| Metric | ub26_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | 47.85% | 32.05% |
| Max Drawdown | -5.38% | -26.06% |
| Sharpe | 2.71 | 0.89 |
| Sortino | 5.62 | 1.3 |
| Payoff Ratio | 1.53 | 1.06 |
| Profit Factor | 1.8 | 1.14 |
| Common Sense Ratio | 2.92 | 1.19 |
| CPC Index | 1.47 | 0.63 |
| Tail Ratio | 1.62 | 1.05 |
| Outlier Win Ratio | 10.01 | 2.6 |
| Outlier Loss Ratio | 11.67 | 2.36 |
| Volatility (ann.) | 17.38% | 51.18% |
| R^2 | 0.42 | 0.42 |
| Calmar | 10.79 | 1.47 |
| Skew | 2.62 | -0.18 |
| Kurtosis | 17.43 | 2.96 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.62% | 2.56% |
| Expected Yearly % | 21.59% | 14.92% |
| Kelly Criterion | 23.05% | 7.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -4.28% |
| Expected Shortfall (cVaR) | -1.37% | -4.28% |
| Year | BTCUSD | ub26_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 46.74 | 1.15 | + |
| 2025 | -6.00 | 0.76 | -0.13 | + |
| Metric | ub26_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 3.26% | 8.82% |
| 3M | -0.02% | -11.89% |
| 6M | 35.07% | 38.13% |
| YTD | 0.76% | -6.0% |
| 1Y | 47.85% | 32.05% |
| 3Y (ann.) | 58.0% | 38.44% |
| 5Y (ann.) | 58.0% | 38.44% |
| Metric | ub26_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.38% | -26.06% |
| Longest DD Days | 75.0 | 144.0 |
| Avg. Drawdown | -1.31% | -7.98% |
| Avg. Drawdown Days | 12.0 | 29.0 |
| Recovery Factor | 8.9 | 1.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-20 | -5.38 | 59 |
| 2024-08-25 | 2024-09-19 | -4.39 | 25 |
| 2025-01-08 | 2025-03-24 | -3.89 | 75 |
| 2024-07-23 | 2024-07-27 | -3.37 | 4 |
| 2024-10-22 | 2024-11-06 | -1.93 | 15 |
| 2024-11-15 | 2024-11-16 | -1.73 | 1 |
| 2024-11-13 | 2024-11-14 | -1.55 | 1 |
| 2024-09-21 | 2024-09-25 | -1.00 | 4 |
| 2024-12-06 | 2024-12-21 | -0.95 | 15 |
| 2024-09-29 | 2024-10-12 | -0.78 | 13 |
| Metric | ub26_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.74% | 9.49% |
| Worst Day | -3.01% | -13.23% |
| Best Week | 10.71% | 15.41% |
| Worst Week | -3.31% | -18.81% |
| Best Month | 28.99% | 34.43% |
| Worst Month | -2.62% | -23.44% |
| Best Year | 46.74% | 40.49% |
| Worst Year | 0.76% | -6.0% |
| Avg. Up Day | 0.64% | 2.13% |
| Avg. Down Day | -0.42% | -2.01% |
| Avg. Up Week | 2.52% | 6.26% |
| Avg. Down Week | -0.93% | -4.38% |
| Avg. Up Month | 9.59% | 14.64% |
| Avg. Down Month | -1.77% | -17.37% |
| Win Days % | 53.5% | 52.24% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 59.57% | 51.06% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |