| Metric | uu.btc_ | BTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 208.3% | 158.1% |
| Max Drawdown | -32.17% | -67.18% |
| Sharpe | 0.72 | 0.41 |
| Sortino | 1.18 | 0.59 |
| Payoff Ratio | 1.24 | 1.07 |
| Profit Factor | 1.24 | 1.07 |
| Common Sense Ratio | 1.59 | 1.05 |
| CPC Index | 0.74 | 0.59 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 17.82 | 3.71 |
| Outlier Loss Ratio | 7.79 | 3.65 |
| Volatility (ann.) | 13.27% | 26.62% |
| R^2 | 0.35 | 0.35 |
| Calmar | 1.29 | 0.51 |
| Skew | 2.35 | 0.21 |
| Kurtosis | 36.9 | 6.36 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.85% | 2.4% |
| Expected Yearly % | 32.51% | 26.75% |
| Kelly Criterion | 6.88% | 5.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.26% |
| Expected Shortfall (cVaR) | -1.12% | -2.26% |
| Year | BTCUSD | uu.btc_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -6.50 | 0.12 | + |
| 2023 | 155.54 | 44.66 | 0.29 | - |
| 2024 | 121.00 | 81.89 | 0.68 | - |
| 2025 | 1.87 | 25.32 | 13.54 | + |
| Metric | uu.btc_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.97% |
| 3M | 17.31% | -6.12% |
| 6M | 41.86% | 30.77% |
| YTD | 25.32% | 1.87% |
| 1Y | 72.28% | 56.91% |
| 3Y (ann.) | 37.86% | 36.16% |
| 5Y (ann.) | 41.58% | 34.02% |
| Metric | uu.btc_ | BTCUSD |
|---|---|---|
| Max Drawdown | -32.17% | -67.18% |
| Longest DD Days | 330.0 | 683.0 |
| Avg. Drawdown | -2.28% | -6.91% |
| Avg. Drawdown Days | 12.0 | 36.0 |
| Recovery Factor | 6.47 | 2.35 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-11 | -32.17 | 330 |
| 2024-06-10 | 2024-08-08 | -13.76 | 59 |
| 2022-03-09 | 2022-05-13 | -10.96 | 64 |
| 2024-01-02 | 2024-02-27 | -10.05 | 55 |
| 2024-12-05 | 2024-12-15 | -7.89 | 10 |
| 2023-07-14 | 2023-11-15 | -7.88 | 124 |
| 2023-04-26 | 2023-07-13 | -7.78 | 77 |
| 2025-01-30 | 2025-02-28 | -6.68 | 29 |
| 2024-08-09 | 2024-09-11 | -6.55 | 33 |
| 2023-11-16 | 2023-11-28 | -5.51 | 12 |
| Metric | uu.btc_ | BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 24.26% | 35.75% |
| Worst Week | -12.14% | -29.64% |
| Best Month | 21.68% | 43.77% |
| Worst Month | -11.25% | -37.12% |
| Best Year | 81.89% | 155.54% |
| Worst Year | -6.5% | -55.14% |
| Avg. Up Day | 0.54% | 0.96% |
| Avg. Down Day | -0.44% | -0.9% |
| Avg. Up Week | 3.05% | 6.82% |
| Avg. Down Week | -2.21% | -5.3% |
| Avg. Up Month | 5.56% | 14.28% |
| Avg. Down Month | -4.88% | -12.18% |
| Win Days % | 48.45% | 51.24% |
| Win Month % | 74.36% | 60.0% |
| Win Week % | 57.94% | 49.71% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |