| Metric | 7511836:yfiusd:triple_gx:lsma110_85_30 | 7511836:YFIUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 330.4% | -20.73% |
| Max Drawdown | -48.19% | -69.67% |
| Sharpe | 1.09 | 0.33 |
| Sortino | 1.76 | 0.5 |
| Payoff Ratio | 1.29 | 1.19 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 1.53 | 1.11 |
| CPC Index | 0.8 | 0.61 |
| Tail Ratio | 1.19 | 1.05 |
| Outlier Win Ratio | 10.85 | 4.27 |
| Outlier Loss Ratio | 3.48 | 3.3 |
| Volatility (ann.) | 67.05% | 85.37% |
| R^2 | 0.62 | 0.62 |
| Calmar | 1.38 | -0.11 |
| Skew | 0.83 | 0.43 |
| Kurtosis | 21.58 | 8.5 |
| Expected Daily % | 0.14% | -0.02% |
| Expected Monthly % | 4.26% | -0.66% |
| Expected Yearly % | 44.03% | -5.64% |
| Kelly Criterion | 7.96% | 5.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.57% | -7.27% |
| Expected Shortfall (cVaR) | -5.57% | -7.27% |
| Year | 7511836:YFIUSD | 7511836:yfiusd:triple_gx:lsma110_85_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.60 | 24.75 | -1.09 | + |
| 2023 | 58.82 | 180.31 | 3.07 | + |
| 2024 | -1.19 | 48.96 | -41.12 | + |
| 2025 | -34.73 | -17.37 | 0.50 | + |
| Metric | 7511836:yfiusd:triple_gx:lsma110_85_30 | 7511836:YFIUSD |
|---|---|---|
| MTD | -3.4% | -6.48% |
| 3M | -14.28% | -9.07% |
| 6M | -27.52% | -29.23% |
| YTD | -17.37% | -34.73% |
| 1Y | -0.55% | -26.07% |
| 3Y (ann.) | 66.58% | -7.8% |
| 5Y (ann.) | 66.58% | -7.8% |
| Metric | 7511836:yfiusd:triple_gx:lsma110_85_30 | 7511836:YFIUSD |
|---|---|---|
| Max Drawdown | -48.19% | -69.67% |
| Longest DD Days | 375.0 | 560.0 |
| Avg. Drawdown | -14.23% | -30.08% |
| Avg. Drawdown Days | 62.0 | 207.0 |
| Recovery Factor | 6.86 | -0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2024-11-27 | -48.19 | 375 |
| 2022-08-06 | 2023-01-20 | -39.01 | 167 |
| 2024-12-12 | 2025-05-31 | -38.87 | 170 |
| 2023-03-03 | 2023-10-30 | -33.32 | 241 |
| 2022-07-24 | 2022-07-27 | -10.03 | 3 |
| 2022-07-31 | 2022-08-05 | -9.56 | 5 |
| 2024-12-01 | 2024-12-11 | -8.37 | 10 |
| 2023-02-27 | 2023-03-01 | -8.14 | 2 |
| 2023-02-24 | 2023-02-26 | -8.03 | 2 |
| 2023-01-30 | 2023-02-03 | -7.67 | 4 |
| Metric | 7511836:yfiusd:triple_gx:lsma110_85_30 | 7511836: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 | 70.6% | 70.6% |
| Worst Month | -20.64% | -27.0% |
| Best Year | 180.31% | 58.82% |
| Worst Year | -17.37% | -34.73% |
| Avg. Up Day | 3.71% | 3.72% |
| Avg. Down Day | -2.87% | -3.13% |
| Avg. Up Week | 10.58% | 13.7% |
| Avg. Down Week | -6.07% | -8.28% |
| Avg. Up Month | 25.88% | 26.5% |
| Avg. Down Month | -7.44% | -13.02% |
| Win Days % | 48.11% | 48.8% |
| Win Month % | 54.84% | 37.14% |
| Win Week % | 53.47% | 46.41% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 25.0% |