| Metric | 7511917:yfiusd:triple_gx:lsma220_85_30 | 7511917:YFIUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 341.97% | -5.05% |
| Max Drawdown | -48.19% | -69.67% |
| Sharpe | 1.25 | 0.38 |
| Sortino | 2.02 | 0.57 |
| Payoff Ratio | 1.32 | 1.2 |
| Profit Factor | 1.35 | 1.06 |
| Common Sense Ratio | 1.72 | 1.12 |
| CPC Index | 0.87 | 0.63 |
| Tail Ratio | 1.28 | 1.05 |
| Outlier Win Ratio | 11.33 | 4.09 |
| Outlier Loss Ratio | 3.33 | 3.15 |
| Volatility (ann.) | 61.42% | 81.06% |
| R^2 | 0.58 | 0.58 |
| Calmar | 1.63 | -0.03 |
| Skew | 0.62 | 0.31 |
| Kurtosis | 26.17 | 9.14 |
| Expected Daily % | 0.16% | -0.01% |
| Expected Monthly % | 4.91% | -0.17% |
| Expected Yearly % | 44.99% | -1.29% |
| Kelly Criterion | 9.89% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.08% | -6.89% |
| Expected Shortfall (cVaR) | -5.08% | -6.89% |
| Year | 7511917:YFIUSD | 7511917:yfiusd:triple_gx:lsma220_85_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.30 | 16.15 | -2.21 | + |
| 2023 | 58.82 | 200.03 | 3.40 | + |
| 2024 | -1.19 | 49.78 | -41.80 | + |
| 2025 | -34.73 | -15.33 | 0.44 | + |
| Metric | 7511917:yfiusd:triple_gx:lsma220_85_30 | 7511917:YFIUSD |
|---|---|---|
| MTD | -3.4% | -6.48% |
| 3M | -4.77% | -9.07% |
| 6M | -25.73% | -29.23% |
| YTD | -15.33% | -34.73% |
| 1Y | 7.86% | -26.07% |
| 3Y (ann.) | 78.74% | -2.0% |
| 5Y (ann.) | 78.74% | -2.0% |
| Metric | 7511917:yfiusd:triple_gx:lsma220_85_30 | 7511917:YFIUSD |
|---|---|---|
| Max Drawdown | -48.19% | -69.67% |
| Longest DD Days | 372.0 | 560.0 |
| Avg. Drawdown | -11.77% | -19.54% |
| Avg. Drawdown Days | 48.0 | 83.0 |
| Recovery Factor | 7.1 | -0.07 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2024-11-24 | -48.19 | 372 |
| 2024-12-12 | 2025-05-31 | -37.36 | 170 |
| 2023-03-03 | 2023-07-02 | -29.35 | 121 |
| 2023-08-14 | 2023-11-05 | -17.08 | 83 |
| 2022-11-11 | 2023-01-02 | -14.63 | 52 |
| 2023-01-15 | 2023-01-20 | -8.53 | 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 | 7511917:yfiusd:triple_gx:lsma220_85_30 | 7511917: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 | -19.88% | -27.0% |
| Best Year | 200.03% | 58.82% |
| Worst Year | -15.33% | -34.73% |
| Avg. Up Day | 3.68% | 3.69% |
| Avg. Down Day | -2.78% | -3.07% |
| Avg. Up Week | 9.88% | 13.1% |
| Avg. Down Week | -6.93% | -8.59% |
| Avg. Up Month | 21.87% | 22.68% |
| Avg. Down Month | -7.54% | -11.19% |
| Win Days % | 48.71% | 49.52% |
| Win Month % | 61.54% | 41.94% |
| Win Week % | 62.03% | 46.38% |
| Win Quarter % | 63.64% | 45.45% |
| Win Year % | 75.0% | 25.0% |