| Metric | ub26_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | 53.66% | 39.93% |
| Max Drawdown | -6.05% | -28.38% |
| Sharpe | 1.37 | 0.5 |
| Sortino | 2.47 | 0.73 |
| Payoff Ratio | 1.33 | 1.1 |
| Profit Factor | 1.38 | 1.08 |
| Common Sense Ratio | 1.68 | 1.04 |
| CPC Index | 0.91 | 0.61 |
| Tail Ratio | 1.22 | 0.96 |
| Outlier Win Ratio | 12.54 | 3.15 |
| Outlier Loss Ratio | 11.74 | 2.75 |
| Volatility (ann.) | 9.43% | 26.12% |
| R^2 | 0.44 | 0.44 |
| Calmar | 10.71 | 1.68 |
| Skew | 2.93 | 0.16 |
| Kurtosis | 33.89 | 6.34 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.98% | 3.1% |
| Expected Yearly % | 23.96% | 18.29% |
| Kelly Criterion | 11.5% | 7.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.21% |
| Expected Shortfall (cVaR) | -0.78% | -2.21% |
| Year | BTCUSD | ub26_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 52.19 | 1.05 | + |
| 2025 | -6.39 | 0.96 | -0.15 | + |
| Metric | ub26_fwd_ | BTCUSD |
|---|---|---|
| MTD | 3.07% | 3.67% |
| 3M | 0.83% | -7.78% |
| 6M | 34.61% | 37.46% |
| YTD | 0.96% | -6.39% |
| 1Y | 53.66% | 39.93% |
| 3Y (ann.) | 64.76% | 47.78% |
| 5Y (ann.) | 64.76% | 47.78% |
| Metric | ub26_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.05% | -28.38% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -1.29% | -4.96% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | 8.87 | 1.41 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-25 | -6.05 | 63 |
| 2024-05-21 | 2024-07-19 | -5.58 | 59 |
| 2025-01-07 | 2025-01-20 | -5.37 | 13 |
| 2024-08-24 | 2024-09-18 | -4.59 | 25 |
| 2024-07-22 | 2024-08-06 | -4.06 | 15 |
| 2024-11-13 | 2024-11-19 | -3.99 | 5 |
| 2024-10-21 | 2024-11-06 | -3.16 | 16 |
| 2024-11-12 | 2024-11-13 | -1.80 | 1 |
| 2024-05-16 | 2024-05-17 | -1.56 | 1 |
| 2024-09-27 | 2024-10-11 | -1.29 | 13 |
| Metric | ub26_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.19% | 9.33% |
| Worst Day | -3.42% | -9.32% |
| Best Week | 13.06% | 18.93% |
| Worst Week | -3.45% | -12.33% |
| Best Month | 29.1% | 37.42% |
| Worst Month | -2.22% | -17.69% |
| Best Year | 52.19% | 49.48% |
| Worst Year | 0.96% | -6.39% |
| Avg. Up Day | 0.3% | 0.97% |
| Avg. Down Day | -0.22% | -0.88% |
| Avg. Up Week | 2.56% | 6.05% |
| Avg. Down Week | -1.05% | -3.9% |
| Avg. Up Month | 8.46% | 11.74% |
| Avg. Down Month | -0.94% | -11.18% |
| Win Days % | 49.55% | 51.43% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 61.7% | 53.19% |
| Win Quarter % | 100.0% | 75.0% |
| Win Year % | 100.0% | 50.0% |