| Metric | eth.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 56.16% | 66.5% |
| Max Drawdown | -6.78% | -28.17% |
| Sharpe | 3.05 | 1.19 |
| Sortino | 6.33 | 1.9 |
| Payoff Ratio | 1.75 | 1.15 |
| Profit Factor | 1.77 | 1.19 |
| Common Sense Ratio | 2.4 | 1.38 |
| CPC Index | 1.6 | 0.69 |
| Tail Ratio | 1.36 | 1.15 |
| Outlier Win Ratio | 11.17 | 2.78 |
| Outlier Loss Ratio | 11.57 | 2.19 |
| Volatility (ann.) | 13.7% | 49.37% |
| R^2 | 0.33 | 0.33 |
| Calmar | 7.47 | 2.12 |
| Skew | 2.41 | 0.6 |
| Kurtosis | 16.21 | 2.52 |
| Expected Daily % | 0.11% | 0.13% |
| Expected Monthly % | 3.23% | 3.71% |
| Expected Yearly % | 24.96% | 29.03% |
| Kelly Criterion | 24.45% | 7.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -4.09% |
| Expected Shortfall (cVaR) | -1.07% | -4.09% |
| Year | BTCUSD | eth.uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 51.05 | 1.06 | + |
| 2025 | 12.21 | 3.38 | 0.28 | - |
| Metric | eth.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.88% | 0.1% |
| 3M | 2.7% | 21.58% |
| 6M | 3.48% | 9.27% |
| YTD | 3.38% | 12.21% |
| 1Y | 54.74% | 52.28% |
| 3Y (ann.) | 50.65% | 59.8% |
| 5Y (ann.) | 50.65% | 59.8% |
| Metric | eth.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.78% | -28.17% |
| Longest DD Days | 169.0 | 161.0 |
| Avg. Drawdown | -1.0% | -6.63% |
| Avg. Drawdown Days | 14.0 | 23.0 |
| Recovery Factor | 8.28 | 2.36 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-04 | -6.78 | 169 |
| 2024-05-22 | 2024-07-15 | -4.78 | 54 |
| 2024-07-22 | 2024-08-08 | -2.22 | 17 |
| 2024-08-10 | 2024-09-14 | -1.98 | 35 |
| 2024-11-23 | 2024-12-05 | -1.58 | 12 |
| 2024-10-22 | 2024-11-06 | -1.24 | 15 |
| 2024-09-15 | 2024-09-19 | -0.98 | 4 |
| 2024-12-09 | 2024-12-11 | -0.70 | 2 |
| 2024-10-07 | 2024-10-12 | -0.70 | 5 |
| 2024-11-17 | 2024-11-19 | -0.48 | 2 |
| Metric | eth.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.21% | 11.89% |
| Worst Day | -2.16% | -8.6% |
| Best Week | 11.28% | 18.93% |
| Worst Week | -3.32% | -12.33% |
| Best Month | 27.13% | 37.42% |
| Worst Month | -1.79% | -17.69% |
| Best Year | 51.05% | 48.38% |
| Worst Year | 3.38% | 12.21% |
| Avg. Up Day | 0.6% | 2.24% |
| Avg. Down Day | -0.34% | -1.95% |
| Avg. Up Week | 2.3% | 5.69% |
| Avg. Down Week | -1.09% | -4.45% |
| Avg. Up Month | 5.5% | 11.23% |
| Avg. Down Month | -1.55% | -8.97% |
| Win Days % | 51.96% | 50.63% |
| Win Month % | 78.57% | 64.29% |
| Win Week % | 60.34% | 55.17% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |