| Metric | 7508242:yfiusd:triple_gx:lsma220_105_20 | 7508242:YFIUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 214.01% | -5.05% |
| Max Drawdown | -59.08% | -69.67% |
| Sharpe | 1.02 | 0.38 |
| Sortino | 1.63 | 0.57 |
| Payoff Ratio | 1.33 | 1.2 |
| Profit Factor | 1.28 | 1.06 |
| Common Sense Ratio | 1.65 | 1.12 |
| CPC Index | 0.81 | 0.63 |
| Tail Ratio | 1.29 | 1.05 |
| Outlier Win Ratio | 12.11 | 4.3 |
| Outlier Loss Ratio | 3.16 | 3.17 |
| Volatility (ann.) | 64.46% | 81.06% |
| R^2 | 0.63 | 0.63 |
| Calmar | 0.95 | -0.03 |
| Skew | 0.66 | 0.31 |
| Kurtosis | 23.81 | 9.14 |
| Expected Daily % | 0.12% | -0.01% |
| Expected Monthly % | 3.76% | -0.17% |
| Expected Yearly % | 33.12% | -1.29% |
| Kelly Criterion | 7.49% | 7.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.37% | -6.89% |
| Expected Shortfall (cVaR) | -5.37% | -6.89% |
| Year | 7508242:YFIUSD | 7508242:yfiusd:triple_gx:lsma220_105_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.30 | 9.66 | -1.32 | + |
| 2023 | 58.82 | 215.39 | 3.66 | + |
| 2024 | -1.19 | 26.35 | -22.12 | + |
| 2025 | -34.73 | -28.14 | 0.81 | + |
| Metric | 7508242:yfiusd:triple_gx:lsma220_105_20 | 7508242:YFIUSD |
|---|---|---|
| MTD | -13.21% | -6.48% |
| 3M | -19.21% | -9.07% |
| 6M | -27.93% | -29.23% |
| YTD | -28.14% | -34.73% |
| 1Y | -12.92% | -26.07% |
| 3Y (ann.) | 56.39% | -2.0% |
| 5Y (ann.) | 56.39% | -2.0% |
| Metric | 7508242:yfiusd:triple_gx:lsma220_105_20 | 7508242:YFIUSD |
|---|---|---|
| Max Drawdown | -59.08% | -69.67% |
| Longest DD Days | 384.0 | 560.0 |
| Avg. Drawdown | -17.88% | -19.54% |
| Avg. Drawdown Days | 75.0 | 83.0 |
| Recovery Factor | 3.62 | -0.07 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -59.08 | 175 |
| 2023-11-18 | 2024-12-06 | -57.33 | 384 |
| 2023-03-03 | 2023-08-19 | -29.35 | 169 |
| 2023-08-26 | 2023-11-05 | -16.75 | 71 |
| 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 | 2023-02-20 | -5.48 | 27 |
| 2023-11-07 | 2023-11-08 | -2.78 | 1 |
| Metric | 7508242:yfiusd:triple_gx:lsma220_105_20 | 7508242: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 | 59.27% | 70.6% |
| Worst Month | -13.21% | -27.0% |
| Best Year | 215.39% | 58.82% |
| Worst Year | -28.14% | -34.73% |
| Avg. Up Day | 3.96% | 3.97% |
| Avg. Down Day | -2.97% | -3.32% |
| Avg. Up Week | 12.14% | 13.82% |
| Avg. Down Week | -7.25% | -8.57% |
| Avg. Up Month | 22.21% | 24.69% |
| Avg. Down Month | -7.63% | -12.05% |
| Win Days % | 47.16% | 49.52% |
| Win Month % | 56.0% | 41.94% |
| Win Week % | 51.9% | 46.38% |
| Win Quarter % | 63.64% | 45.45% |
| Win Year % | 75.0% | 25.0% |