| Metric | 7504134:yfiusd:triple_gx:lsma235_25_15 | 7504134:YFIUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 134.88% | -14.51% |
| Max Drawdown | -56.6% | -69.67% |
| Sharpe | 0.88 | 0.32 |
| Sortino | 1.39 | 0.48 |
| Payoff Ratio | 1.36 | 1.08 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 1.53 | 1.09 |
| CPC Index | 0.81 | 0.56 |
| Tail Ratio | 1.19 | 1.04 |
| Outlier Win Ratio | 14.98 | 3.88 |
| Outlier Loss Ratio | 3.36 | 3.05 |
| Volatility (ann.) | 56.63% | 79.71% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.71 | -0.09 |
| Skew | 0.45 | 0.2 |
| Kurtosis | 36.81 | 9.33 |
| Expected Daily % | 0.09% | -0.02% |
| Expected Monthly % | 2.79% | -0.5% |
| Expected Yearly % | 23.8% | -3.84% |
| Kelly Criterion | 6.32% | 3.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.74% | -6.79% |
| Expected Shortfall (cVaR) | -4.74% | -6.79% |
| Year | 7504134:YFIUSD | 7504134:yfiusd:triple_gx:lsma235_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -16.53 | -1.16 | 0.07 | + |
| 2023 | 58.82 | 191.04 | 3.25 | + |
| 2024 | -1.19 | 18.23 | -15.31 | + |
| 2025 | -34.73 | -30.94 | 0.89 | + |
| Metric | 7504134:yfiusd:triple_gx:lsma235_25_15 | 7504134:YFIUSD |
|---|---|---|
| MTD | -7.94% | -6.48% |
| 3M | -22.33% | -9.07% |
| 6M | -5.9% | -29.23% |
| YTD | -30.94% | -34.73% |
| 1Y | -16.18% | -26.07% |
| 3Y (ann.) | 40.37% | -6.04% |
| 5Y (ann.) | 40.37% | -6.04% |
| Metric | 7504134:yfiusd:triple_gx:lsma235_25_15 | 7504134:YFIUSD |
|---|---|---|
| Max Drawdown | -56.6% | -69.67% |
| Longest DD Days | 560.0 | 560.0 |
| Avg. Drawdown | -9.33% | -18.41% |
| Avg. Drawdown Days | 61.0 | 82.0 |
| Recovery Factor | 2.38 | -0.21 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-05-31 | -56.60 | 560 |
| 2023-07-03 | 2023-09-15 | -13.75 | 74 |
| 2023-02-27 | 2023-06-27 | -12.59 | 120 |
| 2023-01-14 | 2023-01-22 | -8.70 | 8 |
| 2023-02-24 | 2023-02-26 | -8.03 | 2 |
| 2023-01-24 | 2023-02-21 | -6.26 | 28 |
| 2023-10-02 | 2023-10-21 | -6.05 | 19 |
| 2022-12-18 | 2023-01-02 | -5.24 | 15 |
| 2023-06-28 | 2023-06-30 | -4.94 | 2 |
| 2023-10-24 | 2023-11-08 | -4.68 | 15 |
| Metric | 7504134:yfiusd:triple_gx:lsma235_25_15 | 7504134:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -33.38% | -33.38% |
| Best Week | 85.63% | 85.63% |
| Worst Week | -43.35% | -40.3% |
| Best Month | 37.79% | 70.6% |
| Worst Month | -15.63% | -27.0% |
| Best Year | 191.04% | 58.82% |
| Worst Year | -30.94% | -34.73% |
| Avg. Up Day | 3.75% | 3.78% |
| Avg. Down Day | -2.76% | -3.49% |
| Avg. Up Week | 12.25% | 15.36% |
| Avg. Down Week | -6.06% | -10.06% |
| Avg. Up Month | 16.09% | 27.15% |
| Avg. Down Month | -4.98% | -14.38% |
| Win Days % | 45.99% | 49.56% |
| Win Month % | 53.85% | 41.94% |
| Win Week % | 50.65% | 46.32% |
| Win Quarter % | 45.45% | 45.45% |
| Win Year % | 50.0% | 25.0% |