| Metric | 7512227:yfiusd:triple_gx:lsma115_105_30 | 7512227:YFIUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 440.03% | -35.09% |
| Max Drawdown | -50.32% | -70.21% |
| Sharpe | 1.1 | 0.25 |
| Sortino | 1.76 | 0.37 |
| Payoff Ratio | 1.29 | 1.19 |
| Profit Factor | 1.29 | 1.04 |
| Common Sense Ratio | 1.56 | 1.1 |
| CPC Index | 0.81 | 0.61 |
| Tail Ratio | 1.21 | 1.05 |
| Outlier Win Ratio | 10.75 | 4.35 |
| Outlier Loss Ratio | 3.39 | 3.33 |
| Volatility (ann.) | 66.74% | 82.17% |
| R^2 | 0.66 | 0.66 |
| Calmar | 1.32 | -0.17 |
| Skew | 0.83 | 0.42 |
| Kurtosis | 20.65 | 8.79 |
| Expected Daily % | 0.14% | -0.04% |
| Expected Monthly % | 4.2% | -1.05% |
| Expected Yearly % | 52.44% | -10.24% |
| Kelly Criterion | 8.96% | 6.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.55% | -7.02% |
| Expected Shortfall (cVaR) | -5.55% | -7.02% |
| Year | 7512227:YFIUSD | 7512227:yfiusd:triple_gx:lsma115_105_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -29.04 | 37.87 | -1.30 | + |
| 2023 | 58.82 | 145.34 | 2.47 | + |
| 2024 | -1.19 | 100.25 | -84.18 | + |
| 2025 | -41.71 | -20.27 | 0.49 | + |
| Metric | 7512227:yfiusd:triple_gx:lsma115_105_30 | 7512227:YFIUSD |
|---|---|---|
| MTD | -7.11% | -1.33% |
| 3M | -6.4% | -16.74% |
| 6M | 1.47% | -19.06% |
| YTD | -20.27% | -41.71% |
| 1Y | 20.12% | -23.78% |
| 3Y (ann.) | 60.71% | -8.15% |
| 5Y (ann.) | 66.53% | -12.25% |
| Metric | 7512227:yfiusd:triple_gx:lsma115_105_30 | 7512227:YFIUSD |
|---|---|---|
| Max Drawdown | -50.32% | -70.21% |
| Longest DD Days | 378.0 | 728.0 |
| Avg. Drawdown | -14.56% | -46.59% |
| Avg. Drawdown Days | 72.0 | 400.0 |
| Recovery Factor | 8.75 | -0.5 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-11-15 | -50.32 | 343 |
| 2023-11-18 | 2024-11-30 | -48.19 | 378 |
| 2023-03-03 | 2023-11-10 | -34.60 | 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 | 7512227:yfiusd:triple_gx:lsma115_105_30 | 7512227: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 | 145.34% | 58.82% |
| Worst Year | -20.27% | -41.71% |
| Avg. Up Day | 3.66% | 3.67% |
| Avg. Down Day | -2.84% | -3.08% |
| Avg. Up Week | 11.0% | 11.99% |
| Avg. Down Week | -6.65% | -8.32% |
| Avg. Up Month | 21.71% | 23.22% |
| Avg. Down Month | -6.57% | -12.81% |
| Win Days % | 48.76% | 48.92% |
| Win Month % | 56.76% | 39.02% |
| Win Week % | 52.59% | 48.02% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 75.0% | 25.0% |