| Metric | 7512235:yfiusd:triple_gx:lsma110_105_30 | 7512235:YFIUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 431.05% | -20.73% |
| Max Drawdown | -48.43% | -69.67% |
| Sharpe | 1.18 | 0.33 |
| Sortino | 1.9 | 0.5 |
| Payoff Ratio | 1.3 | 1.23 |
| Profit Factor | 1.3 | 1.05 |
| Common Sense Ratio | 1.54 | 1.11 |
| CPC Index | 0.83 | 0.63 |
| Tail Ratio | 1.18 | 1.05 |
| Outlier Win Ratio | 10.61 | 4.54 |
| Outlier Loss Ratio | 3.37 | 3.34 |
| Volatility (ann.) | 70.54% | 85.37% |
| R^2 | 0.69 | 0.69 |
| Calmar | 1.64 | -0.11 |
| Skew | 0.77 | 0.43 |
| Kurtosis | 18.8 | 8.5 |
| Expected Daily % | 0.16% | -0.02% |
| Expected Monthly % | 4.89% | -0.66% |
| Expected Yearly % | 51.8% | -5.64% |
| Kelly Criterion | 9.41% | 7.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.85% | -7.27% |
| Expected Shortfall (cVaR) | -5.85% | -7.27% |
| Year | 7512235:YFIUSD | 7512235:yfiusd:triple_gx:lsma110_105_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -22.60 | 38.33 | -1.70 | + |
| 2023 | 58.82 | 145.34 | 2.47 | + |
| 2024 | -1.19 | 85.14 | -71.49 | + |
| 2025 | -34.73 | -15.48 | 0.45 | + |
| Metric | 7512235:yfiusd:triple_gx:lsma110_105_30 | 7512235:YFIUSD |
|---|---|---|
| MTD | -3.4% | -6.48% |
| 3M | -12.31% | -9.07% |
| 6M | 5.6% | -29.23% |
| YTD | -15.48% | -34.73% |
| 1Y | 21.75% | -26.07% |
| 3Y (ann.) | 79.27% | -7.8% |
| 5Y (ann.) | 79.27% | -7.8% |
| Metric | 7512235:yfiusd:triple_gx:lsma110_105_30 | 7512235:YFIUSD |
|---|---|---|
| Max Drawdown | -48.43% | -69.67% |
| Longest DD Days | 380.0 | 560.0 |
| Avg. Drawdown | -17.4% | -30.08% |
| Avg. Drawdown Days | 77.0 | 207.0 |
| Recovery Factor | 8.9 | -0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -48.43 | 175 |
| 2023-11-18 | 2024-12-02 | -48.19 | 380 |
| 2022-08-06 | 2023-01-13 | -35.45 | 160 |
| 2023-03-03 | 2023-11-10 | -34.60 | 252 |
| 2022-07-24 | 2022-07-27 | -10.03 | 3 |
| 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 |
| Metric | 7512235:yfiusd:triple_gx:lsma110_105_30 | 7512235: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 | -16.85% | -27.0% |
| Best Year | 145.34% | 58.82% |
| Worst Year | -15.48% | -34.73% |
| Avg. Up Day | 3.83% | 3.84% |
| Avg. Down Day | -2.95% | -3.12% |
| Avg. Up Week | 12.56% | 13.83% |
| Avg. Down Week | -6.67% | -8.28% |
| Avg. Up Month | 23.59% | 26.5% |
| Avg. Down Month | -6.19% | -13.48% |
| Win Days % | 48.81% | 48.8% |
| Win Month % | 54.84% | 37.14% |
| Win Week % | 51.46% | 46.41% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 75.0% | 25.0% |