| Metric | 7508898:yfiusd:triple_gx:lsma90_45_25 | 7508898:YFIUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 133.76% | -22.64% |
| Max Drawdown | -65.6% | -70.21% |
| Sharpe | 0.71 | 0.32 |
| Sortino | 1.12 | 0.48 |
| Payoff Ratio | 1.3 | 1.15 |
| Profit Factor | 1.19 | 1.05 |
| Common Sense Ratio | 1.38 | 1.12 |
| CPC Index | 0.71 | 0.59 |
| Tail Ratio | 1.16 | 1.07 |
| Outlier Win Ratio | 11.87 | 4.22 |
| Outlier Loss Ratio | 3.57 | 3.38 |
| Volatility (ann.) | 65.21% | 82.71% |
| R^2 | 0.62 | 0.62 |
| Calmar | 0.44 | -0.1 |
| Skew | 0.8 | 0.4 |
| Kurtosis | 22.38 | 8.36 |
| Expected Daily % | 0.07% | -0.02% |
| Expected Monthly % | 2.09% | -0.62% |
| Expected Yearly % | 23.65% | -6.21% |
| Kelly Criterion | 4.3% | 4.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.49% | -7.05% |
| Expected Shortfall (cVaR) | -5.49% | -7.05% |
| Year | 7508898:YFIUSD | 7508898:yfiusd:triple_gx:lsma90_45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -15.43 | 44.88 | -2.91 | + |
| 2023 | 58.82 | 147.17 | 2.50 | + |
| 2024 | -1.19 | -10.45 | 8.78 | - |
| 2025 | -41.71 | -27.10 | 0.65 | + |
| Metric | 7508898:yfiusd:triple_gx:lsma90_45_25 | 7508898:YFIUSD |
|---|---|---|
| MTD | -9.79% | -1.33% |
| 3M | 2.35% | -16.74% |
| 6M | -8.4% | -19.06% |
| YTD | -27.1% | -41.71% |
| 1Y | -45.03% | -23.78% |
| 3Y (ann.) | 18.27% | -8.15% |
| 5Y (ann.) | 28.6% | -7.32% |
| Metric | 7508898:yfiusd:triple_gx:lsma90_45_25 | 7508898:YFIUSD |
|---|---|---|
| Max Drawdown | -65.6% | -70.21% |
| Longest DD Days | 728.0 | 728.0 |
| Avg. Drawdown | -13.79% | -22.19% |
| Avg. Drawdown Days | 85.0 | 152.0 |
| Recovery Factor | 2.04 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-11-15 | -65.60 | 728 |
| 2022-09-10 | 2023-01-23 | -38.37 | 135 |
| 2023-03-03 | 2023-10-23 | -29.35 | 234 |
| 2022-07-25 | 2022-07-27 | -9.86 | 2 |
| 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 |
| 2023-01-24 | 2023-02-23 | -5.48 | 30 |
| 2022-08-06 | 2022-09-07 | -4.79 | 32 |
| 2023-10-24 | 2023-10-30 | -4.68 | 6 |
| Metric | 7508898:yfiusd:triple_gx:lsma90_45_25 | 7508898: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% | 80.58% |
| Worst Month | -35.83% | -27.0% |
| Best Year | 147.17% | 58.82% |
| Worst Year | -27.1% | -41.71% |
| Avg. Up Day | 3.69% | 3.7% |
| Avg. Down Day | -2.83% | -3.21% |
| Avg. Up Week | 10.19% | 11.06% |
| Avg. Down Week | -6.8% | -8.63% |
| Avg. Up Month | 24.69% | 30.57% |
| Avg. Down Month | -11.12% | -12.72% |
| Win Days % | 45.89% | 49.07% |
| Win Month % | 52.78% | 39.02% |
| Win Week % | 49.12% | 48.33% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 25.0% |