| Metric | 7507951:yfiusd:triple_gx:lsma225_90_20 | 7507951:YFIUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 245.82% | -13.26% |
| Max Drawdown | -54.33% | -69.67% |
| Sharpe | 1.1 | 0.33 |
| Sortino | 1.74 | 0.49 |
| Payoff Ratio | 1.3 | 1.16 |
| Profit Factor | 1.32 | 1.05 |
| Common Sense Ratio | 1.69 | 1.11 |
| CPC Index | 0.83 | 0.61 |
| Tail Ratio | 1.28 | 1.05 |
| Outlier Win Ratio | 11.94 | 4.07 |
| Outlier Loss Ratio | 3.14 | 3.17 |
| Volatility (ann.) | 62.15% | 79.77% |
| R^2 | 0.61 | 0.61 |
| Calmar | 1.16 | -0.08 |
| Skew | 0.41 | 0.2 |
| Kurtosis | 25.88 | 9.19 |
| Expected Daily % | 0.13% | -0.02% |
| Expected Monthly % | 4.08% | -0.46% |
| Expected Yearly % | 36.37% | -3.49% |
| Kelly Criterion | 9.27% | 6.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.16% | -6.8% |
| Expected Shortfall (cVaR) | -5.16% | -6.8% |
| Year | 7507951:YFIUSD | 7507951:yfiusd:triple_gx:lsma225_90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -15.32 | 0.17 | -0.01 | + |
| 2023 | 58.82 | 227.14 | 3.86 | + |
| 2024 | -1.19 | 40.79 | -34.26 | + |
| 2025 | -34.73 | -25.05 | 0.72 | + |
| Metric | 7507951:yfiusd:triple_gx:lsma225_90_20 | 7507951:YFIUSD |
|---|---|---|
| MTD | -10.36% | -6.48% |
| 3M | -16.55% | -9.07% |
| 6M | -25.57% | -29.23% |
| YTD | -25.05% | -34.73% |
| 1Y | -14.85% | -26.07% |
| 3Y (ann.) | 62.82% | -5.44% |
| 5Y (ann.) | 62.82% | -5.44% |
| Metric | 7507951:yfiusd:triple_gx:lsma225_90_20 | 7507951:YFIUSD |
|---|---|---|
| Max Drawdown | -54.33% | -69.67% |
| Longest DD Days | 383.0 | 560.0 |
| Avg. Drawdown | -12.09% | -17.91% |
| Avg. Drawdown Days | 52.0 | 76.0 |
| Recovery Factor | 4.52 | -0.19 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -54.33 | 175 |
| 2023-11-18 | 2024-12-05 | -48.48 | 383 |
| 2023-03-03 | 2023-08-19 | -29.35 | 169 |
| 2023-01-15 | 2023-01-20 | -8.53 | 5 |
| 2022-11-20 | 2023-01-08 | -8.20 | 49 |
| 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 |
| 2023-10-09 | 2023-10-21 | -5.96 | 12 |
| 2023-01-24 | 2023-02-22 | -5.48 | 29 |
| Metric | 7507951:yfiusd:triple_gx:lsma225_90_20 | 7507951: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 | -11.75% | -27.0% |
| Best Year | 227.14% | 58.82% |
| Worst Year | -25.05% | -34.73% |
| Avg. Up Day | 3.81% | 3.82% |
| Avg. Down Day | -2.93% | -3.28% |
| Avg. Up Week | 10.83% | 13.31% |
| Avg. Down Week | -7.88% | -9.37% |
| Avg. Up Month | 20.25% | 23.62% |
| Avg. Down Month | -6.1% | -10.79% |
| Win Days % | 48.72% | 49.57% |
| Win Month % | 54.17% | 41.94% |
| Win Week % | 60.0% | 46.72% |
| Win Quarter % | 72.73% | 45.45% |
| Win Year % | 75.0% | 25.0% |