| Metric | 7505036:yfiusd:triple_gx:lsma195_60_15 | 7505036:YFIUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 94.98% | -30.84% |
| Max Drawdown | -53.96% | -69.67% |
| Sharpe | 0.72 | 0.24 |
| Sortino | 1.11 | 0.35 |
| Payoff Ratio | 1.3 | 1.07 |
| Profit Factor | 1.22 | 1.04 |
| Common Sense Ratio | 1.49 | 1.08 |
| CPC Index | 0.72 | 0.55 |
| Tail Ratio | 1.23 | 1.04 |
| Outlier Win Ratio | 13.82 | 4.01 |
| Outlier Loss Ratio | 3.2 | 3.19 |
| Volatility (ann.) | 61.2% | 81.74% |
| R^2 | 0.56 | 0.56 |
| Calmar | 0.54 | -0.19 |
| Skew | 0.37 | 0.18 |
| Kurtosis | 28.92 | 9.01 |
| Expected Daily % | 0.07% | -0.04% |
| Expected Monthly % | 2.11% | -1.15% |
| Expected Yearly % | 18.17% | -8.81% |
| Kelly Criterion | 4.11% | 2.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.15% | -6.98% |
| Expected Shortfall (cVaR) | -5.15% | -6.98% |
| Year | 7505036:YFIUSD | 7505036:yfiusd:triple_gx:lsma195_60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -32.48 | -1.65 | 0.05 | + |
| 2023 | 58.82 | 156.58 | 2.66 | + |
| 2024 | -1.19 | 10.76 | -9.03 | + |
| 2025 | -34.73 | -30.24 | 0.87 | + |
| Metric | 7505036:yfiusd:triple_gx:lsma195_60_15 | 7505036:YFIUSD |
|---|---|---|
| MTD | -14.84% | -6.48% |
| 3M | -22.46% | -9.07% |
| 6M | -37.02% | -29.23% |
| YTD | -30.24% | -34.73% |
| 1Y | -39.25% | -26.07% |
| 3Y (ann.) | 28.94% | -13.1% |
| 5Y (ann.) | 28.94% | -13.1% |
| Metric | 7505036:yfiusd:triple_gx:lsma195_60_15 | 7505036:YFIUSD |
|---|---|---|
| Max Drawdown | -53.96% | -69.67% |
| Longest DD Days | 560.0 | 560.0 |
| Avg. Drawdown | -14.86% | -23.98% |
| Avg. Drawdown Days | 83.0 | 118.0 |
| Recovery Factor | 1.76 | -0.44 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-05-31 | -53.96 | 560 |
| 2023-03-03 | 2023-07-02 | -29.35 | 121 |
| 2022-11-05 | 2023-01-07 | -22.15 | 63 |
| 2023-07-03 | 2023-10-30 | -21.74 | 119 |
| 2023-01-14 | 2023-01-20 | -8.70 | 6 |
| 2023-02-27 | 2023-03-01 | -8.14 | 2 |
| 2023-02-24 | 2023-02-26 | -8.03 | 2 |
| 2023-01-24 | 2023-02-21 | -5.48 | 28 |
| 2023-10-31 | 2023-11-08 | -3.81 | 8 |
| 2023-01-21 | 2023-01-23 | -1.96 | 2 |
| Metric | 7505036:yfiusd:triple_gx:lsma195_60_15 | 7505036: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 | -14.84% | -27.0% |
| Best Year | 156.58% | 58.82% |
| Worst Year | -30.24% | -34.73% |
| Avg. Up Day | 3.98% | 4.01% |
| Avg. Down Day | -3.06% | -3.73% |
| Avg. Up Week | 11.25% | 14.73% |
| Avg. Down Week | -6.19% | -10.01% |
| Avg. Up Month | 17.71% | 24.84% |
| Avg. Down Month | -6.2% | -12.02% |
| Win Days % | 45.81% | 49.48% |
| Win Month % | 50.0% | 40.62% |
| Win Week % | 47.5% | 46.81% |
| Win Quarter % | 54.55% | 45.45% |
| Win Year % | 50.0% | 25.0% |