| Metric | 7507858:yfiusd:triple_gx:lsma220_85_20 | 7507858:YFIUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 224.98% | -15.2% |
| Max Drawdown | -57.01% | -70.21% |
| Sharpe | 0.95 | 0.32 |
| Sortino | 1.51 | 0.48 |
| Payoff Ratio | 1.33 | 1.18 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.53 | 1.1 |
| CPC Index | 0.79 | 0.61 |
| Tail Ratio | 1.21 | 1.05 |
| Outlier Win Ratio | 11.35 | 3.95 |
| Outlier Loss Ratio | 3.31 | 3.15 |
| Volatility (ann.) | 60.82% | 78.39% |
| R^2 | 0.6 | 0.6 |
| Calmar | 0.84 | -0.08 |
| Skew | 0.69 | 0.29 |
| Kurtosis | 25.73 | 9.08 |
| Expected Daily % | 0.11% | -0.01% |
| Expected Monthly % | 3.24% | -0.44% |
| Expected Yearly % | 34.27% | -4.04% |
| Kelly Criterion | 6.97% | 6.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.08% | -6.68% |
| Expected Shortfall (cVaR) | -5.08% | -6.68% |
| Year | 7507858:YFIUSD | 7507858:yfiusd:triple_gx:lsma220_85_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.30 | 9.66 | -1.32 | + |
| 2023 | 58.82 | 207.93 | 3.53 | + |
| 2024 | -1.19 | 45.89 | -38.53 | + |
| 2025 | -41.71 | -34.03 | 0.82 | + |
| Metric | 7507858:yfiusd:triple_gx:lsma220_85_20 | 7507858:YFIUSD |
|---|---|---|
| MTD | -3.19% | -1.33% |
| 3M | -1.33% | -16.74% |
| 6M | -4.86% | -19.06% |
| YTD | -34.03% | -41.71% |
| 1Y | -15.95% | -23.78% |
| 3Y (ann.) | 43.67% | -8.15% |
| 5Y (ann.) | 47.75% | -5.31% |
| Metric | 7507858:yfiusd:triple_gx:lsma220_85_20 | 7507858:YFIUSD |
|---|---|---|
| Max Drawdown | -57.01% | -70.21% |
| Longest DD Days | 383.0 | 728.0 |
| Avg. Drawdown | -16.29% | -19.59% |
| Avg. Drawdown Days | 89.0 | 99.0 |
| Recovery Factor | 3.95 | -0.22 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-15 | -57.01 | 343 |
| 2023-11-18 | 2024-12-05 | -51.11 | 383 |
| 2023-03-03 | 2023-10-22 | -29.35 | 233 |
| 2022-11-11 | 2023-01-08 | -14.63 | 58 |
| 2023-01-15 | 2023-01-20 | -8.53 | 5 |
| 2023-02-27 | 2023-03-01 | -8.14 | 2 |
| 2023-02-24 | 2023-02-26 | -8.03 | 2 |
| 2023-01-24 | 2023-02-22 | -5.48 | 29 |
| 2023-10-24 | 2023-10-30 | -4.68 | 6 |
| 2023-10-31 | 2023-11-05 | -3.76 | 5 |
| Metric | 7507858:yfiusd:triple_gx:lsma220_85_20 | 7507858:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -33.38% | -33.38% |
| Best Week | 85.63% | 85.63% |
| Worst Week | -40.3% | -40.3% |
| Best Month | 52.88% | 70.6% |
| Worst Month | -15.52% | -27.0% |
| Best Year | 207.93% | 58.82% |
| Worst Year | -34.03% | -41.71% |
| Avg. Up Day | 3.65% | 3.67% |
| Avg. Down Day | -2.75% | -3.12% |
| Avg. Up Week | 10.18% | 12.14% |
| Avg. Down Week | -7.01% | -9.16% |
| Avg. Up Month | 19.93% | 22.52% |
| Avg. Down Month | -7.23% | -10.45% |
| Win Days % | 46.94% | 49.59% |
| Win Month % | 51.61% | 43.24% |
| Win Week % | 54.17% | 48.15% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 75.0% | 25.0% |