| Metric | 7510730:yfiusd:triple_gx:lsma110_40_30 | 7510730:YFIUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 429.9% | -20.73% |
| Max Drawdown | -48.19% | -69.67% |
| Sharpe | 1.23 | 0.33 |
| Sortino | 2.05 | 0.5 |
| Payoff Ratio | 1.4 | 1.25 |
| Profit Factor | 1.4 | 1.05 |
| Common Sense Ratio | 1.83 | 1.11 |
| CPC Index | 0.93 | 0.64 |
| Tail Ratio | 1.31 | 1.05 |
| Outlier Win Ratio | 14.5 | 4.43 |
| Outlier Loss Ratio | 3.45 | 3.19 |
| Volatility (ann.) | 63.66% | 85.37% |
| R^2 | 0.56 | 0.56 |
| Calmar | 1.64 | -0.11 |
| Skew | 1.16 | 0.43 |
| Kurtosis | 27.63 | 8.5 |
| Expected Daily % | 0.16% | -0.02% |
| Expected Monthly % | 4.88% | -0.66% |
| Expected Yearly % | 51.72% | -5.64% |
| Kelly Criterion | 10.33% | 7.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.27% | -7.27% |
| Expected Shortfall (cVaR) | -5.27% | -7.27% |
| Year | 7510730:YFIUSD | 7510730:yfiusd:triple_gx:lsma110_40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.60 | 43.83 | -1.94 | + |
| 2023 | 58.82 | 134.37 | 2.28 | + |
| 2024 | -1.19 | 81.60 | -68.52 | + |
| 2025 | -34.73 | -13.44 | 0.39 | + |
| Metric | 7510730:yfiusd:triple_gx:lsma110_40_30 | 7510730:YFIUSD |
|---|---|---|
| MTD | 8.85% | -6.48% |
| 3M | -3.63% | -9.07% |
| 6M | -29.02% | -29.23% |
| YTD | -13.44% | -34.73% |
| 1Y | 24.26% | -26.07% |
| 3Y (ann.) | 79.14% | -7.8% |
| 5Y (ann.) | 79.14% | -7.8% |
| Metric | 7510730:yfiusd:triple_gx:lsma110_40_30 | 7510730:YFIUSD |
|---|---|---|
| Max Drawdown | -48.19% | -69.67% |
| Longest DD Days | 358.0 | 560.0 |
| Avg. Drawdown | -11.96% | -30.08% |
| Avg. Drawdown Days | 50.0 | 207.0 |
| Recovery Factor | 8.92 | -0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2024-11-10 | -48.19 | 358 |
| 2024-12-12 | 2025-05-31 | -38.34 | 170 |
| 2022-11-05 | 2023-01-14 | -34.53 | 70 |
| 2023-03-03 | 2023-11-06 | -29.35 | 248 |
| 2024-11-11 | 2024-11-23 | -12.83 | 12 |
| 2022-07-24 | 2022-07-27 | -10.03 | 3 |
| 2022-07-31 | 2022-08-05 | -9.56 | 5 |
| 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 |
| Metric | 7510730:yfiusd:triple_gx:lsma110_40_30 | 7510730: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 | 55.77% | 70.6% |
| Worst Month | -24.37% | -27.0% |
| Best Year | 134.37% | 58.82% |
| Worst Year | -13.44% | -34.73% |
| Avg. Up Day | 3.99% | 4.01% |
| Avg. Down Day | -2.85% | -3.22% |
| Avg. Up Week | 11.94% | 13.46% |
| Avg. Down Week | -5.88% | -8.83% |
| Avg. Up Month | 23.3% | 29.04% |
| Avg. Down Month | -9.19% | -13.91% |
| Win Days % | 47.7% | 48.8% |
| Win Month % | 68.97% | 37.14% |
| Win Week % | 52.27% | 46.41% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 75.0% | 25.0% |