| Metric | uu.btc_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 208.3% | 152.67% |
| Max Drawdown | -29.61% | -66.89% |
| Sharpe | 1.41 | 0.8 |
| Sortino | 2.53 | 1.19 |
| Payoff Ratio | 1.4 | 1.04 |
| Profit Factor | 1.49 | 1.13 |
| Common Sense Ratio | 2.11 | 1.2 |
| CPC Index | 1.05 | 0.61 |
| Tail Ratio | 1.41 | 1.07 |
| Outlier Win Ratio | 16.89 | 3.7 |
| Outlier Loss Ratio | 7.24 | 2.93 |
| Volatility (ann.) | 27.34% | 54.88% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.41 | 0.5 |
| Skew | 2.36 | 0.22 |
| Kurtosis | 26.53 | 3.52 |
| Expected Daily % | 0.1% | 0.08% |
| Expected Monthly % | 2.93% | 2.41% |
| Expected Yearly % | 32.51% | 26.08% |
| Kelly Criterion | 14.68% | 5.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.25% | -4.61% |
| Expected Shortfall (cVaR) | -2.25% | -4.61% |
| Year | BTCUSD | uu.btc_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.94 | -6.38 | 0.11 | + |
| 2023 | 154.85 | 44.27 | 0.29 | - |
| 2024 | 119.18 | 80.39 | 0.67 | - |
| 2025 | 2.67 | 26.53 | 9.94 | + |
| Metric | uu.btc_daily_ | BTCUSD |
|---|---|---|
| MTD | 4.77% | 15.55% |
| 3M | 17.31% | -5.36% |
| 6M | 41.86% | 39.96% |
| YTD | 26.53% | 2.67% |
| 1Y | 71.58% | 52.01% |
| 3Y (ann.) | 37.86% | 33.92% |
| 5Y (ann.) | 41.62% | 33.17% |
| Metric | uu.btc_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -29.61% | -66.89% |
| Longest DD Days | 332.0 | 683.0 |
| Avg. Drawdown | -3.07% | -10.76% |
| Avg. Drawdown Days | 23.0 | 71.0 |
| Recovery Factor | 7.03 | 2.28 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-14 | 2023-04-11 | -29.61 | 332 |
| 2024-06-09 | 2024-08-09 | -12.69 | 61 |
| 2022-03-10 | 2022-05-13 | -9.92 | 64 |
| 2023-07-15 | 2023-11-16 | -7.46 | 124 |
| 2024-01-03 | 2024-02-27 | -7.28 | 55 |
| 2023-05-07 | 2023-07-14 | -6.77 | 68 |
| 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 |
| Metric | uu.btc_daily_ | BTCUSD |
|---|---|---|
| Best Day | 14.16% | 14.21% |
| Worst Day | -11.2% | -14.67% |
| Best Week | 25.62% | 28.96% |
| Worst Week | -10.74% | -30.92% |
| Best Month | 21.63% | 45.57% |
| Worst Month | -10.16% | -36.86% |
| Best Year | 80.39% | 154.85% |
| Worst Year | -6.38% | -55.94% |
| Avg. Up Day | 1.21% | 2.17% |
| Avg. Down Day | -0.87% | -2.08% |
| Avg. Up Week | 3.5% | 5.96% |
| Avg. Down Week | -2.18% | -5.18% |
| Avg. Up Month | 6.72% | 14.78% |
| Avg. Down Month | -4.96% | -13.97% |
| Win Days % | 50.3% | 51.82% |
| Win Month % | 69.23% | 58.97% |
| Win Week % | 58.27% | 53.49% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |