| Metric | 7504118:yfiusd:triple_gx:lsma220_25_15 | 7504118:YFIUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 209.88% | -15.2% |
| Max Drawdown | -55.97% | -70.21% |
| Sharpe | 0.95 | 0.32 |
| Sortino | 1.52 | 0.48 |
| Payoff Ratio | 1.31 | 1.05 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 1.52 | 1.1 |
| CPC Index | 0.8 | 0.55 |
| Tail Ratio | 1.17 | 1.05 |
| Outlier Win Ratio | 13.2 | 3.65 |
| Outlier Loss Ratio | 3.5 | 3.1 |
| Volatility (ann.) | 55.84% | 78.39% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.81 | -0.08 |
| Skew | 0.76 | 0.29 |
| Kurtosis | 35.22 | 9.08 |
| Expected Daily % | 0.1% | -0.01% |
| Expected Monthly % | 3.1% | -0.44% |
| Expected Yearly % | 32.68% | -4.04% |
| Kelly Criterion | 6.87% | 1.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.66% | -6.68% |
| Expected Shortfall (cVaR) | -4.66% | -6.68% |
| Year | 7504118:YFIUSD | 7504118:yfiusd:triple_gx:lsma220_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.30 | 7.93 | -1.09 | + |
| 2023 | 58.82 | 180.48 | 3.07 | + |
| 2024 | -1.19 | 25.78 | -21.65 | + |
| 2025 | -41.71 | -18.61 | 0.45 | + |
| Metric | 7504118:yfiusd:triple_gx:lsma220_25_15 | 7504118:YFIUSD |
|---|---|---|
| MTD | -3.19% | -1.33% |
| 3M | 6.2% | -16.74% |
| 6M | 19.75% | -19.06% |
| YTD | -18.61% | -41.71% |
| 1Y | 8.33% | -23.78% |
| 3Y (ann.) | 41.42% | -8.15% |
| 5Y (ann.) | 45.44% | -5.31% |
| Metric | 7504118:yfiusd:triple_gx:lsma220_25_15 | 7504118:YFIUSD |
|---|---|---|
| Max Drawdown | -55.97% | -70.21% |
| Longest DD Days | 728.0 | 728.0 |
| Avg. Drawdown | -12.28% | -19.59% |
| Avg. Drawdown Days | 97.0 | 99.0 |
| Recovery Factor | 3.75 | -0.22 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-11-15 | -55.97 | 728 |
| 2022-11-11 | 2023-01-10 | -14.63 | 60 |
| 2023-02-27 | 2023-06-27 | -12.59 | 120 |
| 2023-07-03 | 2023-09-13 | -11.84 | 72 |
| 2023-01-14 | 2023-01-22 | -8.70 | 8 |
| 2023-02-24 | 2023-02-26 | -8.03 | 2 |
| 2023-09-17 | 2023-10-21 | -7.81 | 34 |
| 2023-01-24 | 2023-02-21 | -5.82 | 28 |
| 2023-06-28 | 2023-06-30 | -4.94 | 2 |
| 2023-10-24 | 2023-11-08 | -4.68 | 15 |
| Metric | 7504118:yfiusd:triple_gx:lsma220_25_15 | 7504118:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -33.38% | -33.38% |
| Best Week | 85.63% | 85.63% |
| Worst Week | -43.35% | -40.3% |
| Best Month | 37.79% | 70.6% |
| Worst Month | -15.63% | -27.0% |
| Best Year | 180.48% | 58.82% |
| Worst Year | -18.61% | -41.71% |
| Avg. Up Day | 3.46% | 3.49% |
| Avg. Down Day | -2.64% | -3.32% |
| Avg. Up Week | 9.4% | 11.77% |
| Avg. Down Week | -5.91% | -9.95% |
| Avg. Up Month | 12.78% | 20.46% |
| Avg. Down Month | -4.81% | -12.93% |
| Win Days % | 47.18% | 49.59% |
| Win Month % | 60.61% | 43.24% |
| Win Week % | 53.92% | 48.15% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 75.0% | 25.0% |