| Metric | 7510141:yfiusd:triple_gx:lsma225_95_25 | 7510141:YFIUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 178.28% | -13.26% |
| Max Drawdown | -51.48% | -69.67% |
| Sharpe | 0.96 | 0.33 |
| Sortino | 1.5 | 0.49 |
| Payoff Ratio | 1.3 | 1.17 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.64 | 1.11 |
| CPC Index | 0.79 | 0.61 |
| Tail Ratio | 1.3 | 1.05 |
| Outlier Win Ratio | 11.41 | 3.99 |
| Outlier Loss Ratio | 3.22 | 3.17 |
| Volatility (ann.) | 61.8% | 79.77% |
| R^2 | 0.6 | 0.6 |
| Calmar | 0.96 | -0.08 |
| Skew | 0.29 | 0.2 |
| Kurtosis | 25.9 | 9.19 |
| Expected Daily % | 0.11% | -0.02% |
| Expected Monthly % | 3.36% | -0.46% |
| Expected Yearly % | 29.16% | -3.49% |
| Kelly Criterion | 7.88% | 6.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.16% | -6.8% |
| Expected Shortfall (cVaR) | -5.16% | -6.8% |
| Year | 7510141:YFIUSD | 7510141:yfiusd:triple_gx:lsma225_95_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -15.32 | 2.50 | -0.16 | + |
| 2023 | 58.82 | 169.62 | 2.88 | + |
| 2024 | -1.19 | 30.83 | -25.89 | + |
| 2025 | -34.73 | -23.03 | 0.66 | + |
| Metric | 7510141:yfiusd:triple_gx:lsma225_95_25 | 7510141:YFIUSD |
|---|---|---|
| MTD | -8.51% | -6.48% |
| 3M | -14.45% | -9.07% |
| 6M | -39.26% | -29.23% |
| YTD | -23.03% | -34.73% |
| 1Y | -22.87% | -26.07% |
| 3Y (ann.) | 49.5% | -5.44% |
| 5Y (ann.) | 49.5% | -5.44% |
| Metric | 7510141:yfiusd:triple_gx:lsma225_95_25 | 7510141:YFIUSD |
|---|---|---|
| Max Drawdown | -51.48% | -69.67% |
| Longest DD Days | 384.0 | 560.0 |
| Avg. Drawdown | -12.62% | -17.91% |
| Avg. Drawdown Days | 53.0 | 76.0 |
| Recovery Factor | 3.46 | -0.19 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -51.48 | 175 |
| 2023-11-18 | 2024-12-06 | -48.19 | 384 |
| 2023-03-03 | 2023-07-02 | -29.35 | 121 |
| 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 |
| 2022-11-20 | 2023-01-06 | -7.73 | 47 |
| 2023-01-30 | 2023-02-23 | -7.67 | 24 |
| Metric | 7510141:yfiusd:triple_gx:lsma225_95_25 | 7510141: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 | -23.03% | -34.73% |
| Avg. Up Day | 3.68% | 3.69% |
| Avg. Down Day | -2.83% | -3.16% |
| Avg. Up Week | 9.77% | 12.95% |
| Avg. Down Week | -6.8% | -8.47% |
| Avg. Up Month | 19.07% | 21.71% |
| Avg. Down Month | -7.24% | -10.9% |
| Win Days % | 47.94% | 49.57% |
| Win Month % | 52.0% | 41.94% |
| Win Week % | 56.96% | 46.72% |
| Win Quarter % | 63.64% | 45.45% |
| Win Year % | 75.0% | 25.0% |