| Metric | 7505071:yfiusd:triple_gx:lsma220_60_15 | 7505071:YFIUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 122.47% | -15.2% |
| Max Drawdown | -61.59% | -70.21% |
| Sharpe | 0.75 | 0.32 |
| Sortino | 1.17 | 0.48 |
| Payoff Ratio | 1.29 | 1.1 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 1.47 | 1.1 |
| CPC Index | 0.72 | 0.57 |
| Tail Ratio | 1.21 | 1.05 |
| Outlier Win Ratio | 11.85 | 3.68 |
| Outlier Loss Ratio | 3.41 | 3.15 |
| Volatility (ann.) | 58.23% | 78.39% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.49 | -0.08 |
| Skew | 0.57 | 0.29 |
| Kurtosis | 29.95 | 9.08 |
| Expected Daily % | 0.07% | -0.01% |
| Expected Monthly % | 2.18% | -0.44% |
| Expected Yearly % | 22.13% | -4.04% |
| Kelly Criterion | 4.27% | 3.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.89% | -6.68% |
| Expected Shortfall (cVaR) | -4.89% | -6.68% |
| Year | 7505071:YFIUSD | 7505071:yfiusd:triple_gx:lsma220_60_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.30 | 19.70 | -2.70 | + |
| 2023 | 58.82 | 131.53 | 2.24 | + |
| 2024 | -1.19 | 3.59 | -3.01 | + |
| 2025 | -41.71 | -22.51 | 0.54 | + |
| Metric | 7505071:yfiusd:triple_gx:lsma220_60_15 | 7505071:YFIUSD |
|---|---|---|
| MTD | -4.3% | -1.33% |
| 3M | 7.02% | -16.74% |
| 6M | 8.35% | -19.06% |
| YTD | -22.51% | -41.71% |
| 1Y | -29.48% | -23.78% |
| 3Y (ann.) | 26.64% | -8.15% |
| 5Y (ann.) | 30.32% | -5.31% |
| Metric | 7505071:yfiusd:triple_gx:lsma220_60_15 | 7505071:YFIUSD |
|---|---|---|
| Max Drawdown | -61.59% | -70.21% |
| Longest DD Days | 728.0 | 728.0 |
| Avg. Drawdown | -13.29% | -19.59% |
| Avg. Drawdown Days | 97.0 | 99.0 |
| Recovery Factor | 1.99 | -0.22 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-11-15 | -61.59 | 728 |
| 2023-03-03 | 2023-11-09 | -29.35 | 251 |
| 2022-11-11 | 2022-12-17 | -14.63 | 36 |
| 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 |
| 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 | 7505071:yfiusd:triple_gx:lsma220_60_15 | 7505071: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 | -22.51% | -41.71% |
| Avg. Up Day | 3.52% | 3.54% |
| Avg. Down Day | -2.73% | -3.23% |
| Avg. Up Week | 8.89% | 11.76% |
| Avg. Down Week | -6.83% | -10.06% |
| Avg. Up Month | 12.55% | 19.38% |
| Avg. Down Month | -5.94% | -8.29% |
| Win Days % | 46.04% | 49.59% |
| Win Month % | 56.25% | 43.24% |
| Win Week % | 55.1% | 48.15% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 75.0% | 25.0% |