| Metric | 7504413:yfiusd:triple_gx:lsma220_35_15 | 7504413:YFIUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 107.4% | -5.05% |
| Max Drawdown | -66.26% | -69.67% |
| Sharpe | 0.78 | 0.38 |
| Sortino | 1.24 | 0.57 |
| Payoff Ratio | 1.35 | 1.11 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.41 | 1.12 |
| CPC Index | 0.77 | 0.58 |
| Tail Ratio | 1.13 | 1.05 |
| Outlier Win Ratio | 14.98 | 3.96 |
| Outlier Loss Ratio | 3.4 | 3.09 |
| Volatility (ann.) | 57.77% | 81.06% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.5 | -0.03 |
| Skew | 0.7 | 0.31 |
| Kurtosis | 35.58 | 9.14 |
| Expected Daily % | 0.08% | -0.01% |
| Expected Monthly % | 2.38% | -0.17% |
| Expected Yearly % | 20.01% | -1.29% |
| Kelly Criterion | 4.99% | 3.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.85% | -6.89% |
| Expected Shortfall (cVaR) | -4.85% | -6.89% |
| Year | 7504413:YFIUSD | 7504413:yfiusd:triple_gx:lsma220_35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.30 | 7.93 | -1.09 | + |
| 2023 | 58.82 | 231.39 | 3.93 | + |
| 2024 | -1.19 | -11.94 | 10.02 | - |
| 2025 | -34.73 | -34.15 | 0.98 | + |
| Metric | 7504413:yfiusd:triple_gx:lsma220_35_15 | 7504413:YFIUSD |
|---|---|---|
| MTD | -14.92% | -6.48% |
| 3M | -25.94% | -9.07% |
| 6M | -39.04% | -29.23% |
| YTD | -34.15% | -34.73% |
| 1Y | -43.95% | -26.07% |
| 3Y (ann.) | 32.99% | -2.0% |
| 5Y (ann.) | 32.99% | -2.0% |
| Metric | 7504413:yfiusd:triple_gx:lsma220_35_15 | 7504413:YFIUSD |
|---|---|---|
| Max Drawdown | -66.26% | -69.67% |
| Longest DD Days | 560.0 | 560.0 |
| Avg. Drawdown | -10.73% | -19.54% |
| Avg. Drawdown Days | 59.0 | 83.0 |
| Recovery Factor | 1.62 | -0.07 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-05-31 | -66.26 | 560 |
| 2022-11-11 | 2023-01-10 | -14.63 | 60 |
| 2023-07-03 | 2023-09-15 | -12.46 | 74 |
| 2023-03-03 | 2023-06-13 | -9.28 | 102 |
| 2023-01-14 | 2023-01-22 | -8.70 | 8 |
| 2023-02-27 | 2023-03-01 | -8.14 | 2 |
| 2023-02-24 | 2023-02-26 | -8.03 | 2 |
| 2023-09-17 | 2023-10-01 | -7.73 | 14 |
| 2023-10-02 | 2023-10-22 | -6.83 | 20 |
| 2023-01-24 | 2023-02-21 | -5.48 | 28 |
| Metric | 7504413:yfiusd:triple_gx:lsma220_35_15 | 7504413: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 | 43.21% | 70.6% |
| Worst Month | -14.92% | -27.0% |
| Best Year | 231.39% | 58.82% |
| Worst Year | -34.15% | -34.73% |
| Avg. Up Day | 3.74% | 3.77% |
| Avg. Down Day | -2.76% | -3.4% |
| Avg. Up Week | 9.26% | 13.34% |
| Avg. Down Week | -6.34% | -9.89% |
| Avg. Up Month | 16.56% | 26.72% |
| Avg. Down Month | -5.75% | -12.12% |
| Win Days % | 45.35% | 49.52% |
| Win Month % | 48.15% | 41.94% |
| Win Week % | 56.41% | 46.38% |
| Win Quarter % | 63.64% | 45.45% |
| Win Year % | 50.0% | 25.0% |