| Metric | 7512404:yfiusd:triple_gx:lsma220_110_30 | 7512404:YFIUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 49.9% | -31.28% |
| Max Drawdown | -51.61% | -69.03% |
| Sharpe | 0.75 | 0.05 |
| Sortino | 1.27 | 0.07 |
| Payoff Ratio | 1.41 | 1.26 |
| Profit Factor | 1.19 | 1.01 |
| Common Sense Ratio | 1.39 | 0.95 |
| CPC Index | 0.74 | 0.62 |
| Tail Ratio | 1.17 | 0.95 |
| Outlier Win Ratio | 10.78 | 3.85 |
| Outlier Loss Ratio | 3.59 | 3.01 |
| Volatility (ann.) | 57.51% | 76.41% |
| R^2 | 0.57 | 0.57 |
| Calmar | 0.6 | -0.32 |
| Skew | 2.13 | 0.95 |
| Kurtosis | 23.56 | 7.78 |
| Expected Daily % | 0.07% | -0.07% |
| Expected Monthly % | 2.15% | -1.96% |
| Expected Yearly % | 22.43% | -17.1% |
| Kelly Criterion | 4.58% | 8.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.83% | -6.57% |
| Expected Shortfall (cVaR) | -4.83% | -6.57% |
| Year | 7512404:YFIUSD | 7512404:yfiusd:triple_gx:lsma220_110_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 85.74 | 4.79 | + |
| 2025 | -41.71 | -19.30 | 0.46 | + |
| Metric | 7512404:yfiusd:triple_gx:lsma220_110_30 | 7512404:YFIUSD |
|---|---|---|
| MTD | -7.04% | -1.33% |
| 3M | -1.68% | -16.74% |
| 6M | -1.22% | -19.06% |
| YTD | -19.3% | -41.71% |
| 1Y | 21.58% | -23.78% |
| 3Y (ann.) | 30.94% | -22.11% |
| 5Y (ann.) | 30.94% | -22.11% |
| Metric | 7512404:yfiusd:triple_gx:lsma220_110_30 | 7512404:YFIUSD |
|---|---|---|
| Max Drawdown | -51.61% | -69.03% |
| Longest DD Days | 343.0 | 343.0 |
| Avg. Drawdown | -12.47% | -15.29% |
| Avg. Drawdown Days | 62.0 | 67.0 |
| Recovery Factor | 0.97 | -0.45 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-15 | -51.61 | 343 |
| 2024-06-07 | 2024-09-09 | -15.35 | 94 |
| 2024-09-30 | 2024-11-08 | -13.10 | 39 |
| 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 |
| 2024-12-01 | 2024-12-02 | -0.75 | 1 |
| 2024-09-28 | 2024-09-29 | -0.18 | 1 |
| Metric | 7512404:yfiusd:triple_gx:lsma220_110_30 | 7512404:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -19.2% | -19.2% |
| Best Week | 82.64% | 82.64% |
| Worst Week | -20.39% | -20.74% |
| Best Month | 70.6% | 70.6% |
| Worst Month | -12.53% | -22.05% |
| Best Year | 85.74% | 17.89% |
| Worst Year | -19.3% | -41.71% |
| Avg. Up Day | 3.44% | 3.46% |
| Avg. Down Day | -2.44% | -2.75% |
| Avg. Up Week | 9.35% | 10.16% |
| Avg. Down Week | -5.68% | -8.53% |
| Avg. Up Month | 21.22% | 19.15% |
| Avg. Down Month | -9.1% | -10.04% |
| Win Days % | 44.15% | 49.27% |
| Win Month % | 56.25% | 36.84% |
| Win Week % | 49.06% | 45.68% |
| Win Quarter % | 42.86% | 42.86% |
| Win Year % | 50.0% | 50.0% |