| Metric | 7507533:yfiusd:triple_gx:lsma220_70_20 | 7507533:YFIUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 168.68% | -5.05% |
| Max Drawdown | -52.19% | -69.67% |
| Sharpe | 0.93 | 0.38 |
| Sortino | 1.48 | 0.57 |
| Payoff Ratio | 1.31 | 1.18 |
| Profit Factor | 1.26 | 1.06 |
| Common Sense Ratio | 1.62 | 1.12 |
| CPC Index | 0.78 | 0.62 |
| Tail Ratio | 1.29 | 1.05 |
| Outlier Win Ratio | 12.71 | 4.3 |
| Outlier Loss Ratio | 3.16 | 3.14 |
| Volatility (ann.) | 63.22% | 81.06% |
| R^2 | 0.61 | 0.61 |
| Calmar | 0.9 | -0.03 |
| Skew | 0.68 | 0.31 |
| Kurtosis | 25.69 | 9.14 |
| Expected Daily % | 0.11% | -0.01% |
| Expected Monthly % | 3.24% | -0.17% |
| Expected Yearly % | 28.03% | -1.29% |
| Kelly Criterion | 6.93% | 6.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.28% | -6.89% |
| Expected Shortfall (cVaR) | -5.28% | -6.89% |
| Year | 7507533:YFIUSD | 7507533:yfiusd:triple_gx:lsma220_70_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.30 | 12.28 | -1.68 | + |
| 2023 | 58.82 | 145.20 | 2.47 | + |
| 2024 | -1.19 | 42.05 | -35.31 | + |
| 2025 | -34.73 | -31.30 | 0.90 | + |
| Metric | 7507533:yfiusd:triple_gx:lsma220_70_20 | 7507533:YFIUSD |
|---|---|---|
| MTD | -17.02% | -6.48% |
| 3M | -22.76% | -9.07% |
| 6M | -32.49% | -29.23% |
| YTD | -31.3% | -34.73% |
| 1Y | -19.17% | -26.07% |
| 3Y (ann.) | 47.14% | -2.0% |
| 5Y (ann.) | 47.14% | -2.0% |
| Metric | 7507533:yfiusd:triple_gx:lsma220_70_20 | 7507533:YFIUSD |
|---|---|---|
| Max Drawdown | -52.19% | -69.67% |
| Longest DD Days | 384.0 | 560.0 |
| Avg. Drawdown | -19.61% | -19.54% |
| Avg. Drawdown Days | 101.0 | 83.0 |
| Recovery Factor | 3.23 | -0.07 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -52.19 | 175 |
| 2023-11-18 | 2024-12-06 | -48.19 | 384 |
| 2023-03-03 | 2023-11-09 | -29.35 | 251 |
| 2022-11-11 | 2023-01-08 | -14.63 | 58 |
| 2023-01-15 | 2023-01-20 | -8.53 | 5 |
| 2023-02-27 | 2023-03-01 | -8.14 | 2 |
| 2023-02-24 | 2023-02-26 | -8.03 | 2 |
| 2023-01-24 | 2023-02-23 | -5.48 | 30 |
| 2023-01-21 | 2023-01-23 | -1.96 | 2 |
| Metric | 7507533:yfiusd:triple_gx:lsma220_70_20 | 7507533:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -33.38% | -33.38% |
| Best Week | 85.63% | 85.63% |
| Worst Week | -40.3% | -40.3% |
| Best Month | 51.87% | 70.6% |
| Worst Month | -17.02% | -27.0% |
| Best Year | 145.2% | 58.82% |
| Worst Year | -31.3% | -34.73% |
| Avg. Up Day | 3.83% | 3.84% |
| Avg. Down Day | -2.93% | -3.25% |
| Avg. Up Week | 11.29% | 14.51% |
| Avg. Down Week | -6.94% | -8.66% |
| Avg. Up Month | 19.6% | 24.69% |
| Avg. Down Month | -6.87% | -10.76% |
| Win Days % | 47.25% | 49.52% |
| Win Month % | 50.0% | 41.94% |
| Win Week % | 51.28% | 46.38% |
| Win Quarter % | 54.55% | 45.45% |
| Win Year % | 75.0% | 25.0% |