| Metric | ub26hl_ | BTCUSD |
|---|---|---|
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | 73.01% | 106.66% |
| Max Drawdown | -51.29% | -67.18% |
| Sharpe | 0.38 | 0.35 |
| Sortino | 0.42 | 0.51 |
| Payoff Ratio | 1.27 | 1.1 |
| Profit Factor | 1.18 | 1.06 |
| Common Sense Ratio | 1.5 | 1.03 |
| CPC Index | 0.73 | 0.59 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 14.57 | 3.37 |
| Outlier Loss Ratio | 13.41 | 3.11 |
| Volatility (ann.) | 16.55% | 26.59% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.38 | 0.39 |
| Skew | -37.57 | 0.16 |
| Kurtosis | 2119.51 | 6.29 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.45% | 1.93% |
| Expected Yearly % | 14.69% | 19.9% |
| Kelly Criterion | 8.63% | 6.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.26% |
| Expected Shortfall (cVaR) | -1.41% | -2.26% |
| Year | BTCUSD | ub26hl_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.91 | 2.03 | -0.03 | + |
| 2023 | 155.54 | 83.16 | 0.53 | - |
| 2024 | 121.00 | 84.20 | 0.70 | - |
| 2025 | -6.39 | -49.74 | 7.79 | - |
| Metric | ub26hl_ | BTCUSD |
|---|---|---|
| MTD | -48.02% | 3.67% |
| 3M | -49.72% | -7.78% |
| 6M | -30.96% | 37.46% |
| YTD | -49.74% | -6.39% |
| 1Y | -15.94% | 30.04% |
| 3Y (ann.) | 18.69% | 25.65% |
| 5Y (ann.) | 19.28% | 26.29% |
| Metric | ub26hl_ | BTCUSD |
|---|---|---|
| Max Drawdown | -51.29% | -67.18% |
| Longest DD Days | 158.0 | 683.0 |
| Avg. Drawdown | -1.59% | -6.69% |
| Avg. Drawdown Days | 9.0 | 34.0 |
| Recovery Factor | 1.42 | 1.59 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-25 | -51.29 | 98 |
| 2022-08-08 | 2023-01-14 | -10.12 | 158 |
| 2022-05-16 | 2022-07-28 | -10.00 | 73 |
| 2024-01-09 | 2024-03-04 | -9.72 | 55 |
| 2024-03-11 | 2024-04-20 | -7.33 | 39 |
| 2024-05-21 | 2024-07-15 | -6.91 | 55 |
| 2023-06-23 | 2023-10-23 | -5.94 | 121 |
| 2023-04-30 | 2023-06-20 | -5.35 | 50 |
| 2024-03-05 | 2024-03-08 | -5.26 | 3 |
| 2023-01-30 | 2023-02-15 | -3.92 | 16 |
| Metric | ub26hl_ | BTCUSD |
|---|---|---|
| Best Day | 7.18% | 9.33% |
| Worst Day | -48.2% | -9.32% |
| Best Week | 16.73% | 35.75% |
| Worst Week | -47.7% | -29.64% |
| Best Month | 32.55% | 43.77% |
| Worst Month | -48.02% | -37.12% |
| Best Year | 84.2% | 155.54% |
| Worst Year | -49.74% | -60.91% |
| Avg. Up Day | 0.23% | 0.95% |
| Avg. Down Day | -0.18% | -0.87% |
| Avg. Up Week | 2.71% | 6.8% |
| Avg. Down Week | -1.07% | -4.84% |
| Avg. Up Month | 7.48% | 14.56% |
| Avg. Down Month | -2.64% | -13.81% |
| Win Days % | 48.94% | 51.06% |
| Win Month % | 71.05% | 60.53% |
| Win Week % | 53.01% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |