| Metric | configs_sql/hl_close/c/uniusd/uniq_daily_ | UNIUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 197.63% | -69.1% |
| Max Drawdown | -51.53% | -79.6% |
| Sharpe | 0.92 | 0.12 |
| Sortino | 1.52 | 0.18 |
| Payoff Ratio | 1.28 | 1.06 |
| Profit Factor | 1.24 | 1.02 |
| Common Sense Ratio | 1.39 | 1.04 |
| CPC Index | 0.76 | 0.53 |
| Tail Ratio | 1.13 | 1.02 |
| Outlier Win Ratio | 13.07 | 3.45 |
| Outlier Loss Ratio | 5.62 | 2.79 |
| Volatility (ann.) | 51.01% | 99.95% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.78 | -0.38 |
| Skew | 1.74 | 1.39 |
| Kurtosis | 20.45 | 12.87 |
| Expected Daily % | 0.09% | -0.1% |
| Expected Monthly % | 2.76% | -2.89% |
| Expected Yearly % | 31.35% | -25.44% |
| Kelly Criterion | 7.38% | 1.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.26% | -8.57% |
| Expected Shortfall (cVaR) | -4.26% | -8.57% |
| Year | UNIUSD | configs_sql/hl_close/c/uniusd/uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -68.70 | -44.25 | 0.64 | + |
| 2023 | 39.98 | 101.02 | 2.53 | + |
| 2024 | 82.95 | 155.89 | 1.88 | + |
| 2025 | -61.45 | 3.79 | -0.06 | + |
| Metric | configs_sql/hl_close/c/uniusd/uniq_daily_ | UNIUSD |
|---|---|---|
| MTD | -0.02% | -14.65% |
| 3M | 3.79% | -66.48% |
| 6M | 99.86% | -24.11% |
| YTD | 3.79% | -61.45% |
| 1Y | 121.14% | -53.35% |
| 3Y (ann.) | 49.26% | -22.88% |
| 5Y (ann.) | 40.25% | -30.52% |
| Metric | configs_sql/hl_close/c/uniusd/uniq_daily_ | UNIUSD |
|---|---|---|
| Max Drawdown | -51.53% | -79.6% |
| Longest DD Days | 662.0 | 1055.0 |
| Avg. Drawdown | -10.79% | -76.12% |
| Avg. Drawdown Days | 72.0 | 586.0 |
| Recovery Factor | 3.84 | -0.87 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-17 | 2023-11-10 | -51.53 | 662 |
| 2024-03-07 | 2024-08-16 | -24.10 | 162 |
| 2024-12-09 | 2025-04-06 | -17.16 | 118 |
| 2024-08-22 | 2024-11-06 | -15.21 | 76 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2023-11-13 | 2023-11-22 | -8.78 | 9 |
| 2024-01-12 | 2024-03-01 | -7.44 | 49 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2024-11-20 | 2024-11-22 | -5.33 | 2 |
| 2023-12-29 | 2024-01-10 | -5.22 | 12 |
| Metric | configs_sql/hl_close/c/uniusd/uniq_daily_ | UNIUSD |
|---|---|---|
| Best Day | 25.79% | 54.94% |
| Worst Day | -19.18% | -19.44% |
| Best Week | 32.19% | 53.07% |
| Worst Week | -29.63% | -32.59% |
| Best Month | 57.63% | 85.34% |
| Worst Month | -22.61% | -45.74% |
| Best Year | 155.89% | 82.95% |
| Worst Year | -44.25% | -68.7% |
| Avg. Up Day | 2.36% | 3.94% |
| Avg. Down Day | -1.85% | -3.72% |
| Avg. Up Week | 6.33% | 11.5% |
| Avg. Down Week | -3.91% | -10.13% |
| Avg. Up Month | 14.96% | 23.67% |
| Avg. Down Month | -5.21% | -18.26% |
| Win Days % | 47.99% | 49.23% |
| Win Month % | 59.46% | 42.5% |
| Win Week % | 56.56% | 45.35% |
| Win Quarter % | 64.29% | 35.71% |
| Win Year % | 75.0% | 50.0% |