| Metric | 7505066:yfiusd:triple_gx:lsma225_60_15 | 7505066:YFIUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 77.16% | -13.26% |
| Max Drawdown | -58.3% | -69.67% |
| Sharpe | 0.68 | 0.33 |
| Sortino | 1.04 | 0.49 |
| Payoff Ratio | 1.29 | 1.1 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.43 | 1.11 |
| CPC Index | 0.71 | 0.58 |
| Tail Ratio | 1.2 | 1.05 |
| Outlier Win Ratio | 13.3 | 3.86 |
| Outlier Loss Ratio | 3.24 | 3.13 |
| Volatility (ann.) | 58.85% | 79.77% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.43 | -0.08 |
| Skew | 0.28 | 0.2 |
| Kurtosis | 31.41 | 9.19 |
| Expected Daily % | 0.06% | -0.02% |
| Expected Monthly % | 1.86% | -0.46% |
| Expected Yearly % | 15.37% | -3.49% |
| Kelly Criterion | 3.94% | 3.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.96% | -6.8% |
| Expected Shortfall (cVaR) | -4.96% | -6.8% |
| Year | 7505066:YFIUSD | 7505066:yfiusd:triple_gx:lsma225_60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -15.32 | 9.34 | -0.61 | + |
| 2023 | 58.82 | 131.53 | 2.24 | + |
| 2024 | -1.19 | 1.73 | -1.46 | + |
| 2025 | -34.73 | -31.22 | 0.90 | + |
| Metric | 7505066:yfiusd:triple_gx:lsma225_60_15 | 7505066:YFIUSD |
|---|---|---|
| MTD | -14.84% | -6.48% |
| 3M | -22.64% | -9.07% |
| 6M | -37.91% | -29.23% |
| YTD | -31.22% | -34.73% |
| 1Y | -38.7% | -26.07% |
| 3Y (ann.) | 25.19% | -5.44% |
| 5Y (ann.) | 25.19% | -5.44% |
| Metric | 7505066:yfiusd:triple_gx:lsma225_60_15 | 7505066:YFIUSD |
|---|---|---|
| Max Drawdown | -58.3% | -69.67% |
| Longest DD Days | 560.0 | 560.0 |
| Avg. Drawdown | -11.27% | -17.91% |
| Avg. Drawdown Days | 72.0 | 76.0 |
| Recovery Factor | 1.32 | -0.19 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-05-31 | -58.30 | 560 |
| 2023-03-03 | 2023-11-09 | -29.35 | 251 |
| 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 |
| 2022-11-16 | 2022-11-19 | -6.84 | 3 |
| 2023-01-24 | 2023-02-21 | -5.48 | 28 |
| 2022-12-21 | 2023-01-02 | -3.88 | 12 |
| 2022-12-18 | 2022-12-20 | -3.64 | 2 |
| 2023-01-21 | 2023-01-23 | -1.96 | 2 |
| Metric | 7505066:yfiusd:triple_gx:lsma225_60_15 | 7505066: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 | 131.53% | 58.82% |
| Worst Year | -31.22% | -34.73% |
| Avg. Up Day | 3.71% | 3.73% |
| Avg. Down Day | -2.87% | -3.38% |
| Avg. Up Week | 10.33% | 13.89% |
| Avg. Down Week | -7.27% | -10.28% |
| Avg. Up Month | 14.43% | 23.62% |
| Avg. Down Month | -6.71% | -9.8% |
| Win Days % | 45.88% | 49.57% |
| Win Month % | 53.85% | 41.94% |
| Win Week % | 53.25% | 46.72% |
| Win Quarter % | 54.55% | 45.45% |
| Win Year % | 75.0% | 25.0% |