| Metric | configs_sql/hl_close/c/yfiusd/uniq_fwd_ | YFIUSD |
|---|---|---|
| Time in Market | 78.0% | 100.0% |
| Cumulative Return | -10.36% | -33.25% |
| Max Drawdown | -41.21% | -67.85% |
| Sharpe | 0.0 | -0.15 |
| Sortino | 0.01 | -0.23 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.0 | 0.98 |
| Common Sense Ratio | 0.98 | 0.93 |
| CPC Index | 0.53 | 0.54 |
| Tail Ratio | 0.98 | 0.95 |
| Outlier Win Ratio | 9.28 | 3.31 |
| Outlier Loss Ratio | 5.4 | 2.79 |
| Volatility (ann.) | 50.97% | 81.76% |
| R^2 | 0.67 | 0.67 |
| Calmar | -0.28 | -0.54 |
| Skew | 2.88 | 1.06 |
| Kurtosis | 40.71 | 8.55 |
| Expected Daily % | -0.03% | -0.12% |
| Expected Monthly % | -0.91% | -3.31% |
| Expected Yearly % | -5.32% | -18.3% |
| Kelly Criterion | -1.66% | 2.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.39% | -7.07% |
| Expected Shortfall (cVaR) | -4.39% | -7.07% |
| Year | YFIUSD | configs_sql/hl_close/c/yfiusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 17.89 | 7.15 | 0.40 | - |
| 2025 | -43.38 | -16.34 | 0.38 | + |
| Metric | configs_sql/hl_close/c/yfiusd/uniq_fwd_ | YFIUSD |
|---|---|---|
| MTD | -6.37% | -5.48% |
| 3M | -16.34% | -48.92% |
| 6M | 7.73% | -9.03% |
| YTD | -16.34% | -43.38% |
| 1Y | -10.36% | -33.25% |
| 3Y (ann.) | -11.53% | -36.4% |
| 5Y (ann.) | -11.53% | -36.4% |
| Metric | configs_sql/hl_close/c/yfiusd/uniq_fwd_ | YFIUSD |
|---|---|---|
| Max Drawdown | -41.21% | -67.85% |
| Longest DD Days | 166.0 | 180.0 |
| Avg. Drawdown | -10.0% | -15.14% |
| Avg. Drawdown Days | 39.0 | 39.0 |
| Recovery Factor | -0.25 | -0.49 |
| Ulcer Index | 1.08 | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-07 | 2025-04-07 | -41.21 | 121 |
| 2024-05-28 | 2024-11-10 | -21.31 | 166 |
| 2024-11-11 | 2024-11-23 | -12.53 | 12 |
| 2024-11-25 | 2024-11-30 | -2.66 | 5 |
| 2024-05-22 | 2024-05-25 | -1.00 | 3 |
| 2024-05-26 | 2024-05-27 | -0.76 | 1 |
| 2024-05-18 | 2024-05-20 | -0.32 | 2 |
| 2024-12-01 | 2024-12-02 | -0.22 | 1 |
| Metric | configs_sql/hl_close/c/yfiusd/uniq_fwd_ | YFIUSD |
|---|---|---|
| Best Day | 27.78% | 29.1% |
| Worst Day | -16.34% | -19.2% |
| Best Week | 26.78% | 82.64% |
| Worst Week | -15.93% | -20.74% |
| Best Month | 45.49% | 70.6% |
| Worst Month | -11.96% | -22.05% |
| Best Year | 7.15% | 17.89% |
| Worst Year | -16.34% | -43.38% |
| Avg. Up Day | 1.78% | 3.31% |
| Avg. Down Day | -1.55% | -2.89% |
| Avg. Up Week | 5.49% | 13.03% |
| Avg. Down Week | -4.38% | -7.63% |
| Avg. Up Month | 45.49% | 70.6% |
| Avg. Down Month | -5.6% | -10.29% |
| Win Days % | 45.63% | 48.16% |
| Win Month % | 16.67% | 25.0% |
| Win Week % | 50.0% | 38.78% |
| Win Quarter % | 20.0% | 20.0% |
| Win Year % | 50.0% | 50.0% |