| Metric | 7508885:yfiusd:triple_gx:lsma95_45_25 | 7508885:YFIUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 161.36% | -20.85% |
| Max Drawdown | -54.54% | -69.67% |
| Sharpe | 0.83 | 0.33 |
| Sortino | 1.31 | 0.5 |
| Payoff Ratio | 1.32 | 1.18 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.54 | 1.14 |
| CPC Index | 0.75 | 0.61 |
| Tail Ratio | 1.26 | 1.08 |
| Outlier Win Ratio | 12.28 | 4.36 |
| Outlier Loss Ratio | 3.46 | 3.32 |
| Volatility (ann.) | 67.6% | 85.52% |
| R^2 | 0.63 | 0.63 |
| Calmar | 0.72 | -0.11 |
| Skew | 0.78 | 0.42 |
| Kurtosis | 22.15 | 8.31 |
| Expected Daily % | 0.09% | -0.02% |
| Expected Monthly % | 2.78% | -0.67% |
| Expected Yearly % | 27.15% | -5.68% |
| Kelly Criterion | 5.59% | 5.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.67% | -7.29% |
| Expected Shortfall (cVaR) | -5.67% | -7.29% |
| Year | 7508885:YFIUSD | 7508885:yfiusd:triple_gx:lsma95_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.73 | 19.44 | -0.86 | + |
| 2023 | 58.82 | 153.38 | 2.61 | + |
| 2024 | -1.19 | 4.00 | -3.36 | + |
| 2025 | -34.73 | -16.96 | 0.49 | + |
| Metric | 7508885:yfiusd:triple_gx:lsma95_45_25 | 7508885:YFIUSD |
|---|---|---|
| MTD | 7.87% | -6.48% |
| 3M | -10.57% | -9.07% |
| 6M | -46.72% | -29.23% |
| YTD | -16.96% | -34.73% |
| 1Y | -39.7% | -26.07% |
| 3Y (ann.) | 39.25% | -7.74% |
| 5Y (ann.) | 39.25% | -7.74% |
| Metric | 7508885:yfiusd:triple_gx:lsma95_45_25 | 7508885:YFIUSD |
|---|---|---|
| Max Drawdown | -54.54% | -69.67% |
| Longest DD Days | 560.0 | 560.0 |
| Avg. Drawdown | -15.79% | -28.42% |
| Avg. Drawdown Days | 93.0 | 175.0 |
| Recovery Factor | 2.96 | -0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-05-31 | -54.54 | 560 |
| 2022-08-06 | 2023-02-23 | -41.32 | 201 |
| 2023-03-03 | 2023-10-22 | -29.35 | 233 |
| 2022-07-25 | 2022-07-27 | -9.86 | 2 |
| 2022-07-31 | 2022-08-05 | -9.56 | 5 |
| 2023-02-27 | 2023-03-01 | -8.14 | 2 |
| 2023-02-24 | 2023-02-26 | -8.03 | 2 |
| 2023-10-24 | 2023-10-30 | -4.68 | 6 |
| 2022-07-19 | 2022-07-24 | -4.19 | 5 |
| 2023-10-31 | 2023-11-08 | -3.81 | 8 |
| Metric | 7508885:yfiusd:triple_gx:lsma95_45_25 | 7508885: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 | 60.38% | 70.6% |
| Worst Month | -35.83% | -27.0% |
| Best Year | 153.38% | 58.82% |
| Worst Year | -16.96% | -34.73% |
| Avg. Up Day | 3.89% | 3.91% |
| Avg. Down Day | -2.94% | -3.31% |
| Avg. Up Week | 11.37% | 12.54% |
| Avg. Down Week | -6.87% | -8.7% |
| Avg. Up Month | 24.27% | 29.02% |
| Avg. Down Month | -11.59% | -13.53% |
| Win Days % | 46.23% | 48.87% |
| Win Month % | 56.67% | 37.14% |
| Win Week % | 50.53% | 46.15% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 25.0% |