| Metric | 7508888:yfiusd:triple_gx:lsma80_45_25 | 7508888:YFIUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 108.31% | -6.41% |
| Max Drawdown | -67.56% | -70.21% |
| Sharpe | 0.65 | 0.4 |
| Sortino | 1.05 | 0.6 |
| Payoff Ratio | 1.34 | 1.18 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.38 | 1.15 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | 1.18 | 1.08 |
| Outlier Win Ratio | 11.58 | 4.29 |
| Outlier Loss Ratio | 3.58 | 3.37 |
| Volatility (ann.) | 67.95% | 84.67% |
| R^2 | 0.65 | 0.65 |
| Calmar | 0.36 | -0.03 |
| Skew | 1.2 | 0.62 |
| Kurtosis | 22.84 | 9.13 |
| Expected Daily % | 0.06% | -0.01% |
| Expected Monthly % | 1.76% | -0.16% |
| Expected Yearly % | 20.14% | -1.64% |
| Kelly Criterion | 3.78% | 5.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.73% | -7.2% |
| Expected Shortfall (cVaR) | -5.73% | -7.2% |
| Year | 7508888:YFIUSD | 7508888:yfiusd:triple_gx:lsma80_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | 2.31 | 55.90 | 24.16 | + |
| 2023 | 58.82 | 122.05 | 2.07 | + |
| 2024 | -1.19 | -0.04 | 0.04 | + |
| 2025 | -41.71 | -39.80 | 0.95 | + |
| Metric | 7508888:yfiusd:triple_gx:lsma80_45_25 | 7508888:YFIUSD |
|---|---|---|
| MTD | -10.83% | -1.33% |
| 3M | 0.04% | -16.74% |
| 6M | -23.04% | -19.06% |
| YTD | -39.8% | -41.71% |
| 1Y | -53.11% | -23.78% |
| 3Y (ann.) | 11.07% | -8.15% |
| 5Y (ann.) | 24.07% | -1.93% |
| Metric | 7508888:yfiusd:triple_gx:lsma80_45_25 | 7508888:YFIUSD |
|---|---|---|
| Max Drawdown | -67.56% | -70.21% |
| Longest DD Days | 728.0 | 728.0 |
| Avg. Drawdown | -20.33% | -40.85% |
| Avg. Drawdown Days | 122.0 | 308.0 |
| Recovery Factor | 1.6 | -0.09 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-11-15 | -67.56 | 728 |
| 2022-09-10 | 2023-01-23 | -37.66 | 135 |
| 2023-03-03 | 2023-11-10 | -29.35 | 252 |
| 2022-06-25 | 2022-07-28 | -28.77 | 33 |
| 2022-07-31 | 2022-08-05 | -9.56 | 5 |
| 2023-02-27 | 2023-03-01 | -8.14 | 2 |
| 2023-02-24 | 2023-02-26 | -8.03 | 2 |
| 2022-08-06 | 2022-09-07 | -7.77 | 32 |
| 2023-01-24 | 2023-02-23 | -5.48 | 30 |
| 2022-09-08 | 2022-09-09 | -0.94 | 1 |
| Metric | 7508888:yfiusd:triple_gx:lsma80_45_25 | 7508888:YFIUSD |
|---|---|---|
| Best Day | 30.6% | 30.6% |
| Worst Day | -33.38% | -33.38% |
| Best Week | 85.63% | 85.63% |
| Worst Week | -40.3% | -40.3% |
| Best Month | 61.45% | 100.72% |
| Worst Month | -33.72% | -27.0% |
| Best Year | 122.05% | 58.82% |
| Worst Year | -39.8% | -41.71% |
| Avg. Up Day | 3.77% | 3.79% |
| Avg. Down Day | -2.82% | -3.21% |
| Avg. Up Week | 10.65% | 11.7% |
| Avg. Down Week | -6.71% | -8.61% |
| Avg. Up Month | 20.95% | 28.28% |
| Avg. Down Month | -9.99% | -11.99% |
| Win Days % | 44.93% | 48.99% |
| Win Month % | 51.28% | 40.48% |
| Win Week % | 47.46% | 48.35% |
| Win Quarter % | 46.67% | 53.33% |
| Win Year % | 50.0% | 50.0% |