| Metric | 7510348:yfiusd:triple_gx:lsma220_105_25 | 7510348:YFIUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 140.68% | -5.05% |
| Max Drawdown | -51.54% | -69.67% |
| Sharpe | 0.86 | 0.38 |
| Sortino | 1.35 | 0.57 |
| Payoff Ratio | 1.28 | 1.19 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.53 | 1.12 |
| CPC Index | 0.75 | 0.63 |
| Tail Ratio | 1.24 | 1.05 |
| Outlier Win Ratio | 11.87 | 4.16 |
| Outlier Loss Ratio | 3.14 | 3.21 |
| Volatility (ann.) | 63.7% | 81.06% |
| R^2 | 0.62 | 0.62 |
| Calmar | 0.79 | -0.03 |
| Skew | 0.52 | 0.31 |
| Kurtosis | 24.49 | 9.14 |
| Expected Daily % | 0.09% | -0.01% |
| Expected Monthly % | 2.87% | -0.17% |
| Expected Yearly % | 24.55% | -1.29% |
| Kelly Criterion | 6.62% | 7.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.33% | -6.89% |
| Expected Shortfall (cVaR) | -5.33% | -6.89% |
| Year | 7510348:YFIUSD | 7510348:yfiusd:triple_gx:lsma220_105_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.30 | 12.20 | -1.67 | + |
| 2023 | 58.82 | 142.82 | 2.43 | + |
| 2024 | -1.19 | 14.77 | -12.40 | + |
| 2025 | -34.73 | -23.03 | 0.66 | + |
| Metric | 7510348:yfiusd:triple_gx:lsma220_105_25 | 7510348:YFIUSD |
|---|---|---|
| MTD | -8.51% | -6.48% |
| 3M | -14.45% | -9.07% |
| 6M | -37.19% | -29.23% |
| YTD | -23.03% | -34.73% |
| 1Y | -25.9% | -26.07% |
| 3Y (ann.) | 40.95% | -2.0% |
| 5Y (ann.) | 40.95% | -2.0% |
| Metric | 7510348:yfiusd:triple_gx:lsma220_105_25 | 7510348:YFIUSD |
|---|---|---|
| Max Drawdown | -51.54% | -69.67% |
| Longest DD Days | 560.0 | 560.0 |
| Avg. Drawdown | -15.58% | -19.54% |
| Avg. Drawdown Days | 91.0 | 83.0 |
| Recovery Factor | 2.73 | -0.07 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-05-31 | -51.54 | 560 |
| 2023-03-03 | 2023-07-02 | -29.35 | 121 |
| 2023-07-03 | 2023-11-08 | -20.43 | 128 |
| 2022-11-11 | 2023-01-08 | -14.63 | 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 |
| 2023-01-30 | 2023-02-23 | -7.67 | 24 |
| 2023-01-24 | 2023-01-29 | -5.48 | 5 |
| 2023-01-21 | 2023-01-23 | -1.96 | 2 |
| Metric | 7510348:yfiusd:triple_gx:lsma220_105_25 | 7510348: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 | -21.5% | -27.0% |
| Best Year | 142.82% | 58.82% |
| Worst Year | -23.03% | -34.73% |
| Avg. Up Day | 3.8% | 3.81% |
| Avg. Down Day | -2.97% | -3.19% |
| Avg. Up Week | 10.4% | 13.81% |
| Avg. Down Week | -6.9% | -8.6% |
| Avg. Up Month | 18.65% | 22.68% |
| Avg. Down Month | -8.48% | -11.47% |
| Win Days % | 47.57% | 49.52% |
| Win Month % | 54.17% | 41.94% |
| Win Week % | 53.16% | 46.38% |
| Win Quarter % | 54.55% | 45.45% |
| Win Year % | 75.0% | 25.0% |