| Metric | uniq_ | BTCUSD |
|---|---|---|
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 296.75% | 793.53% |
| Max Drawdown | -26.53% | -76.67% |
| Sharpe | 1.67 | 1.07 |
| Sortino | 2.74 | 1.6 |
| Payoff Ratio | 1.35 | 1.12 |
| Profit Factor | 1.39 | 1.18 |
| Common Sense Ratio | 1.8 | 1.22 |
| CPC Index | 0.94 | 0.67 |
| Tail Ratio | 1.3 | 1.04 |
| Outlier Win Ratio | 11.53 | 2.88 |
| Outlier Loss Ratio | 12.56 | 2.77 |
| Volatility (ann.) | 18.63% | 61.36% |
| R^2 | 0.55 | 0.55 |
| Calmar | 1.28 | 0.77 |
| Skew | 0.81 | 0.11 |
| Kurtosis | 11.25 | 3.49 |
| Expected Daily % | 0.08% | 0.13% |
| Expected Monthly % | 2.45% | 3.92% |
| Expected Yearly % | 25.82% | 44.05% |
| Kelly Criterion | 13.71% | 7.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -5.1% |
| Expected Shortfall (cVaR) | -1.52% | -5.1% |
| Year | BTCUSD | uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 213.85 | 34.90 | 0.16 | - |
| 2021 | 59.34 | 11.92 | 0.20 | - |
| 2022 | -64.22 | -17.84 | 0.28 | + |
| 2023 | 155.54 | 75.41 | 0.48 | - |
| 2024 | 121.00 | 86.39 | 0.71 | - |
| 2025 | -11.59 | -2.17 | 0.19 | + |
| Metric | uniq_ | BTCUSD |
|---|---|---|
| MTD | 0.13% | -2.09% |
| 3M | -2.4% | -13.24% |
| 6M | 33.38% | 25.32% |
| YTD | -2.17% | -11.59% |
| 1Y | 58.76% | 18.54% |
| 3Y (ann.) | 35.75% | 20.55% |
| 5Y (ann.) | 33.93% | 59.07% |
| Metric | uniq_ | BTCUSD |
|---|---|---|
| Max Drawdown | -26.53% | -76.67% |
| Longest DD Days | 415.0 | 846.0 |
| Avg. Drawdown | -2.13% | -8.92% |
| Avg. Drawdown Days | 26.0 | 38.0 |
| Recovery Factor | 11.19 | 10.35 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-17 | -26.53 | 380 |
| 2021-01-09 | 2022-02-28 | -18.38 | 415 |
| 2025-03-03 | 2025-03-31 | -7.69 | 28 |
| 2024-01-09 | 2024-03-04 | -7.69 | 55 |
| 2024-03-14 | 2024-03-28 | -6.22 | 14 |
| 2024-05-22 | 2024-07-15 | -5.44 | 54 |
| 2024-12-17 | 2025-03-02 | -4.82 | 75 |
| 2023-06-26 | 2023-10-23 | -4.17 | 119 |
| 2023-04-15 | 2023-06-20 | -4.07 | 66 |
| 2020-08-18 | 2020-10-19 | -3.46 | 62 |
| Metric | uniq_ | BTCUSD |
|---|---|---|
| Best Day | 7.05% | 19.48% |
| Worst Day | -7.22% | -15.42% |
| Best Week | 14.38% | 38.59% |
| Worst Week | -10.14% | -29.64% |
| Best Month | 28.97% | 47.19% |
| Worst Month | -11.74% | -37.12% |
| Best Year | 86.39% | 213.85% |
| Worst Year | -17.84% | -64.22% |
| Avg. Up Day | 0.68% | 2.53% |
| Avg. Down Day | -0.51% | -2.25% |
| Avg. Up Week | 2.32% | 7.66% |
| Avg. Down Week | -1.24% | -5.66% |
| Avg. Up Month | 6.65% | 18.84% |
| Avg. Down Month | -3.92% | -15.0% |
| Win Days % | 50.45% | 50.85% |
| Win Month % | 70.18% | 57.89% |
| Win Week % | 53.41% | 52.59% |
| Win Quarter % | 68.42% | 57.89% |
| Win Year % | 66.67% | 66.67% |