| Metric | 7510045:yfiusd:triple_gx:lsma220_90_25 | 7510045:YFIUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 136.9% | -5.05% |
| Max Drawdown | -57.71% | -69.67% |
| Sharpe | 0.85 | 0.38 |
| Sortino | 1.33 | 0.57 |
| Payoff Ratio | 1.3 | 1.2 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.56 | 1.12 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | 1.27 | 1.05 |
| Outlier Win Ratio | 11.85 | 4.16 |
| Outlier Loss Ratio | 3.14 | 3.21 |
| Volatility (ann.) | 63.81% | 81.06% |
| R^2 | 0.62 | 0.62 |
| Calmar | 0.69 | -0.03 |
| Skew | 0.51 | 0.31 |
| Kurtosis | 24.33 | 9.14 |
| Expected Daily % | 0.09% | -0.01% |
| Expected Monthly % | 2.82% | -0.17% |
| Expected Yearly % | 24.06% | -1.29% |
| Kelly Criterion | 6.69% | 7.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.35% | -6.89% |
| Expected Shortfall (cVaR) | -5.35% | -6.89% |
| Year | 7510045:YFIUSD | 7510045:yfiusd:triple_gx:lsma220_90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.30 | 14.70 | -2.01 | + |
| 2023 | 58.82 | 176.32 | 3.00 | + |
| 2024 | -1.19 | 4.27 | -3.58 | + |
| 2025 | -34.73 | -28.31 | 0.82 | + |
| Metric | 7510045:yfiusd:triple_gx:lsma220_90_25 | 7510045:YFIUSD |
|---|---|---|
| MTD | -14.79% | -6.48% |
| 3M | -20.32% | -9.07% |
| 6M | -45.57% | -29.23% |
| YTD | -28.31% | -34.73% |
| 1Y | -38.34% | -26.07% |
| 3Y (ann.) | 40.08% | -2.0% |
| 5Y (ann.) | 40.08% | -2.0% |
| Metric | 7510045:yfiusd:triple_gx:lsma220_90_25 | 7510045:YFIUSD |
|---|---|---|
| Max Drawdown | -57.71% | -69.67% |
| Longest DD Days | 560.0 | 560.0 |
| Avg. Drawdown | -11.17% | -19.54% |
| Avg. Drawdown Days | 56.0 | 83.0 |
| Recovery Factor | 2.37 | -0.07 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-05-31 | -57.71 | 560 |
| 2023-03-03 | 2023-07-02 | -29.35 | 121 |
| 2022-11-11 | 2023-01-06 | -14.63 | 56 |
| 2023-08-28 | 2023-10-23 | -13.74 | 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 |
| 2023-01-30 | 2023-02-23 | -7.67 | 24 |
| 2023-07-03 | 2023-08-19 | -6.58 | 47 |
| 2023-01-24 | 2023-01-29 | -5.48 | 5 |
| Metric | 7510045:yfiusd:triple_gx:lsma220_90_25 | 7510045: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 | 55.55% | 70.6% |
| Worst Month | -24.07% | -27.0% |
| Best Year | 176.32% | 58.82% |
| Worst Year | -28.31% | -34.73% |
| Avg. Up Day | 3.82% | 3.83% |
| Avg. Down Day | -2.95% | -3.19% |
| Avg. Up Week | 10.17% | 13.58% |
| Avg. Down Week | -7.11% | -8.37% |
| Avg. Up Month | 21.21% | 24.69% |
| Avg. Down Month | -8.02% | -10.44% |
| Win Days % | 47.33% | 49.52% |
| Win Month % | 48.0% | 41.94% |
| Win Week % | 54.43% | 46.38% |
| Win Quarter % | 63.64% | 45.45% |
| Win Year % | 75.0% | 25.0% |