| Metric | d_yfiusd_div_0.25_tpm:0.015__tp__tep:1.0_ | YFIUSD |
|---|---|---|
| Time in Market | 57.0% | 99.0% |
| Cumulative Return | -40.42% | -32.4% |
| Max Drawdown | -40.42% | -50.84% |
| Sharpe | -1.72 | -0.96 |
| Sortino | -1.79 | -1.33 |
| Payoff Ratio | 5.23 | 0.75 |
| Profit Factor | 0.47 | 0.87 |
| Common Sense Ratio | 1.72 | 0.67 |
| CPC Index | 1.91 | 0.35 |
| Tail Ratio | 3.64 | 0.77 |
| Outlier Win Ratio | 20.86 | 2.56 |
| Outlier Loss Ratio | 3.27 | 4.32 |
| Volatility (ann.) | 89.53% | 103.99% |
| R^2 | 0.0 | 0.0 |
| Calmar | -1.71 | -1.16 |
| Skew | -5.64 | 0.35 |
| Kurtosis | 35.2 | 1.67 |
| Expected Daily % | -0.56% | -0.42% |
| Expected Monthly % | -8.27% | -6.32% |
| Expected Yearly % | -40.42% | -32.4% |
| Kelly Criterion | 73.03% | -8.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.13% | -9.23% |
| Expected Shortfall (cVaR) | -8.13% | -9.23% |
| Year | YFIUSD | d_yfiusd_div_0.25_tpm:0.015__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -32.40 | -40.42 | 1.25 | - |
| Metric | d_yfiusd_div_0.25_tpm:0.015__tp__tep:1.0_ | YFIUSD |
|---|---|---|
| MTD | -28.28% | 11.2% |
| 3M | -36.55% | 13.87% |
| 6M | -40.42% | -32.4% |
| YTD | -40.42% | -32.4% |
| 1Y | -40.42% | -32.4% |
| 3Y (ann.) | -69.32% | -59.07% |
| 5Y (ann.) | -69.32% | -59.07% |
| Metric | d_yfiusd_div_0.25_tpm:0.015__tp__tep:1.0_ | YFIUSD |
|---|---|---|
| Max Drawdown | -40.42% | -50.84% |
| Longest DD Days | 154.0 | 154.0 |
| Avg. Drawdown | -40.42% | -50.84% |
| Avg. Drawdown Days | 154.0 | 154.0 |
| Recovery Factor | -1.0 | -0.64 |
| Ulcer Index | 208152.69 | 1.18 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-08 | 2025-06-11 | -40.42 | 154 |
| Metric | d_yfiusd_div_0.25_tpm:0.015__tp__tep:1.0_ | YFIUSD |
|---|---|---|
| Best Day | 6.34% | 20.56% |
| Worst Day | -31.91% | -13.04% |
| Best Week | 6.34% | 13.15% |
| Worst Week | -31.91% | -19.61% |
| Best Month | 12.46% | 25.41% |
| Worst Month | -30.21% | -20.41% |
| Best Year | -40.42% | -32.4% |
| Worst Year | -40.42% | -32.4% |
| Avg. Up Day | 0.78% | 4.52% |
| Avg. Down Day | -0.15% | -6.0% |
| Avg. Up Week | 2.91% | 6.94% |
| Avg. Down Week | -7.87% | -6.29% |
| Avg. Up Month | 12.46% | 25.41% |
| Avg. Down Month | -11.43% | -17.31% |
| Win Days % | 77.36% | 53.26% |
| Win Month % | 33.33% | 33.33% |
| Win Week % | 56.52% | 43.48% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 0.0% |