| Metric | 7508613:yfiusd:triple_gx:lsma95_35_25 | 7508613:YFIUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 233.73% | -29.31% |
| Max Drawdown | -48.19% | -70.21% |
| Sharpe | 0.89 | 0.29 |
| Sortino | 1.43 | 0.43 |
| Payoff Ratio | 1.39 | 1.15 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 1.66 | 1.11 |
| CPC Index | 0.81 | 0.59 |
| Tail Ratio | 1.31 | 1.06 |
| Outlier Win Ratio | 12.44 | 3.8 |
| Outlier Loss Ratio | 3.83 | 3.35 |
| Volatility (ann.) | 61.3% | 82.64% |
| R^2 | 0.55 | 0.55 |
| Calmar | 0.89 | -0.14 |
| Skew | 1.01 | 0.4 |
| Kurtosis | 28.55 | 8.43 |
| Expected Daily % | 0.1% | -0.03% |
| Expected Monthly % | 2.98% | -0.84% |
| Expected Yearly % | 35.16% | -8.31% |
| Kelly Criterion | 6.65% | 4.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.13% | -7.05% |
| Expected Shortfall (cVaR) | -5.13% | -7.05% |
| Year | 7508613:YFIUSD | 7508613:yfiusd:triple_gx:lsma95_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.73 | 34.46 | -1.52 | + |
| 2023 | 58.82 | 122.42 | 2.08 | + |
| 2024 | -1.19 | 30.31 | -25.45 | + |
| 2025 | -41.71 | -14.36 | 0.34 | + |
| Metric | 7508613:yfiusd:triple_gx:lsma95_35_25 | 7508613:YFIUSD |
|---|---|---|
| MTD | -3.01% | -1.33% |
| 3M | 7.68% | -16.74% |
| 6M | 2.65% | -19.06% |
| YTD | -14.36% | -41.71% |
| 1Y | -15.39% | -23.78% |
| 3Y (ann.) | 32.17% | -8.15% |
| 5Y (ann.) | 43.12% | -9.8% |
| Metric | 7508613:yfiusd:triple_gx:lsma95_35_25 | 7508613:YFIUSD |
|---|---|---|
| Max Drawdown | -48.19% | -70.21% |
| Longest DD Days | 728.0 | 728.0 |
| Avg. Drawdown | -14.98% | -28.51% |
| Avg. Drawdown Days | 119.0 | 203.0 |
| Recovery Factor | 4.85 | -0.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-11-15 | -48.19 | 728 |
| 2023-03-03 | 2023-11-10 | -33.13 | 252 |
| 2022-07-31 | 2023-01-14 | -24.08 | 167 |
| 2022-07-25 | 2022-07-27 | -9.86 | 2 |
| 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 | 2023-02-23 | -5.48 | 30 |
| 2022-07-19 | 2022-07-24 | -4.19 | 5 |
| 2023-01-21 | 2023-01-22 | -0.18 | 1 |
| Metric | 7508613:yfiusd:triple_gx:lsma95_35_25 | 7508613: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 | 60.38% | 70.6% |
| Worst Month | -13.1% | -27.0% |
| Best Year | 122.42% | 58.82% |
| Worst Year | -14.36% | -41.71% |
| Avg. Up Day | 3.66% | 3.68% |
| Avg. Down Day | -2.63% | -3.19% |
| Avg. Up Week | 9.38% | 12.35% |
| Avg. Down Week | -5.49% | -8.57% |
| Avg. Up Month | 20.03% | 24.46% |
| Avg. Down Month | -5.73% | -12.08% |
| Win Days % | 45.68% | 49.02% |
| Win Month % | 47.37% | 39.02% |
| Win Week % | 50.91% | 47.78% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 75.0% | 25.0% |