| Metric | 7504989:yfiusd:triple_gx:lsma110_60_15 | 7504989:YFIUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 79.15% | -20.73% |
| Max Drawdown | -63.24% | -69.67% |
| Sharpe | 0.64 | 0.33 |
| Sortino | 0.98 | 0.5 |
| Payoff Ratio | 1.29 | 1.12 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 1.41 | 1.11 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | 1.2 | 1.05 |
| Outlier Win Ratio | 13.07 | 4.13 |
| Outlier Loss Ratio | 3.47 | 3.34 |
| Volatility (ann.) | 64.12% | 85.37% |
| R^2 | 0.56 | 0.56 |
| Calmar | 0.36 | -0.11 |
| Skew | 0.42 | 0.43 |
| Kurtosis | 23.68 | 8.5 |
| Expected Daily % | 0.06% | -0.02% |
| Expected Monthly % | 1.68% | -0.66% |
| Expected Yearly % | 15.69% | -5.64% |
| Kelly Criterion | 2.31% | 3.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.41% | -7.27% |
| Expected Shortfall (cVaR) | -5.41% | -7.27% |
| Year | 7504989:YFIUSD | 7504989:yfiusd:triple_gx:lsma110_60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.60 | 29.37 | -1.30 | + |
| 2023 | 58.82 | 124.47 | 2.12 | + |
| 2024 | -1.19 | 8.32 | -6.98 | + |
| 2025 | -34.73 | -43.05 | 1.24 | - |
| Metric | 7504989:yfiusd:triple_gx:lsma110_60_15 | 7504989:YFIUSD |
|---|---|---|
| MTD | -14.84% | -6.48% |
| 3M | -35.85% | -9.07% |
| 6M | -48.59% | -29.23% |
| YTD | -43.05% | -34.73% |
| 1Y | -50.28% | -26.07% |
| 3Y (ann.) | 22.61% | -7.8% |
| 5Y (ann.) | 22.61% | -7.8% |
| Metric | 7504989:yfiusd:triple_gx:lsma110_60_15 | 7504989:YFIUSD |
|---|---|---|
| Max Drawdown | -63.24% | -69.67% |
| Longest DD Days | 560.0 | 560.0 |
| Avg. Drawdown | -14.87% | -30.08% |
| Avg. Drawdown Days | 82.0 | 207.0 |
| Recovery Factor | 1.25 | -0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-05-31 | -63.24 | 560 |
| 2022-11-05 | 2023-02-21 | -34.53 | 108 |
| 2023-03-03 | 2023-11-09 | -30.40 | 251 |
| 2022-07-25 | 2022-07-27 | -9.86 | 2 |
| 2023-02-27 | 2023-03-01 | -8.14 | 2 |
| 2023-02-24 | 2023-02-26 | -8.03 | 2 |
| 2022-07-31 | 2022-08-05 | -7.72 | 5 |
| 2022-09-09 | 2022-10-26 | -7.27 | 47 |
| 2022-10-30 | 2022-11-04 | -6.05 | 5 |
| 2022-10-27 | 2022-10-28 | -1.77 | 1 |
| Metric | 7504989:yfiusd:triple_gx:lsma110_60_15 | 7504989:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -33.38% | -33.38% |
| Best Week | 85.63% | 85.63% |
| Worst Week | -40.41% | -40.3% |
| Best Month | 48.69% | 70.6% |
| Worst Month | -19.42% | -27.0% |
| Best Year | 124.47% | 58.82% |
| Worst Year | -43.05% | -34.73% |
| Avg. Up Day | 3.9% | 3.92% |
| Avg. Down Day | -3.03% | -3.5% |
| Avg. Up Week | 11.27% | 15.15% |
| Avg. Down Week | -6.0% | -8.91% |
| Avg. Up Month | 16.34% | 28.89% |
| Avg. Down Month | -8.64% | -11.01% |
| Win Days % | 44.97% | 48.8% |
| Win Month % | 53.12% | 37.14% |
| Win Week % | 44.79% | 46.41% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 75.0% | 25.0% |