| Metric | 7512404:yfiusd:triple_gx:lsma220_110_30 | 7512404:YFIUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 527.42% | -15.2% |
| Max Drawdown | -51.61% | -70.21% |
| Sharpe | 1.28 | 0.32 |
| Sortino | 2.08 | 0.48 |
| Payoff Ratio | 1.33 | 1.22 |
| Profit Factor | 1.35 | 1.05 |
| Common Sense Ratio | 1.71 | 1.1 |
| CPC Index | 0.88 | 0.64 |
| Tail Ratio | 1.26 | 1.05 |
| Outlier Win Ratio | 10.23 | 3.95 |
| Outlier Loss Ratio | 3.26 | 3.2 |
| Volatility (ann.) | 62.59% | 78.39% |
| R^2 | 0.64 | 0.64 |
| Calmar | 1.62 | -0.08 |
| Skew | 0.63 | 0.29 |
| Kurtosis | 22.91 | 9.08 |
| Expected Daily % | 0.17% | -0.01% |
| Expected Monthly % | 5.09% | -0.44% |
| Expected Yearly % | 58.27% | -4.04% |
| Kelly Criterion | 10.75% | 8.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.17% | -6.68% |
| Expected Shortfall (cVaR) | -5.17% | -6.68% |
| Year | 7512404:YFIUSD | 7512404:yfiusd:triple_gx:lsma220_110_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.30 | 21.70 | -2.97 | + |
| 2023 | 58.82 | 197.03 | 3.35 | + |
| 2024 | -1.19 | 115.07 | -96.62 | + |
| 2025 | -41.71 | -19.30 | 0.46 | + |
| Metric | 7512404:yfiusd:triple_gx:lsma220_110_30 | 7512404:YFIUSD |
|---|---|---|
| MTD | -7.04% | -1.33% |
| 3M | -1.68% | -16.74% |
| 6M | -1.22% | -19.06% |
| YTD | -19.3% | -41.71% |
| 1Y | 21.58% | -23.78% |
| 3Y (ann.) | 78.86% | -8.15% |
| 5Y (ann.) | 83.72% | -5.31% |
| Metric | 7512404:yfiusd:triple_gx:lsma220_110_30 | 7512404:YFIUSD |
|---|---|---|
| Max Drawdown | -51.61% | -70.21% |
| Longest DD Days | 371.0 | 728.0 |
| Avg. Drawdown | -11.89% | -19.59% |
| Avg. Drawdown Days | 56.0 | 99.0 |
| Recovery Factor | 10.22 | -0.22 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-15 | -51.61 | 343 |
| 2023-11-18 | 2024-11-23 | -48.19 | 371 |
| 2023-03-03 | 2023-07-02 | -29.35 | 121 |
| 2023-07-03 | 2023-11-06 | -18.93 | 126 |
| 2022-11-11 | 2022-11-30 | -14.63 | 19 |
| 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 |
| 2023-01-30 | 2023-02-03 | -7.67 | 4 |
| 2023-01-24 | 2023-01-29 | -5.48 | 5 |
| Metric | 7512404:yfiusd:triple_gx:lsma220_110_30 | 7512404: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 | 70.6% | 70.6% |
| Worst Month | -12.53% | -27.0% |
| Best Year | 197.03% | 58.82% |
| Worst Year | -19.3% | -41.71% |
| Avg. Up Day | 3.69% | 3.7% |
| Avg. Down Day | -2.79% | -3.03% |
| Avg. Up Week | 10.59% | 11.67% |
| Avg. Down Week | -6.42% | -8.96% |
| Avg. Up Month | 19.14% | 19.45% |
| Avg. Down Month | -7.08% | -11.99% |
| Win Days % | 49.12% | 49.59% |
| Win Month % | 67.74% | 43.24% |
| Win Week % | 56.12% | 48.15% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 25.0% |