| Metric | yfiusd_div_0.25_tpm:0.015__tp__tep:1.0_ | YFIUSD |
|---|---|---|
| Time in Market | 35.0% | 99.0% |
| Cumulative Return | -38.35% | -31.22% |
| Max Drawdown | -43.21% | -55.8% |
| Sharpe | -0.04 | -0.01 |
| Sortino | -0.04 | -0.01 |
| Payoff Ratio | 0.0 | 0.77 |
| Profit Factor | 0.61 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.0 | 0.38 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 569.89 | 1.92 |
| Outlier Loss Ratio | 0.09 | 1.89 |
| Volatility (ann.) | 2.98% | 4.59% |
| R^2 | 0.0 | 0.0 |
| Calmar | -1.54 | -1.02 |
| Skew | -186.24 | -0.84 |
| Kurtosis | 40359.86 | 195.96 |
| Expected Daily % | -0.0% | -0.0% |
| Expected Monthly % | -7.74% | -6.05% |
| Expected Yearly % | -38.35% | -31.22% |
| Kelly Criterion | -44.43% | -15.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.26% | -0.4% |
| Expected Shortfall (cVaR) | -0.26% | -0.4% |
| Year | YFIUSD | yfiusd_div_0.25_tpm:0.015__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -31.22 | -38.35 | 1.23 | - |
| Metric | yfiusd_div_0.25_tpm:0.015__tp__tep:1.0_ | YFIUSD |
|---|---|---|
| MTD | -28.28% | 5.47% |
| 3M | -6.82% | 8.32% |
| 6M | -38.35% | -31.22% |
| YTD | -38.35% | -31.22% |
| 1Y | -38.35% | -31.22% |
| 3Y (ann.) | -66.37% | -56.97% |
| 5Y (ann.) | -66.37% | -56.97% |
| Metric | yfiusd_div_0.25_tpm:0.015__tp__tep:1.0_ | YFIUSD |
|---|---|---|
| Max Drawdown | -43.21% | -55.8% |
| Longest DD Days | 155.0 | 156.0 |
| Avg. Drawdown | -43.21% | -1.52% |
| Avg. Drawdown Days | 155.0 | 3.0 |
| Recovery Factor | -0.89 | -0.56 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-12 | -43.21 | 155 |
| Metric | yfiusd_div_0.25_tpm:0.015__tp__tep:1.0_ | YFIUSD |
|---|---|---|
| Best Day | 6.55% | 9.07% |
| Worst Day | -35.0% | -12.73% |
| Best Week | 6.34% | 17.84% |
| Worst Week | -31.91% | -20.74% |
| Best Month | 12.46% | 16.5% |
| Worst Month | -30.21% | -22.05% |
| Best Year | -38.35% | -31.22% |
| Worst Year | -38.35% | -31.22% |
| Avg. Up Day | 0.0% | 0.15% |
| Avg. Down Day | -4.87% | -0.19% |
| Avg. Up Week | 3.0% | 8.7% |
| Avg. Down Week | -4.95% | -6.95% |
| Avg. Up Month | 12.46% | 16.5% |
| Avg. Down Month | -16.04% | -18.17% |
| Win Days % | 99.92% | 49.76% |
| Win Month % | 50.0% | 33.33% |
| Win Week % | 56.52% | 37.5% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |