| Metric | uu.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 62.03% | 40.35% |
| Max Drawdown | -12.69% | -28.21% |
| Sharpe | 2.35 | 0.98 |
| Sortino | 4.4 | 1.43 |
| Payoff Ratio | 1.43 | 0.94 |
| Profit Factor | 1.76 | 1.16 |
| Common Sense Ratio | 2.91 | 1.21 |
| CPC Index | 1.37 | 0.58 |
| Tail Ratio | 1.65 | 1.05 |
| Outlier Win Ratio | 12.97 | 3.32 |
| Outlier Loss Ratio | 7.2 | 2.67 |
| Volatility (ann.) | 23.64% | 51.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 5.49 | 1.59 |
| Skew | 1.65 | -0.2 |
| Kurtosis | 10.43 | 2.9 |
| Expected Daily % | 0.14% | 0.1% |
| Expected Monthly % | 4.48% | 3.13% |
| Expected Yearly % | 27.29% | 18.47% |
| Kelly Criterion | 22.39% | 3.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.88% | -4.28% |
| Expected Shortfall (cVaR) | -1.88% | -4.28% |
| Year | BTCUSD | uu.btc_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 28.05 | 0.76 | - |
| 2025 | 2.67 | 26.53 | 9.94 | + |
| Metric | uu.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 4.77% | 15.55% |
| 3M | 17.31% | -5.36% |
| 6M | 41.86% | 39.96% |
| YTD | 26.53% | 2.67% |
| 1Y | 62.03% | 40.35% |
| 3Y (ann.) | 69.72% | 45.0% |
| 5Y (ann.) | 69.72% | 45.0% |
| Metric | uu.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.69% | -28.21% |
| Longest DD Days | 61.0 | 144.0 |
| Avg. Drawdown | -2.0% | -8.58% |
| Avg. Drawdown Days | 9.0 | 34.0 |
| Recovery Factor | 4.89 | 1.43 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2024-08-09 | -12.69 | 61 |
| 2025-01-31 | 2025-03-01 | -6.68 | 29 |
| 2024-12-06 | 2024-12-16 | -5.40 | 10 |
| 2024-12-22 | 2025-01-04 | -5.27 | 13 |
| 2024-08-12 | 2024-09-12 | -4.89 | 31 |
| 2024-10-08 | 2024-10-12 | -3.28 | 4 |
| 2025-03-07 | 2025-03-13 | -1.73 | 6 |
| 2025-03-14 | 2025-03-15 | -1.20 | 1 |
| 2025-04-03 | 2025-04-12 | -1.06 | 9 |
| 2024-08-10 | 2024-08-11 | -1.01 | 1 |
| Metric | uu.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.06% | 9.49% |
| Worst Day | -4.81% | -13.23% |
| Best Week | 12.24% | 15.41% |
| Worst Week | -4.7% | -18.81% |
| Best Month | 15.75% | 34.43% |
| Worst Month | -9.99% | -23.44% |
| Best Year | 28.05% | 36.7% |
| Worst Year | 26.53% | 2.67% |
| Avg. Up Day | 1.13% | 2.15% |
| Avg. Down Day | -0.79% | -2.29% |
| Avg. Up Week | 3.3% | 6.47% |
| Avg. Down Week | -2.4% | -5.09% |
| Avg. Up Month | 7.29% | 13.66% |
| Avg. Down Month | -6.62% | -16.85% |
| Win Days % | 54.33% | 53.15% |
| Win Month % | 81.82% | 63.64% |
| Win Week % | 72.97% | 51.02% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |