| Metric | 7507948:yfiusd:triple_gx:lsma220_90_20 | 7507948:YFIUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 240.49% | -15.2% |
| Max Drawdown | -60.75% | -70.21% |
| Sharpe | 0.97 | 0.32 |
| Sortino | 1.56 | 0.48 |
| Payoff Ratio | 1.33 | 1.17 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 1.54 | 1.1 |
| CPC Index | 0.8 | 0.61 |
| Tail Ratio | 1.22 | 1.05 |
| Outlier Win Ratio | 11.44 | 3.95 |
| Outlier Loss Ratio | 3.33 | 3.2 |
| Volatility (ann.) | 60.81% | 78.39% |
| R^2 | 0.6 | 0.6 |
| Calmar | 0.82 | -0.08 |
| Skew | 0.68 | 0.29 |
| Kurtosis | 25.78 | 9.08 |
| Expected Daily % | 0.11% | -0.01% |
| Expected Monthly % | 3.37% | -0.44% |
| Expected Yearly % | 35.84% | -4.04% |
| Kelly Criterion | 7.41% | 6.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.07% | -6.68% |
| Expected Shortfall (cVaR) | -5.07% | -6.68% |
| Year | 7507948:YFIUSD | 7507948:yfiusd:triple_gx:lsma220_90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.30 | 9.66 | -1.32 | + |
| 2023 | 58.82 | 227.14 | 3.86 | + |
| 2024 | -1.19 | 39.57 | -33.23 | + |
| 2025 | -41.71 | -32.00 | 0.77 | + |
| Metric | 7507948:yfiusd:triple_gx:lsma220_90_20 | 7507948:YFIUSD |
|---|---|---|
| MTD | -3.01% | -1.33% |
| 3M | 2.0% | -16.74% |
| 6M | -1.93% | -19.06% |
| YTD | -32.0% | -41.71% |
| 1Y | -20.65% | -23.78% |
| 3Y (ann.) | 45.92% | -8.15% |
| 5Y (ann.) | 50.05% | -5.31% |
| Metric | 7507948:yfiusd:triple_gx:lsma220_90_20 | 7507948:YFIUSD |
|---|---|---|
| Max Drawdown | -60.75% | -70.21% |
| Longest DD Days | 383.0 | 728.0 |
| Avg. Drawdown | -13.25% | -19.59% |
| Avg. Drawdown Days | 66.0 | 99.0 |
| Recovery Factor | 3.96 | -0.22 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-15 | -60.75 | 343 |
| 2023-11-18 | 2024-12-05 | -48.92 | 383 |
| 2023-03-03 | 2023-08-19 | -29.35 | 169 |
| 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 |
| 2023-10-09 | 2023-10-21 | -5.96 | 12 |
| 2023-01-24 | 2023-02-22 | -5.48 | 29 |
| 2023-10-24 | 2023-10-30 | -4.68 | 6 |
| Metric | 7507948:yfiusd:triple_gx:lsma220_90_20 | 7507948: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 | 52.88% | 70.6% |
| Worst Month | -13.21% | -27.0% |
| Best Year | 227.14% | 58.82% |
| Worst Year | -32.0% | -41.71% |
| Avg. Up Day | 3.68% | 3.69% |
| Avg. Down Day | -2.77% | -3.16% |
| Avg. Up Week | 10.19% | 12.14% |
| Avg. Down Week | -7.35% | -9.13% |
| Avg. Up Month | 18.36% | 20.86% |
| Avg. Down Month | -6.87% | -8.78% |
| Win Days % | 47.2% | 49.59% |
| Win Month % | 54.84% | 43.24% |
| Win Week % | 56.25% | 48.15% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 75.0% | 25.0% |