| Metric | 7504131:yfiusd:triple_gx:lsma225_25_15 | 7504131:YFIUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 114.68% | -13.26% |
| Max Drawdown | -57.34% | -69.67% |
| Sharpe | 0.82 | 0.33 |
| Sortino | 1.27 | 0.49 |
| Payoff Ratio | 1.31 | 1.07 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.46 | 1.11 |
| CPC Index | 0.77 | 0.56 |
| Tail Ratio | 1.16 | 1.05 |
| Outlier Win Ratio | 14.81 | 3.83 |
| Outlier Loss Ratio | 3.24 | 3.04 |
| Volatility (ann.) | 56.7% | 79.77% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.61 | -0.08 |
| Skew | 0.45 | 0.2 |
| Kurtosis | 36.22 | 9.19 |
| Expected Daily % | 0.08% | -0.02% |
| Expected Monthly % | 2.5% | -0.46% |
| Expected Yearly % | 21.04% | -3.49% |
| Kelly Criterion | 5.99% | 2.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.76% | -6.8% |
| Expected Shortfall (cVaR) | -4.76% | -6.8% |
| Year | 7504131:YFIUSD | 7504131:yfiusd:triple_gx:lsma225_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -15.32 | -1.63 | 0.11 | + |
| 2023 | 58.82 | 180.81 | 3.07 | + |
| 2024 | -1.19 | 16.51 | -13.86 | + |
| 2025 | -34.73 | -33.30 | 0.96 | + |
| Metric | 7504131:yfiusd:triple_gx:lsma225_25_15 | 7504131:YFIUSD |
|---|---|---|
| MTD | -11.08% | -6.48% |
| 3M | -24.98% | -9.07% |
| 6M | -9.11% | -29.23% |
| YTD | -33.3% | -34.73% |
| 1Y | -20.23% | -26.07% |
| 3Y (ann.) | 35.01% | -5.44% |
| 5Y (ann.) | 35.01% | -5.44% |
| Metric | 7504131:yfiusd:triple_gx:lsma225_25_15 | 7504131:YFIUSD |
|---|---|---|
| Max Drawdown | -57.34% | -69.67% |
| Longest DD Days | 560.0 | 560.0 |
| Avg. Drawdown | -11.81% | -17.91% |
| Avg. Drawdown Days | 81.0 | 76.0 |
| Recovery Factor | 2.0 | -0.19 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-05-31 | -57.34 | 560 |
| 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 |
| 2022-11-16 | 2023-01-08 | -8.08 | 53 |
| 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 | 7504131:yfiusd:triple_gx:lsma225_25_15 | 7504131: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 | 180.81% | 58.82% |
| Worst Year | -33.3% | -34.73% |
| Avg. Up Day | 3.68% | 3.71% |
| Avg. Down Day | -2.81% | -3.45% |
| Avg. Up Week | 12.44% | 15.36% |
| Avg. Down Week | -6.46% | -10.03% |
| Avg. Up Month | 16.45% | 27.15% |
| Avg. Down Month | -5.83% | -14.38% |
| Win Days % | 46.67% | 49.57% |
| Win Month % | 51.85% | 41.94% |
| Win Week % | 50.0% | 46.72% |
| Win Quarter % | 45.45% | 45.45% |
| Win Year % | 50.0% | 25.0% |