| Metric | 7510140:yfiusd:triple_gx:lsma220_95_25 | 7510140:YFIUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 163.53% | -15.2% |
| Max Drawdown | -56.82% | -70.21% |
| Sharpe | 0.83 | 0.32 |
| Sortino | 1.31 | 0.48 |
| Payoff Ratio | 1.31 | 1.16 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.5 | 1.1 |
| CPC Index | 0.75 | 0.61 |
| Tail Ratio | 1.23 | 1.05 |
| Outlier Win Ratio | 11.09 | 3.9 |
| Outlier Loss Ratio | 3.33 | 3.22 |
| Volatility (ann.) | 60.66% | 78.39% |
| R^2 | 0.6 | 0.6 |
| Calmar | 0.67 | -0.08 |
| Skew | 0.54 | 0.29 |
| Kurtosis | 25.55 | 9.08 |
| Expected Daily % | 0.09% | -0.01% |
| Expected Monthly % | 2.65% | -0.44% |
| Expected Yearly % | 27.41% | -4.04% |
| Kelly Criterion | 6.84% | 6.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.08% | -6.68% |
| Expected Shortfall (cVaR) | -5.08% | -6.68% |
| Year | 7510140:YFIUSD | 7510140:yfiusd:triple_gx:lsma220_95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.30 | 12.20 | -1.67 | + |
| 2023 | 58.82 | 169.62 | 2.88 | + |
| 2024 | -1.19 | 23.21 | -19.49 | + |
| 2025 | -41.71 | -29.30 | 0.70 | + |
| Metric | 7510140:yfiusd:triple_gx:lsma220_95_25 | 7510140:YFIUSD |
|---|---|---|
| MTD | -9.63% | -1.33% |
| 3M | -5.56% | -16.74% |
| 6M | -9.84% | -19.06% |
| YTD | -29.3% | -41.71% |
| 1Y | -32.72% | -23.78% |
| 3Y (ann.) | 33.99% | -8.15% |
| 5Y (ann.) | 37.84% | -5.31% |
| Metric | 7510140:yfiusd:triple_gx:lsma220_95_25 | 7510140:YFIUSD |
|---|---|---|
| Max Drawdown | -56.82% | -70.21% |
| Longest DD Days | 384.0 | 728.0 |
| Avg. Drawdown | -14.65% | -19.59% |
| Avg. Drawdown Days | 71.0 | 99.0 |
| Recovery Factor | 2.88 | -0.22 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-15 | -56.82 | 343 |
| 2023-11-18 | 2024-12-06 | -48.19 | 384 |
| 2023-03-03 | 2023-07-02 | -29.35 | 121 |
| 2022-11-11 | 2023-01-08 | -14.63 | 58 |
| 2023-08-26 | 2023-10-23 | -12.02 | 58 |
| 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 |
| 2023-07-03 | 2023-08-25 | -7.73 | 53 |
| 2023-01-30 | 2023-02-23 | -7.67 | 24 |
| Metric | 7510140:yfiusd:triple_gx:lsma220_95_25 | 7510140: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 | 61.97% | 70.6% |
| Worst Month | -24.07% | -27.0% |
| Best Year | 169.62% | 58.82% |
| Worst Year | -29.3% | -41.71% |
| Avg. Up Day | 3.54% | 3.55% |
| Avg. Down Day | -2.71% | -3.06% |
| Avg. Up Week | 9.13% | 11.83% |
| Avg. Down Week | -6.68% | -8.62% |
| Avg. Up Month | 17.47% | 19.45% |
| Avg. Down Month | -7.9% | -10.11% |
| Win Days % | 47.22% | 49.59% |
| Win Month % | 54.84% | 43.24% |
| Win Week % | 53.54% | 48.15% |
| Win Quarter % | 46.15% | 46.15% |
| Win Year % | 75.0% | 25.0% |