| Metric | eth.uniq.n_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 58.79% | 66.5% |
| Max Drawdown | -8.86% | -28.17% |
| Sharpe | 2.9 | 1.19 |
| Sortino | 5.48 | 1.9 |
| Payoff Ratio | 1.75 | 1.13 |
| Profit Factor | 1.76 | 1.19 |
| Common Sense Ratio | 2.73 | 1.38 |
| CPC Index | 1.64 | 0.68 |
| Tail Ratio | 1.56 | 1.15 |
| Outlier Win Ratio | 11.18 | 2.85 |
| Outlier Loss Ratio | 11.74 | 2.41 |
| Volatility (ann.) | 15.0% | 49.37% |
| R^2 | 0.17 | 0.17 |
| Calmar | 5.98 | 2.12 |
| Skew | 1.73 | 0.6 |
| Kurtosis | 12.8 | 2.52 |
| Expected Daily % | 0.12% | 0.13% |
| Expected Monthly % | 3.36% | 3.71% |
| Expected Yearly % | 26.01% | 29.03% |
| Kelly Criterion | 26.58% | 6.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -4.09% |
| Expected Shortfall (cVaR) | -1.17% | -4.09% |
| Year | BTCUSD | eth.uniq.n_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 53.89 | 1.11 | + |
| 2025 | 12.21 | 3.18 | 0.26 | - |
| Metric | eth.uniq.n_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.53% | 0.1% |
| 3M | 1.11% | 21.58% |
| 6M | 2.69% | 9.27% |
| YTD | 3.18% | 12.21% |
| 1Y | 57.67% | 52.28% |
| 3Y (ann.) | 52.98% | 59.8% |
| 5Y (ann.) | 52.98% | 59.8% |
| Metric | eth.uniq.n_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.86% | -28.17% |
| Longest DD Days | 169.0 | 161.0 |
| Avg. Drawdown | -1.05% | -6.63% |
| Avg. Drawdown Days | 14.0 | 23.0 |
| Recovery Factor | 6.63 | 2.36 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-04 | -8.86 | 169 |
| 2024-05-22 | 2024-07-15 | -4.17 | 54 |
| 2024-08-10 | 2024-09-12 | -2.11 | 33 |
| 2024-07-22 | 2024-08-06 | -1.82 | 15 |
| 2024-09-15 | 2024-09-19 | -1.50 | 4 |
| 2024-11-23 | 2024-12-05 | -1.18 | 12 |
| 2024-10-22 | 2024-11-06 | -1.05 | 15 |
| 2024-10-07 | 2024-10-12 | -0.89 | 5 |
| 2024-12-09 | 2024-12-11 | -0.60 | 2 |
| 2024-07-18 | 2024-07-19 | -0.52 | 1 |
| Metric | eth.uniq.n_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.16% | 11.89% |
| Worst Day | -3.0% | -8.6% |
| Best Week | 12.03% | 18.93% |
| Worst Week | -5.4% | -12.33% |
| Best Month | 27.31% | 37.42% |
| Worst Month | -3.5% | -17.69% |
| Best Year | 53.89% | 48.38% |
| Worst Year | 3.18% | 12.21% |
| Avg. Up Day | 0.6% | 2.23% |
| Avg. Down Day | -0.34% | -1.98% |
| Avg. Up Week | 2.38% | 5.69% |
| Avg. Down Week | -1.35% | -4.55% |
| Avg. Up Month | 5.8% | 11.23% |
| Avg. Down Month | -1.61% | -7.53% |
| Win Days % | 53.26% | 50.63% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 63.79% | 55.17% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |