| Metric | 7510713:yfiusd:triple_gx:lsma90_40_30 | 7510713:YFIUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 281.96% | -22.64% |
| Max Drawdown | -49.51% | -70.21% |
| Sharpe | 0.96 | 0.32 |
| Sortino | 1.55 | 0.48 |
| Payoff Ratio | 1.4 | 1.25 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.63 | 1.12 |
| CPC Index | 0.82 | 0.64 |
| Tail Ratio | 1.27 | 1.07 |
| Outlier Win Ratio | 13.17 | 4.09 |
| Outlier Loss Ratio | 3.8 | 3.22 |
| Volatility (ann.) | 60.38% | 82.71% |
| R^2 | 0.53 | 0.53 |
| Calmar | 0.98 | -0.1 |
| Skew | 1.06 | 0.4 |
| Kurtosis | 28.59 | 8.36 |
| Expected Daily % | 0.11% | -0.02% |
| Expected Monthly % | 3.32% | -0.62% |
| Expected Yearly % | 39.8% | -6.21% |
| Kelly Criterion | 6.55% | 8.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.04% | -7.05% |
| Expected Shortfall (cVaR) | -5.04% | -7.05% |
| Year | 7510713:YFIUSD | 7510713:yfiusd:triple_gx:lsma90_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -15.43 | 60.18 | -3.90 | + |
| 2023 | 58.82 | 123.84 | 2.11 | + |
| 2024 | -1.19 | 60.49 | -50.79 | + |
| 2025 | -41.71 | -33.62 | 0.81 | + |
| Metric | 7510713:yfiusd:triple_gx:lsma90_40_30 | 7510713:YFIUSD |
|---|---|---|
| MTD | -6.82% | -1.33% |
| 3M | -0.96% | -16.74% |
| 6M | -14.44% | -19.06% |
| YTD | -33.62% | -41.71% |
| 1Y | -36.17% | -23.78% |
| 3Y (ann.) | 34.06% | -8.15% |
| 5Y (ann.) | 48.74% | -7.32% |
| Metric | 7510713:yfiusd:triple_gx:lsma90_40_30 | 7510713:YFIUSD |
|---|---|---|
| Max Drawdown | -49.51% | -70.21% |
| Longest DD Days | 358.0 | 728.0 |
| Avg. Drawdown | -13.33% | -22.19% |
| Avg. Drawdown Days | 59.0 | 152.0 |
| Recovery Factor | 5.69 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-11-15 | -49.51 | 338 |
| 2023-11-18 | 2024-11-10 | -48.19 | 358 |
| 2022-11-05 | 2023-01-14 | -34.53 | 70 |
| 2023-03-03 | 2023-11-10 | -29.35 | 252 |
| 2022-07-19 | 2022-07-28 | -13.95 | 9 |
| 2022-09-10 | 2022-10-23 | -13.88 | 43 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 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 |
| Metric | 7510713:yfiusd:triple_gx:lsma90_40_30 | 7510713: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 | 57.23% | 80.58% |
| Worst Month | -24.37% | -27.0% |
| Best Year | 123.84% | 58.82% |
| Worst Year | -33.62% | -41.71% |
| Avg. Up Day | 3.62% | 3.65% |
| Avg. Down Day | -2.59% | -2.92% |
| Avg. Up Week | 10.35% | 11.38% |
| Avg. Down Week | -5.74% | -8.1% |
| Avg. Up Month | 22.89% | 28.02% |
| Avg. Down Month | -7.37% | -12.1% |
| Win Days % | 45.52% | 49.07% |
| Win Month % | 54.05% | 39.02% |
| Win Week % | 49.11% | 48.33% |
| Win Quarter % | 57.14% | 50.0% |
| Win Year % | 75.0% | 25.0% |