73% |
| 1Y | 8.79% | -26.07% |
| 3Y (ann.) | 8.43% | -22.26% |
| 5Y (ann.) | 8.43% | -22.26% |
| Metric | 7512207:yfiusd:triple_gx:lsma220_100_30 | 7512207:YFIUSD |
|---|---|---|
| Max Drawdown | -48.34% | -68.47% |
| Longest DD Days | 175.0 | 180.0 |
| Avg. Drawdown | -11.87% | -15.22% |
| Avg. Drawdown Days | 38.0 | 46.0 |
| Recovery Factor | 0.18 | -0.34 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -48.34 | 175 |
| 2024-09-30 | 2024-11-10 | -20.43 | 41 |
| 2024-06-07 | 2024-09-09 | -15.35 | 94 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2024-11-25 | 2024-11-27 | -3.58 | 2 |
| 2024-09-10 | 2024-09-29 | -3.03 | 19 |
| 2024-11-28 | 2024-11-29 | -2.33 | 1 |
| 2024-12-01 | 2024-12-02 | -0.75 | 1 |
| 2024-12-05 | 2024-12-06 | -0.18 | 1 |
| Metric | 7512207:yfiusd:triple_gx:lsma220_100_30 | 7512207:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -19.2% | -19.2% |
| Best Week | 42.03% | 82.64% |
| Worst Week | -20.39% | -20.74% |
| Best Month | 70.6% | 70.6% |
| Worst Month | -12.75% | -22.05% |
| Best Year | 28.49% | 17.89% |
| Worst Year | -15.33% | -34.73% |
| Avg. Up Day | 3.72% | 3.75% |
| Avg. Down Day | -2.56% | -2.83% |
| Avg. Up Week | 10.37% | 16.25% |
| Avg. Down Week | -6.76% | -8.77% |
| Avg. Up Month | 36.09% | 36.59% |
| Avg. Down Month | -10.2% | -9.97% |
| Win Days % | 41.18% | 48.95% |
| Win Month % | 40.0% | 30.77% |
| Win Week % | 48.48% | 40.35% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |