| Metric | 7508341:yfiusd:triple_gx:lsma220_110_20 | 7508341:YFIUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 147.6% | -15.2% |
| Max Drawdown | -68.4% | -70.21% |
| Sharpe | 0.79 | 0.32 |
| Sortino | 1.26 | 0.48 |
| Payoff Ratio | 1.27 | 1.14 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 1.43 | 1.1 |
| CPC Index | 0.72 | 0.59 |
| Tail Ratio | 1.18 | 1.05 |
| Outlier Win Ratio | 11.17 | 3.95 |
| Outlier Loss Ratio | 3.21 | 3.22 |
| Volatility (ann.) | 61.92% | 78.39% |
| R^2 | 0.62 | 0.62 |
| Calmar | 0.51 | -0.08 |
| Skew | 0.65 | 0.29 |
| Kurtosis | 24.01 | 9.08 |
| Expected Daily % | 0.08% | -0.01% |
| Expected Monthly % | 2.48% | -0.44% |
| Expected Yearly % | 25.44% | -4.04% |
| Kelly Criterion | 5.52% | 5.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.2% | -6.68% |
| Expected Shortfall (cVaR) | -5.2% | -6.68% |
| Year | 7508341:YFIUSD | 7508341:yfiusd:triple_gx:lsma220_110_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.30 | 9.66 | -1.32 | + |
| 2023 | 58.82 | 225.89 | 3.84 | + |
| 2024 | -1.19 | 13.88 | -11.66 | + |
| 2025 | -41.71 | -39.16 | 0.94 | + |
| Metric | 7508341:yfiusd:triple_gx:lsma220_110_20 | 7508341:YFIUSD |
|---|---|---|
| MTD | -3.01% | -1.33% |
| 3M | -2.5% | -16.74% |
| 6M | -12.26% | -19.06% |
| YTD | -39.16% | -41.71% |
| 1Y | -30.78% | -23.78% |
| 3Y (ann.) | 31.23% | -8.15% |
| 5Y (ann.) | 35.03% | -5.31% |
| Metric | 7508341:yfiusd:triple_gx:lsma220_110_20 | 7508341:YFIUSD |
|---|---|---|
| Max Drawdown | -68.4% | -70.21% |
| Longest DD Days | 384.0 | 728.0 |
| Avg. Drawdown | -16.45% | -19.59% |
| Avg. Drawdown Days | 76.0 | 99.0 |
| Recovery Factor | 2.16 | -0.22 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-15 | -68.40 | 343 |
| 2023-11-18 | 2024-12-06 | -58.21 | 384 |
| 2023-03-03 | 2023-08-25 | -29.35 | 175 |
| 2022-11-11 | 2023-01-08 | -14.63 | 58 |
| 2023-08-28 | 2023-10-23 | -13.25 | 56 |
| 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 |
| 2023-10-24 | 2023-10-30 | -4.68 | 6 |
| Metric | 7508341:yfiusd:triple_gx:lsma220_110_20 | 7508341: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 | -19.27% | -27.0% |
| Best Year | 225.89% | 58.82% |
| Worst Year | -39.16% | -41.71% |
| Avg. Up Day | 3.66% | 3.67% |
| Avg. Down Day | -2.88% | -3.22% |
| Avg. Up Week | 10.7% | 12.05% |
| Avg. Down Week | -7.01% | -8.81% |
| Avg. Up Month | 20.51% | 22.52% |
| Avg. Down Month | -7.68% | -9.12% |
| Win Days % | 47.17% | 49.59% |
| Win Month % | 51.72% | 43.24% |
| Win Week % | 50.52% | 48.15% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 75.0% | 25.0% |