| Metric | 7512207:yfiusd:triple_gx:lsma220_100_30 | 7512207:YFIUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 333.97% | -5.05% |
| Max Drawdown | -48.34% | -69.67% |
| Sharpe | 1.22 | 0.38 |
| Sortino | 1.95 | 0.57 |
| Payoff Ratio | 1.31 | 1.23 |
| Profit Factor | 1.35 | 1.06 |
| Common Sense Ratio | 1.76 | 1.12 |
| CPC Index | 0.86 | 0.65 |
| Tail Ratio | 1.31 | 1.05 |
| Outlier Win Ratio | 11.48 | 4.16 |
| Outlier Loss Ratio | 3.18 | 3.17 |
| Volatility (ann.) | 63.8% | 81.06% |
| R^2 | 0.62 | 0.62 |
| Calmar | 1.6 | -0.03 |
| Skew | 0.54 | 0.31 |
| Kurtosis | 24.29 | 9.14 |
| Expected Daily % | 0.16% | -0.01% |
| Expected Monthly % | 4.85% | -0.17% |
| Expected Yearly % | 44.33% | -1.29% |
| Kelly Criterion | 9.76% | 8.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.28% | -6.89% |
| Expected Shortfall (cVaR) | -5.28% | -6.89% |
| Year | 7512207:YFIUSD | 7512207:yfiusd:triple_gx:lsma220_100_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.30 | 16.15 | -2.21 | + |
| 2023 | 58.82 | 191.14 | 3.25 | + |
| 2024 | -1.19 | 51.56 | -43.30 | + |
| 2025 | -34.73 | -15.33 | 0.44 | + |
| Metric | 7512207:yfiusd:triple_gx:lsma220_100_30 | 7512207:YFIUSD |
|---|---|---|
| MTD | -3.4% | -6.48% |
| 3M | -4.77% | -9.07% |
| 6M | -17.73% | -29.23% |
| YTD | -15.33% | -34.73% |
| 1Y | 8.79% | -26.07% |
| 3Y (ann.) | 77.47% | -2.0% |
| 5Y (ann.) | 77.47% | -2.0% |
| Metric | 7512207:yfiusd:triple_gx:lsma220_100_30 | 7512207:YFIUSD |
|---|---|---|
| Max Drawdown | -48.34% | -69.67% |
| Longest DD Days | 378.0 | 560.0 |
| Avg. Drawdown | -13.19% | -19.54% |
| Avg. Drawdown Days | 55.0 | 83.0 |
| Recovery Factor | 6.91 | -0.07 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -48.34 | 175 |
| 2023-11-18 | 2024-11-30 | -48.19 | 378 |
| 2023-03-03 | 2023-07-02 | -29.35 | 121 |
| 2023-08-09 | 2023-11-09 | -21.92 | 92 |
| 2022-11-11 | 2023-01-02 | -14.63 | 52 |
| 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 |
| 2023-07-03 | 2023-08-06 | -7.51 | 34 |
| Metric | 7512207:yfiusd:triple_gx:lsma220_100_30 | 7512207: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 | -12.75% | -27.0% |
| Best Year | 191.14% | 58.82% |
| Worst Year | -15.33% | -34.73% |
| Avg. Up Day | 3.84% | 3.85% |
| Avg. Down Day | -2.94% | -3.12% |
| Avg. Up Week | 11.47% | 13.97% |
| Avg. Down Week | -7.48% | -9.34% |
| Avg. Up Month | 21.41% | 22.68% |
| Avg. Down Month | -7.03% | -11.33% |
| Win Days % | 48.91% | 49.52% |
| Win Month % | 57.69% | 41.94% |
| Win Week % | 58.23% | 46.38% |
| Win Quarter % | 63.64% | 45.45% |
| Win Year % | 75.0% | 25.0% |