| Metric | 7507969:yfiusd:triple_gx:lsma235_90_20 | 7507969:YFIUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 226.37% | -14.51% |
| Max Drawdown | -52.76% | -69.67% |
| Sharpe | 1.07 | 0.32 |
| Sortino | 1.69 | 0.48 |
| Payoff Ratio | 1.31 | 1.18 |
| Profit Factor | 1.31 | 1.05 |
| Common Sense Ratio | 1.64 | 1.09 |
| CPC Index | 0.83 | 0.61 |
| Tail Ratio | 1.25 | 1.04 |
| Outlier Win Ratio | 12.4 | 4.11 |
| Outlier Loss Ratio | 3.15 | 3.18 |
| Volatility (ann.) | 61.84% | 79.71% |
| R^2 | 0.6 | 0.6 |
| Calmar | 1.14 | -0.09 |
| Skew | 0.41 | 0.2 |
| Kurtosis | 26.71 | 9.33 |
| Expected Daily % | 0.13% | -0.02% |
| Expected Monthly % | 3.89% | -0.5% |
| Expected Yearly % | 34.41% | -3.84% |
| Kelly Criterion | 8.87% | 6.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.14% | -6.79% |
| Expected Shortfall (cVaR) | -5.14% | -6.79% |
| Year | 7507969:YFIUSD | 7507969:yfiusd:triple_gx:lsma235_90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -16.53 | -1.09 | 0.07 | + |
| 2023 | 58.82 | 227.14 | 3.86 | + |
| 2024 | -1.19 | 30.11 | -25.28 | + |
| 2025 | -34.73 | -22.48 | 0.65 | + |
| Metric | 7507969:yfiusd:triple_gx:lsma235_90_20 | 7507969:YFIUSD |
|---|---|---|
| MTD | -8.67% | -6.48% |
| 3M | -13.69% | -9.07% |
| 6M | -23.02% | -29.23% |
| YTD | -22.48% | -34.73% |
| 1Y | -17.47% | -26.07% |
| 3Y (ann.) | 59.97% | -6.04% |
| 5Y (ann.) | 59.97% | -6.04% |
| Metric | 7507969:yfiusd:triple_gx:lsma235_90_20 | 7507969:YFIUSD |
|---|---|---|
| Max Drawdown | -52.76% | -69.67% |
| Longest DD Days | 384.0 | 560.0 |
| Avg. Drawdown | -11.45% | -18.41% |
| Avg. Drawdown Days | 49.0 | 82.0 |
| Recovery Factor | 4.29 | -0.21 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -52.76 | 175 |
| 2023-11-18 | 2024-12-06 | -52.39 | 384 |
| 2023-03-03 | 2023-08-19 | -29.35 | 169 |
| 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 |
| 2023-10-31 | 2023-11-05 | -3.76 | 5 |
| Metric | 7507969:yfiusd:triple_gx:lsma235_90_20 | 7507969: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 | -22.48% | -34.73% |
| Avg. Up Day | 3.85% | 3.87% |
| Avg. Down Day | -2.95% | -3.28% |
| Avg. Up Week | 11.05% | 13.73% |
| Avg. Down Week | -7.31% | -8.92% |
| Avg. Up Month | 22.36% | 24.84% |
| Avg. Down Month | -6.39% | -10.79% |
| Win Days % | 48.4% | 49.56% |
| Win Month % | 52.17% | 41.94% |
| Win Week % | 57.53% | 46.32% |
| Win Quarter % | 63.64% | 45.45% |
| Win Year % | 50.0% | 25.0% |