| Metric | 7510735:yfiusd:triple_gx:lsma115_40_30 | 7510735:YFIUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 326.13% | -27.32% |
| Max Drawdown | -48.19% | -69.67% |
| Sharpe | 1.13 | 0.29 |
| Sortino | 1.85 | 0.44 |
| Payoff Ratio | 1.38 | 1.21 |
| Profit Factor | 1.36 | 1.05 |
| Common Sense Ratio | 1.82 | 1.1 |
| CPC Index | 0.9 | 0.62 |
| Tail Ratio | 1.34 | 1.05 |
| Outlier Win Ratio | 14.8 | 4.32 |
| Outlier Loss Ratio | 3.38 | 3.18 |
| Volatility (ann.) | 62.2% | 85.05% |
| R^2 | 0.54 | 0.54 |
| Calmar | 1.38 | -0.15 |
| Skew | 1.09 | 0.44 |
| Kurtosis | 29.57 | 8.69 |
| Expected Daily % | 0.14% | -0.03% |
| Expected Monthly % | 4.23% | -0.91% |
| Expected Yearly % | 43.68% | -7.67% |
| Kelly Criterion | 9.8% | 6.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.16% | -7.25% |
| Expected Shortfall (cVaR) | -5.16% | -7.25% |
| Year | 7510735:YFIUSD | 7510735:yfiusd:triple_gx:lsma115_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -29.04 | 37.98 | -1.31 | + |
| 2023 | 58.82 | 136.95 | 2.33 | + |
| 2024 | -1.19 | 79.17 | -66.48 | + |
| 2025 | -34.73 | -27.25 | 0.78 | + |
| Metric | 7510735:yfiusd:triple_gx:lsma115_40_30 | 7510735:YFIUSD |
|---|---|---|
| MTD | -8.52% | -6.48% |
| 3M | -19.0% | -9.07% |
| 6M | -40.34% | -29.23% |
| YTD | -27.25% | -34.73% |
| 1Y | 0.3% | -26.07% |
| 3Y (ann.) | 66.4% | -10.61% |
| 5Y (ann.) | 66.4% | -10.61% |
| Metric | 7510735:yfiusd:triple_gx:lsma115_40_30 | 7510735:YFIUSD |
|---|---|---|
| Max Drawdown | -48.19% | -69.67% |
| Longest DD Days | 358.0 | 560.0 |
| Avg. Drawdown | -12.94% | -46.41% |
| Avg. Drawdown Days | 56.0 | 344.0 |
| Recovery Factor | 6.77 | -0.39 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2024-11-10 | -48.19 | 358 |
| 2024-12-12 | 2025-05-31 | -43.82 | 170 |
| 2022-11-05 | 2023-01-14 | -34.53 | 70 |
| 2023-03-03 | 2023-11-05 | -29.35 | 247 |
| 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 |
| 2023-02-24 | 2023-02-26 | -8.03 | 2 |
| 2022-10-30 | 2022-11-04 | -6.05 | 5 |
| Metric | 7510735:yfiusd:triple_gx:lsma115_40_30 | 7510735: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 | 51.54% | 70.6% |
| Worst Month | -24.37% | -27.0% |
| Best Year | 136.95% | 58.82% |
| Worst Year | -27.25% | -34.73% |
| Avg. Up Day | 3.94% | 3.96% |
| Avg. Down Day | -2.86% | -3.28% |
| Avg. Up Week | 11.88% | 13.47% |
| Avg. Down Week | -6.34% | -8.43% |
| Avg. Up Month | 22.63% | 27.67% |
| Avg. Down Month | -8.27% | -12.3% |
| Win Days % | 47.74% | 48.75% |
| Win Month % | 63.33% | 37.14% |
| Win Week % | 54.22% | 46.41% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 25.0% |