| Metric | 7512301:yfiusd:triple_gx:lsma220_105_30 | 7512301:YFIUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 442.95% | -5.05% |
| Max Drawdown | -48.34% | -69.67% |
| Sharpe | 1.34 | 0.38 |
| Sortino | 2.18 | 0.57 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.39 | 1.06 |
| Common Sense Ratio | 1.83 | 1.12 |
| CPC Index | 0.9 | 0.66 |
| Tail Ratio | 1.32 | 1.05 |
| Outlier Win Ratio | 11.5 | 4.3 |
| Outlier Loss Ratio | 3.11 | 3.17 |
| Volatility (ann.) | 64.89% | 81.06% |
| R^2 | 0.64 | 0.64 |
| Calmar | 1.94 | -0.03 |
| Skew | 0.62 | 0.31 |
| Kurtosis | 23.09 | 9.14 |
| Expected Daily % | 0.18% | -0.01% |
| Expected Monthly % | 5.61% | -0.17% |
| Expected Yearly % | 52.65% | -1.29% |
| Kelly Criterion | 10.92% | 9.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.35% | -6.89% |
| Expected Shortfall (cVaR) | -5.35% | -6.89% |
| Year | 7512301:YFIUSD | 7512301:yfiusd:triple_gx:lsma220_105_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.30 | 21.70 | -2.97 | + |
| 2023 | 58.82 | 181.36 | 3.08 | + |
| 2024 | -1.19 | 87.27 | -73.28 | + |
| 2025 | -34.73 | -15.33 | 0.44 | + |
| Metric | 7512301:yfiusd:triple_gx:lsma220_105_30 | 7512301:YFIUSD |
|---|---|---|
| MTD | -3.4% | -6.48% |
| 3M | -4.77% | -9.07% |
| 6M | 5.79% | -29.23% |
| YTD | -15.33% | -34.73% |
| 1Y | 36.33% | -26.07% |
| 3Y (ann.) | 93.7% | -2.0% |
| 5Y (ann.) | 93.7% | -2.0% |
| Metric | 7512301:yfiusd:triple_gx:lsma220_105_30 | 7512301:YFIUSD |
|---|---|---|
| Max Drawdown | -48.34% | -69.67% |
| Longest DD Days | 380.0 | 560.0 |
| Avg. Drawdown | -14.68% | -19.54% |
| Avg. Drawdown Days | 61.0 | 83.0 |
| Recovery Factor | 9.16 | -0.07 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-05-31 | -48.34 | 175 |
| 2023-11-18 | 2024-12-02 | -48.19 | 380 |
| 2023-03-03 | 2023-07-02 | -29.35 | 121 |
| 2023-07-03 | 2023-11-09 | -23.21 | 129 |
| 2022-11-11 | 2022-11-30 | -14.63 | 19 |
| 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 |
| 2023-01-24 | 2023-01-29 | -5.48 | 5 |
| Metric | 7512301:yfiusd:triple_gx:lsma220_105_30 | 7512301: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 | -12.53% | -27.0% |
| Best Year | 181.36% | 58.82% |
| Worst Year | -15.33% | -34.73% |
| Avg. Up Day | 3.97% | 3.98% |
| Avg. Down Day | -3.0% | -3.16% |
| Avg. Up Week | 12.77% | 13.97% |
| Avg. Down Week | -7.19% | -9.1% |
| Avg. Up Month | 21.59% | 22.68% |
| Avg. Down Month | -6.42% | -12.67% |
| Win Days % | 49.27% | 49.52% |
| Win Month % | 60.0% | 41.94% |
| Win Week % | 55.7% | 46.38% |
| Win Quarter % | 63.64% | 45.45% |
| Win Year % | 75.0% | 25.0% |