| Metric | configs_sql/hl_close/c/yfiusd/uniq_daily_ | YFIUSD |
|---|---|---|
| Time in Market | 72.0% | 100.0% |
| Cumulative Return | 189.78% | -37.2% |
| Max Drawdown | -48.19% | -69.2% |
| Sharpe | 0.99 | 0.22 |
| Sortino | 1.54 | 0.33 |
| Payoff Ratio | 1.31 | 1.14 |
| Profit Factor | 1.26 | 1.04 |
| Common Sense Ratio | 1.62 | 1.06 |
| CPC Index | 0.8 | 0.57 |
| Tail Ratio | 1.28 | 1.03 |
| Outlier Win Ratio | 10.32 | 3.86 |
| Outlier Loss Ratio | 5.8 | 3.17 |
| Volatility (ann.) | 55.42% | 85.13% |
| R^2 | 0.68 | 0.68 |
| Calmar | 1.0 | -0.23 |
| Skew | 0.09 | 0.39 |
| Kurtosis | 33.51 | 8.9 |
| Expected Daily % | 0.11% | -0.05% |
| Expected Monthly % | 3.18% | -1.36% |
| Expected Yearly % | 30.47% | -10.98% |
| Kelly Criterion | 8.45% | 3.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.62% | -7.28% |
| Expected Shortfall (cVaR) | -4.62% | -7.28% |
| Year | YFIUSD | configs_sql/hl_close/c/yfiusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -29.04 | 17.90 | -0.62 | + |
| 2023 | 58.82 | 125.00 | 2.13 | + |
| 2024 | -1.19 | 30.97 | -26.01 | + |
| 2025 | -43.61 | -16.59 | 0.38 | + |
| Metric | configs_sql/hl_close/c/yfiusd/uniq_daily_ | YFIUSD |
|---|---|---|
| MTD | -6.65% | -5.86% |
| 3M | -16.59% | -49.53% |
| 6M | 6.62% | -10.07% |
| YTD | -16.59% | -43.61% |
| 1Y | -5.77% | -45.58% |
| 3Y (ann.) | 48.39% | -15.85% |
| 5Y (ann.) | 48.39% | -15.85% |
| Metric | configs_sql/hl_close/c/yfiusd/uniq_daily_ | YFIUSD |
|---|---|---|
| Max Drawdown | -48.19% | -69.2% |
| Longest DD Days | 384.0 | 505.0 |
| Avg. Drawdown | -16.21% | -46.26% |
| Avg. Drawdown Days | 87.0 | 326.0 |
| Recovery Factor | 3.94 | -0.54 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2024-12-06 | -48.19 | 384 |
| 2024-12-07 | 2025-04-06 | -41.21 | 120 |
| 2023-03-03 | 2023-11-09 | -27.69 | 251 |
| 2022-09-10 | 2023-01-12 | -19.99 | 124 |
| 2023-01-15 | 2023-01-20 | -8.30 | 5 |
| 2023-02-27 | 2023-03-01 | -8.15 | 2 |
| 2023-02-24 | 2023-02-26 | -8.03 | 2 |
| 2022-07-31 | 2022-08-05 | -6.08 | 5 |
| 2023-01-24 | 2023-02-22 | -5.49 | 29 |
| 2022-08-06 | 2022-09-09 | -2.96 | 34 |
| Metric | configs_sql/hl_close/c/yfiusd/uniq_daily_ | YFIUSD |
|---|---|---|
| Best Day | 27.78% | 29.1% |
| Worst Day | -33.38% | -33.38% |
| Best Week | 85.63% | 85.63% |
| Worst Week | -40.56% | -40.3% |
| Best Month | 45.49% | 70.6% |
| Worst Month | -11.96% | -27.0% |
| Best Year | 125.0% | 58.82% |
| Worst Year | -16.59% | -43.61% |
| Avg. Up Day | 2.11% | 3.48% |
| Avg. Down Day | -1.6% | -3.05% |
| Avg. Up Week | 7.22% | 11.66% |
| Avg. Down Week | -4.01% | -8.4% |
| Avg. Up Month | 19.0% | 27.51% |
| Avg. Down Month | -4.44% | -11.75% |
| Win Days % | 48.02% | 48.42% |
| Win Month % | 47.06% | 35.29% |
| Win Week % | 50.41% | 46.21% |
| Win Quarter % | 50.0% | 41.67% |
| Win Year % | 75.0% | 25.0% |