| Metric | uu.btc_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 59.0% | 100.0% |
| Cumulative Return | 78.96% | 58.73% |
| Max Drawdown | -13.76% | -29.51% |
| Sharpe | 1.14 | 0.55 |
| Sortino | 1.84 | 0.81 |
| Payoff Ratio | 1.28 | 1.11 |
| Profit Factor | 1.33 | 1.09 |
| Common Sense Ratio | 1.86 | 1.06 |
| CPC Index | 0.85 | 0.63 |
| Tail Ratio | 1.39 | 0.97 |
| Outlier Win Ratio | 13.65 | 3.49 |
| Outlier Loss Ratio | 7.39 | 3.37 |
| Volatility (ann.) | 12.48% | 24.91% |
| R^2 | 0.39 | 0.39 |
| Calmar | 5.21 | 1.82 |
| Skew | 1.32 | 0.2 |
| Kurtosis | 20.87 | 7.08 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.58% | 3.62% |
| Expected Yearly % | 33.78% | 25.99% |
| Kelly Criterion | 10.2% | 8.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.11% |
| Expected Shortfall (cVaR) | -1.04% | -2.11% |
| Year | BTCUSD | uu.btc_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 29.29 | 0.77 | - |
| 2025 | 15.00 | 38.42 | 2.56 | + |
| Metric | uu.btc_fwd_ | BTCUSD |
|---|---|---|
| MTD | 3.07% | 2.59% |
| 3M | 15.71% | 27.24% |
| 6M | 37.15% | 14.0% |
| YTD | 38.42% | 15.0% |
| 1Y | 100.07% | 78.0% |
| 3Y (ann.) | 71.69% | 53.59% |
| 5Y (ann.) | 71.69% | 53.59% |
| Metric | uu.btc_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.76% | -29.51% |
| Longest DD Days | 59.0 | 144.0 |
| Avg. Drawdown | -1.65% | -4.9% |
| Avg. Drawdown Days | 5.0 | 15.0 |
| Recovery Factor | 5.74 | 1.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -13.76 | 59 |
| 2024-12-05 | 2024-12-15 | -7.89 | 10 |
| 2025-01-30 | 2025-02-28 | -6.68 | 29 |
| 2024-08-09 | 2024-09-11 | -6.55 | 33 |
| 2025-06-16 | 2025-06-29 | -5.98 | 12 |
| 2024-12-21 | 2025-01-03 | -5.27 | 13 |
| 2024-10-07 | 2024-10-11 | -5.02 | 3 |
| 2025-03-13 | 2025-03-14 | -4.34 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-01-07 | 2025-01-14 | -3.56 | 7 |
| Metric | uu.btc_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.88% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.81% | 18.93% |
| Worst Week | -5.79% | -12.33% |
| Best Month | 11.42% | 37.42% |
| Worst Month | -7.08% | -17.69% |
| Best Year | 38.42% | 38.02% |
| Worst Year | 29.29% | 15.0% |
| Avg. Up Day | 0.53% | 0.97% |
| Avg. Down Day | -0.42% | -0.87% |
| Avg. Up Week | 2.89% | 5.47% |
| Avg. Down Week | -2.21% | -3.76% |
| Avg. Up Month | 5.08% | 12.03% |
| Avg. Down Month | -7.08% | -7.35% |
| Win Days % | 49.57% | 51.97% |
| Win Month % | 92.31% | 61.54% |
| Win Week % | 63.64% | 56.9% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |