| Metric | 7512137:yfiusd:triple_gx:lsma115_100_30 | 7512137:YFIUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 332.8% | -27.32% |
| Max Drawdown | -51.05% | -69.67% |
| Sharpe | 1.09 | 0.29 |
| Sortino | 1.74 | 0.44 |
| Payoff Ratio | 1.27 | 1.19 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 1.52 | 1.1 |
| CPC Index | 0.81 | 0.61 |
| Tail Ratio | 1.18 | 1.05 |
| Outlier Win Ratio | 11.29 | 4.48 |
| Outlier Loss Ratio | 3.27 | 3.32 |
| Volatility (ann.) | 68.95% | 85.05% |
| R^2 | 0.66 | 0.66 |
| Calmar | 1.32 | -0.15 |
| Skew | 0.75 | 0.44 |
| Kurtosis | 20.48 | 8.69 |
| Expected Daily % | 0.14% | -0.03% |
| Expected Monthly % | 4.27% | -0.91% |
| Expected Yearly % | 44.24% | -7.67% |
| Kelly Criterion | 9.12% | 5.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.73% | -7.25% |
| Expected Shortfall (cVaR) | -5.73% | -7.25% |
| Year | 7512137:YFIUSD | 7512137:yfiusd:triple_gx:lsma115_100_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -29.04 | 37.87 | -1.30 | + |
| 2023 | 58.82 | 139.77 | 2.38 | + |
| 2024 | -1.19 | 63.20 | -53.07 | + |
| 2025 | -34.73 | -19.77 | 0.57 | + |
| Metric | 7512137:yfiusd:triple_gx:lsma115_100_30 | 7512137:YFIUSD |
|---|---|---|
| MTD | -3.4% | -6.48% |
| 3M | -11.52% | -9.07% |
| 6M | -22.05% | -29.23% |
| YTD | -19.77% | -34.73% |
| 1Y | -0.83% | -26.07% |
| 3Y (ann.) | 67.31% | -10.61% |
| 5Y (ann.) | 67.31% | -10.61% |
| Metric | 7512137:yfiusd:triple_gx:lsma115_100_30 | 7512137:YFIUSD |
|---|---|---|
| Max Drawdown | -51.05% | -69.67% |
| Longest DD Days | 372.0 | 560.0 |
| Avg. Drawdown | -12.81% | -46.41% |
| Avg. Drawdown Days | 52.0 | 344.0 |
| Recovery Factor | 6.52 | -0.39 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -51.05 | 175 |
| 2023-11-18 | 2024-11-24 | -48.19 | 372 |
| 2023-03-03 | 2023-11-10 | -38.23 | 252 |
| 2022-11-05 | 2023-01-14 | -34.53 | 70 |
| 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 |
| 2023-01-30 | 2023-02-03 | -7.67 | 4 |
| 2022-08-06 | 2022-10-25 | -7.20 | 80 |
| Metric | 7512137:yfiusd:triple_gx:lsma115_100_30 | 7512137: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 | 139.77% | 58.82% |
| Worst Year | -19.77% | -34.73% |
| Avg. Up Day | 3.8% | 3.82% |
| Avg. Down Day | -2.99% | -3.2% |
| Avg. Up Week | 11.48% | 13.71% |
| Avg. Down Week | -6.78% | -8.43% |
| Avg. Up Month | 23.47% | 25.25% |
| Avg. Down Month | -7.29% | -12.65% |
| Win Days % | 49.12% | 48.75% |
| Win Month % | 56.25% | 37.14% |
| Win Week % | 53.68% | 46.41% |
| Win Quarter % | 58.33% | 50.0% |
| Win Year % | 75.0% | 25.0% |