| Metric | 7508737:yfiusd:triple_gx:lsma70_40_25 | 7508737:YFIUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 149.14% | -13.24% |
| Max Drawdown | -61.11% | -69.67% |
| Sharpe | 0.79 | 0.39 |
| Sortino | 1.27 | 0.59 |
| Payoff Ratio | 1.36 | 1.19 |
| Profit Factor | 1.21 | 1.06 |
| Common Sense Ratio | 1.49 | 1.15 |
| CPC Index | 0.74 | 0.62 |
| Tail Ratio | 1.23 | 1.08 |
| Outlier Win Ratio | 12.17 | 4.32 |
| Outlier Loss Ratio | 3.75 | 3.38 |
| Volatility (ann.) | 69.22% | 88.88% |
| R^2 | 0.61 | 0.61 |
| Calmar | 0.59 | -0.07 |
| Skew | 1.23 | 0.56 |
| Kurtosis | 23.76 | 8.56 |
| Expected Daily % | 0.08% | -0.01% |
| Expected Monthly % | 2.57% | -0.39% |
| Expected Yearly % | 25.63% | -3.49% |
| Kelly Criterion | 4.47% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.81% | -7.56% |
| Expected Shortfall (cVaR) | -5.81% | -7.56% |
| Year | 7508737:YFIUSD | 7508737:yfiusd:triple_gx:lsma70_40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -15.29 | 96.22 | -6.29 | + |
| 2023 | 58.82 | 76.44 | 1.30 | + |
| 2024 | -1.19 | 1.83 | -1.54 | + |
| 2025 | -34.73 | -29.33 | 0.84 | + |
| Metric | 7508737:yfiusd:triple_gx:lsma70_40_25 | 7508737:YFIUSD |
|---|---|---|
| MTD | 1.12% | -6.48% |
| 3M | -5.87% | -9.07% |
| 6M | -49.36% | -29.23% |
| YTD | -29.33% | -34.73% |
| 1Y | -45.09% | -26.07% |
| 3Y (ann.) | 35.98% | -4.67% |
| 5Y (ann.) | 35.98% | -4.67% |
| Metric | 7508737:yfiusd:triple_gx:lsma70_40_25 | 7508737:YFIUSD |
|---|---|---|
| Max Drawdown | -61.11% | -69.67% |
| Longest DD Days | 560.0 | 560.0 |
| Avg. Drawdown | -13.34% | -38.03% |
| Avg. Drawdown Days | 58.0 | 215.0 |
| Recovery Factor | 2.44 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-05-31 | -61.11 | 560 |
| 2023-03-03 | 2023-11-12 | -40.32 | 254 |
| 2022-11-05 | 2023-01-14 | -35.24 | 70 |
| 2022-06-25 | 2022-07-28 | -23.62 | 33 |
| 2022-09-15 | 2022-10-28 | -11.75 | 43 |
| 2022-07-31 | 2022-09-02 | -9.88 | 33 |
| 2022-06-18 | 2022-06-20 | -8.81 | 2 |
| 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 |
| Metric | 7508737:yfiusd:triple_gx:lsma70_40_25 | 7508737:YFIUSD |
|---|---|---|
| Best Day | 30.6% | 30.6% |
| Worst Day | -33.38% | -33.38% |
| Best Week | 85.63% | 85.63% |
| Worst Week | -40.3% | -40.3% |
| Best Month | 77.94% | 100.72% |
| Worst Month | -28.34% | -27.0% |
| Best Year | 96.22% | 58.82% |
| Worst Year | -29.33% | -34.73% |
| Avg. Up Day | 3.92% | 3.94% |
| Avg. Down Day | -2.87% | -3.31% |
| Avg. Up Week | 12.37% | 13.94% |
| Avg. Down Week | -7.12% | -8.75% |
| Avg. Up Month | 23.5% | 32.8% |
| Avg. Down Month | -9.07% | -12.73% |
| Win Days % | 44.91% | 48.85% |
| Win Month % | 52.94% | 36.11% |
| Win Week % | 50.0% | 46.54% |
| Win Quarter % | 46.15% | 46.15% |
| Win Year % | 75.0% | 25.0% |