| Metric | U | returns_benchmark |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 0.95% | 6.03% |
| Max Drawdown | -1.69% | -10.48% |
| Sharpe | 1.7 | 1.98 |
| Sortino | 2.62 | 3.2 |
| Payoff Ratio | 2.08 | 0.49 |
| Profit Factor | 1.33 | 1.33 |
| Common Sense Ratio | 0.99 | 1.74 |
| CPC Index | 1.8 | 0.4 |
| Tail Ratio | 0.75 | 1.31 |
| Outlier Win Ratio | 15.96 | 2.12 |
| Outlier Loss Ratio | 8.04 | 1.32 |
| Volatility (ann.) | 9.9% | 60.1% |
| R^2 | 0.01 | 0.01 |
| Calmar | 11.12 | 18.22 |
| Skew | 0.21 | 0.34 |
| Kurtosis | 3.57 | 1.34 |
| Expected Daily % | 0.04% | 0.28% |
| Expected Monthly % | 0.95% | 6.03% |
| Expected Yearly % | 0.95% | 6.03% |
| Kelly Criterion | 48.19% | -16.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -4.85% |
| Expected Shortfall (cVaR) | -0.81% | -4.85% |
| Year | returns_benchmark | U | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 6.03 | 0.95 | 0.16 | - |
| Metric | U | returns_benchmark |
|---|---|---|
| MTD | 0.95% | 6.03% |
| 3M | 0.95% | 6.03% |
| 6M | 0.95% | 6.03% |
| YTD | 0.95% | 6.03% |
| 1Y | 0.95% | 6.03% |
| 3Y (ann.) | 18.78% | 190.88% |
| 5Y (ann.) | 18.78% | 190.88% |
| Metric | U | returns_benchmark |
|---|---|---|
| Max Drawdown | -1.69% | -10.48% |
| Longest DD Days | 18.0 | 10.0 |
| Avg. Drawdown | -1.69% | -6.2% |
| Avg. Drawdown Days | 18.0 | 9.0 |
| Recovery Factor | 0.56 | 0.58 |
| Ulcer Index | 2.63 | 1.25 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-03 | 2025-04-21 | -1.69 | 18 |
| Metric | U | returns_benchmark |
|---|---|---|
| Best Day | 1.49% | 8.32% |
| Worst Day | -1.19% | -6.14% |
| Best Week | 1.72% | 3.6% |
| Worst Week | -0.91% | -0.56% |
| Best Month | 0.95% | 6.03% |
| Worst Month | 0.95% | 6.03% |
| Best Year | 0.95% | 6.03% |
| Worst Year | 0.95% | 6.03% |
| Avg. Up Day | 0.4% | 1.6% |
| Avg. Down Day | -0.19% | -3.28% |
| Avg. Up Week | 1.06% | 2.45% |
| Avg. Down Week | -0.91% | -0.56% |
| Avg. Up Month | 0.95% | 6.03% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 65.0% | 61.9% |
| Win Month % | 100.0% | 100.0% |
| Win Week % | 50.0% | 75.0% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |