| Metric | eth.uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 55.83% | 61.44% |
| Max Drawdown | -6.78% | -28.17% |
| Sharpe | 3.03 | 1.13 |
| Sortino | 6.29 | 1.8 |
| Payoff Ratio | 1.75 | 1.14 |
| Profit Factor | 1.76 | 1.18 |
| Common Sense Ratio | 2.4 | 1.36 |
| CPC Index | 1.6 | 0.68 |
| Tail Ratio | 1.36 | 1.16 |
| Outlier Win Ratio | 11.16 | 2.78 |
| Outlier Loss Ratio | 11.59 | 2.18 |
| Volatility (ann.) | 13.69% | 49.4% |
| R^2 | 0.33 | 0.33 |
| Calmar | 7.4 | 1.96 |
| Skew | 2.42 | 0.6 |
| Kurtosis | 16.25 | 2.51 |
| Expected Daily % | 0.11% | 0.12% |
| Expected Monthly % | 3.22% | 3.48% |
| Expected Yearly % | 24.83% | 27.06% |
| Kelly Criterion | 24.31% | 7.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -4.1% |
| Expected Shortfall (cVaR) | -1.06% | -4.1% |
| Year | BTCUSD | eth.uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 51.05 | 1.06 | + |
| 2025 | 8.80 | 3.16 | 0.36 | - |
| Metric | eth.uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.67% | -2.94% |
| 3M | 2.28% | 16.41% |
| 6M | 3.22% | 5.89% |
| YTD | 3.16% | 8.8% |
| 1Y | 54.38% | 43.98% |
| 3Y (ann.) | 50.2% | 55.15% |
| 5Y (ann.) | 50.2% | 55.15% |
| Metric | eth.uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.78% | -28.17% |
| Longest DD Days | 170.0 | 161.0 |
| Avg. Drawdown | -1.0% | -6.77% |
| Avg. Drawdown Days | 15.0 | 23.0 |
| Recovery Factor | 8.23 | 2.18 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-05 | -6.78 | 170 |
| 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_ | 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 | 3.16% | 8.8% |
| Avg. Up Day | 0.6% | 2.24% |
| Avg. Down Day | -0.34% | -1.96% |
| Avg. Up Week | 2.36% | 5.88% |
| Avg. Down Week | -1.09% | -4.45% |
| Avg. Up Month | 6.08% | 12.62% |
| Avg. Down Month | -1.55% | -8.97% |
| Win Days % | 51.82% | 50.5% |
| Win Month % | 78.57% | 57.14% |
| Win Week % | 60.34% | 53.45% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |