| Metric | uu.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 78.96% | 58.72% |
| Max Drawdown | -12.69% | -28.21% |
| Sharpe | 2.49 | 1.13 |
| Sortino | 4.76 | 1.65 |
| Payoff Ratio | 1.49 | 0.96 |
| Profit Factor | 1.82 | 1.18 |
| Common Sense Ratio | 3.17 | 1.27 |
| CPC Index | 1.45 | 0.6 |
| Tail Ratio | 1.75 | 1.07 |
| Outlier Win Ratio | 12.51 | 3.36 |
| Outlier Loss Ratio | 7.81 | 2.84 |
| Volatility (ann.) | 22.72% | 48.67% |
| R^2 | 0.34 | 0.34 |
| Calmar | 5.67 | 1.91 |
| Skew | 1.7 | -0.2 |
| Kurtosis | 10.69 | 3.27 |
| Expected Daily % | 0.15% | 0.12% |
| Expected Monthly % | 4.58% | 3.62% |
| Expected Yearly % | 33.78% | 25.99% |
| Kelly Criterion | 22.15% | 4.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -4.04% |
| Expected Shortfall (cVaR) | -1.8% | -4.04% |
| Year | BTCUSD | uu.btc_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 28.05 | 0.76 | - |
| 2025 | 16.11 | 39.76 | 2.47 | + |
| Metric | uu.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 4.04% | 3.65% |
| 3M | 15.71% | 22.93% |
| 6M | 35.18% | 9.23% |
| YTD | 39.76% | 16.11% |
| 1Y | 98.64% | 76.72% |
| 3Y (ann.) | 71.93% | 53.75% |
| 5Y (ann.) | 71.93% | 53.75% |
| Metric | uu.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.69% | -28.21% |
| Longest DD Days | 61.0 | 154.0 |
| Avg. Drawdown | -1.97% | -8.54% |
| Avg. Drawdown Days | 10.0 | 37.0 |
| Recovery Factor | 6.22 | 2.08 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2024-08-09 | -12.69 | 61 |
| 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 |
| 2025-06-18 | 2025-06-28 | -3.74 | 10 |
| 2024-10-08 | 2024-10-12 | -3.28 | 4 |
| 2025-06-04 | 2025-06-10 | -2.37 | 6 |
| 2025-03-07 | 2025-03-13 | -1.73 | 6 |
| 2025-03-14 | 2025-03-15 | -1.20 | 1 |
| Metric | uu.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.06% | 9.49% |
| Worst Day | -4.81% | -13.23% |
| Best Week | 12.24% | 15.41% |
| Worst Week | -4.7% | -18.81% |
| Best Month | 15.75% | 34.43% |
| Worst Month | -9.99% | -23.44% |
| Best Year | 39.76% | 36.7% |
| Worst Year | 28.05% | 16.11% |
| Avg. Up Day | 1.09% | 2.0% |
| Avg. Down Day | -0.73% | -2.09% |
| Avg. Up Week | 3.42% | 5.93% |
| Avg. Down Week | -2.09% | -4.84% |
| Avg. Up Month | 6.8% | 12.04% |
| Avg. Down Month | -6.62% | -16.85% |
| Win Days % | 53.41% | 53.32% |
| Win Month % | 84.62% | 69.23% |
| Win Week % | 66.67% | 55.17% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |