| Metric | 7508720:yfiusd:triple_gx:lsma235_35_25 | 7508720:YFIUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 125.5% | -23.65% |
| Max Drawdown | -56.4% | -70.21% |
| Sharpe | 0.78 | 0.27 |
| Sortino | 1.19 | 0.4 |
| Payoff Ratio | 1.36 | 1.15 |
| Profit Factor | 1.24 | 1.04 |
| Common Sense Ratio | 1.59 | 1.06 |
| CPC Index | 0.76 | 0.59 |
| Tail Ratio | 1.28 | 1.02 |
| Outlier Win Ratio | 13.23 | 3.61 |
| Outlier Loss Ratio | 3.58 | 3.14 |
| Volatility (ann.) | 54.67% | 77.17% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.56 | -0.12 |
| Skew | 0.27 | 0.18 |
| Kurtosis | 36.35 | 9.2 |
| Expected Daily % | 0.07% | -0.02% |
| Expected Monthly % | 2.22% | -0.73% |
| Expected Yearly % | 22.54% | -6.52% |
| Kelly Criterion | 4.87% | 5.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.59% | -6.59% |
| Expected Shortfall (cVaR) | -4.59% | -6.59% |
| Year | 7508720:YFIUSD | 7508720:yfiusd:triple_gx:lsma235_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -16.53 | 0.77 | -0.05 | + |
| 2023 | 58.82 | 178.08 | 3.03 | + |
| 2024 | -1.19 | 6.92 | -5.81 | + |
| 2025 | -41.71 | -24.73 | 0.59 | + |
| Metric | 7508720:yfiusd:triple_gx:lsma235_35_25 | 7508720:YFIUSD |
|---|---|---|
| MTD | -9.63% | -1.33% |
| 3M | -4.07% | -16.74% |
| 6M | -8.68% | -19.06% |
| YTD | -24.73% | -41.71% |
| 1Y | -25.64% | -23.78% |
| 3Y (ann.) | 31.4% | -8.66% |
| 5Y (ann.) | 31.4% | -8.66% |
| Metric | 7508720:yfiusd:triple_gx:lsma235_35_25 | 7508720:YFIUSD |
|---|---|---|
| Max Drawdown | -56.4% | -70.21% |
| Longest DD Days | 728.0 | 728.0 |
| Avg. Drawdown | -9.64% | -18.46% |
| Avg. Drawdown Days | 79.0 | 97.0 |
| Recovery Factor | 2.23 | -0.34 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-11-15 | -56.40 | 728 |
| 2023-03-03 | 2023-11-06 | -29.35 | 248 |
| 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 |
| 2022-12-18 | 2023-01-02 | -5.12 | 15 |
| 2023-11-07 | 2023-11-08 | -2.78 | 1 |
| 2023-01-03 | 2023-01-04 | -0.77 | 1 |
| 2023-01-07 | 2023-01-08 | -0.18 | 1 |
| Metric | 7508720:yfiusd:triple_gx:lsma235_35_25 | 7508720: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 | 50.68% | 70.6% |
| Worst Month | -10.03% | -27.0% |
| Best Year | 178.08% | 58.82% |
| Worst Year | -24.73% | -41.71% |
| Avg. Up Day | 3.51% | 3.54% |
| Avg. Down Day | -2.58% | -3.08% |
| Avg. Up Week | 8.74% | 12.11% |
| Avg. Down Week | -6.41% | -9.42% |
| Avg. Up Month | 17.57% | 22.61% |
| Avg. Down Month | -6.59% | -8.96% |
| Win Days % | 45.19% | 49.63% |
| Win Month % | 50.0% | 43.24% |
| Win Week % | 54.44% | 48.12% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 75.0% | 25.0% |