| Metric | 7504312:yfiusd:triple_gx:lsma90_35_15 | 7504312:YFIUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 148.51% | -13.38% |
| Max Drawdown | -58.51% | -69.67% |
| Sharpe | 0.81 | 0.37 |
| Sortino | 1.3 | 0.55 |
| Payoff Ratio | 1.42 | 1.16 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.45 | 1.15 |
| CPC Index | 0.79 | 0.6 |
| Tail Ratio | 1.17 | 1.08 |
| Outlier Win Ratio | 14.33 | 4.2 |
| Outlier Loss Ratio | 3.57 | 3.19 |
| Volatility (ann.) | 62.56% | 85.58% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.63 | -0.07 |
| Skew | 1.06 | 0.42 |
| Kurtosis | 28.92 | 8.24 |
| Expected Daily % | 0.09% | -0.01% |
| Expected Monthly % | 2.64% | -0.41% |
| Expected Yearly % | 25.56% | -3.53% |
| Kelly Criterion | 6.02% | 4.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.25% | -7.28% |
| Expected Shortfall (cVaR) | -5.25% | -7.28% |
| Year | 7504312:YFIUSD | 7504312:yfiusd:triple_gx:lsma90_35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -15.43 | 52.41 | -3.40 | + |
| 2023 | 58.82 | 131.41 | 2.23 | + |
| 2024 | -1.19 | 4.54 | -3.81 | + |
| 2025 | -34.73 | -32.60 | 0.94 | + |
| Metric | 7504312:yfiusd:triple_gx:lsma90_35_15 | 7504312:YFIUSD |
|---|---|---|
| MTD | -11.24% | -6.48% |
| 3M | -30.68% | -9.07% |
| 6M | -37.6% | -29.23% |
| YTD | -32.6% | -34.73% |
| 1Y | -40.68% | -26.07% |
| 3Y (ann.) | 36.65% | -4.81% |
| 5Y (ann.) | 36.65% | -4.81% |
| Metric | 7504312:yfiusd:triple_gx:lsma90_35_15 | 7504312:YFIUSD |
|---|---|---|
| Max Drawdown | -58.51% | -69.67% |
| Longest DD Days | 560.0 | 560.0 |
| Avg. Drawdown | -16.87% | -22.13% |
| Avg. Drawdown Days | 114.0 | 131.0 |
| Recovery Factor | 2.54 | -0.19 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-05-31 | -58.51 | 560 |
| 2022-09-10 | 2023-02-22 | -27.04 | 165 |
| 2023-03-03 | 2023-10-23 | -23.33 | 234 |
| 2022-07-25 | 2022-07-27 | -9.86 | 2 |
| 2023-02-27 | 2023-03-01 | -8.14 | 2 |
| 2022-07-31 | 2022-09-09 | -8.05 | 40 |
| 2023-02-24 | 2023-02-26 | -8.03 | 2 |
| 2023-10-24 | 2023-11-08 | -4.68 | 15 |
| 2022-07-19 | 2022-07-24 | -4.19 | 5 |
| Metric | 7504312:yfiusd:triple_gx:lsma90_35_15 | 7504312:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -33.38% | -33.38% |
| Best Week | 85.63% | 85.63% |
| Worst Week | -41.12% | -40.3% |
| Best Month | 60.09% | 80.58% |
| Worst Month | -13.07% | -27.0% |
| Best Year | 131.41% | 58.82% |
| Worst Year | -32.6% | -34.73% |
| Avg. Up Day | 3.88% | 3.91% |
| Avg. Down Day | -2.73% | -3.37% |
| Avg. Up Week | 11.32% | 14.78% |
| Avg. Down Week | -6.12% | -9.31% |
| Avg. Up Month | 27.47% | 42.06% |
| Avg. Down Month | -6.45% | -14.22% |
| Win Days % | 44.83% | 48.92% |
| Win Month % | 41.94% | 37.14% |
| Win Week % | 48.91% | 46.79% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 75.0% | 25.0% |