| Metric | 7508914:yfiusd:triple_gx:lsma110_45_25 | 7508914:YFIUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 187.01% | -20.73% |
| Max Drawdown | -59.3% | -69.67% |
| Sharpe | 0.88 | 0.33 |
| Sortino | 1.41 | 0.5 |
| Payoff Ratio | 1.34 | 1.19 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.57 | 1.11 |
| CPC Index | 0.77 | 0.61 |
| Tail Ratio | 1.26 | 1.05 |
| Outlier Win Ratio | 12.89 | 4.43 |
| Outlier Loss Ratio | 3.4 | 3.34 |
| Volatility (ann.) | 67.13% | 85.37% |
| R^2 | 0.62 | 0.62 |
| Calmar | 0.75 | -0.11 |
| Skew | 0.83 | 0.43 |
| Kurtosis | 23.05 | 8.5 |
| Expected Daily % | 0.1% | -0.02% |
| Expected Monthly % | 3.06% | -0.66% |
| Expected Yearly % | 30.16% | -5.64% |
| Kelly Criterion | 6.33% | 5.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.62% | -7.27% |
| Expected Shortfall (cVaR) | -5.62% | -7.27% |
| Year | 7508914:YFIUSD | 7508914:yfiusd:triple_gx:lsma110_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.60 | 52.91 | -2.34 | + |
| 2023 | 58.82 | 142.75 | 2.43 | + |
| 2024 | -1.19 | -7.07 | 5.94 | - |
| 2025 | -34.73 | -16.80 | 0.48 | + |
| Metric | 7508914:yfiusd:triple_gx:lsma110_45_25 | 7508914:YFIUSD |
|---|---|---|
| MTD | 7.87% | -6.48% |
| 3M | -4.46% | -9.07% |
| 6M | -44.8% | -29.23% |
| YTD | -16.8% | -34.73% |
| 1Y | -35.77% | -26.07% |
| 3Y (ann.) | 44.57% | -7.8% |
| 5Y (ann.) | 44.57% | -7.8% |
| Metric | 7508914:yfiusd:triple_gx:lsma110_45_25 | 7508914:YFIUSD |
|---|---|---|
| Max Drawdown | -59.3% | -69.67% |
| Longest DD Days | 560.0 | 560.0 |
| Avg. Drawdown | -10.7% | -30.08% |
| Avg. Drawdown Days | 52.0 | 207.0 |
| Recovery Factor | 3.15 | -0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-05-31 | -59.30 | 560 |
| 2022-11-05 | 2023-01-14 | -34.53 | 70 |
| 2023-03-03 | 2023-10-23 | -29.35 | 234 |
| 2022-07-25 | 2022-07-27 | -9.86 | 2 |
| 2022-07-31 | 2022-08-05 | -9.56 | 5 |
| 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 |
| 2022-10-30 | 2022-11-04 | -6.05 | 5 |
| 2023-01-24 | 2023-02-23 | -5.48 | 30 |
| Metric | 7508914:yfiusd:triple_gx:lsma110_45_25 | 7508914: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 | 65.27% | 70.6% |
| Worst Month | -33.65% | -27.0% |
| Best Year | 142.75% | 58.82% |
| Worst Year | -16.8% | -34.73% |
| Avg. Up Day | 3.98% | 4.0% |
| Avg. Down Day | -2.98% | -3.36% |
| Avg. Up Week | 11.9% | 13.33% |
| Avg. Down Week | -6.98% | -8.51% |
| Avg. Up Month | 26.26% | 31.98% |
| Avg. Down Month | -11.06% | -14.45% |
| Win Days % | 46.42% | 48.8% |
| Win Month % | 58.62% | 37.14% |
| Win Week % | 50.0% | 46.41% |
| Win Quarter % | 58.33% | 50.0% |
| Win Year % | 50.0% | 25.0% |