| Metric | eth.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 57.87% | 73.6% |
| Max Drawdown | -6.78% | -28.17% |
| Sharpe | 2.92 | 1.21 |
| Sortino | 5.95 | 1.93 |
| Payoff Ratio | 1.67 | 1.14 |
| Profit Factor | 1.7 | 1.19 |
| Common Sense Ratio | 2.31 | 1.4 |
| CPC Index | 1.47 | 0.69 |
| Tail Ratio | 1.35 | 1.17 |
| Outlier Win Ratio | 10.89 | 2.81 |
| Outlier Loss Ratio | 11.19 | 2.2 |
| Volatility (ann.) | 13.6% | 48.32% |
| R^2 | 0.32 | 0.32 |
| Calmar | 7.0 | 2.13 |
| Skew | 2.32 | 0.61 |
| Kurtosis | 15.53 | 2.62 |
| Expected Daily % | 0.11% | 0.13% |
| Expected Monthly % | 3.09% | 3.75% |
| Expected Yearly % | 25.64% | 31.76% |
| Kelly Criterion | 22.61% | 7.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -4.0% |
| Expected Shortfall (cVaR) | -1.06% | -4.0% |
| Year | BTCUSD | eth.uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 51.05 | 1.06 | + |
| 2025 | 16.99 | 4.51 | 0.27 | - |
| Metric | eth.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.24% | 1.91% |
| 3M | 7.26% | 30.25% |
| 6M | 3.46% | 11.29% |
| YTD | 4.51% | 16.99% |
| 1Y | 62.26% | 92.83% |
| 3Y (ann.) | 47.47% | 59.88% |
| 5Y (ann.) | 47.47% | 59.88% |
| Metric | eth.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.78% | -28.17% |
| Longest DD Days | 174.0 | 161.0 |
| Avg. Drawdown | -1.12% | -6.8% |
| Avg. Drawdown Days | 14.0 | 25.0 |
| Recovery Factor | 8.53 | 2.61 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-09 | -6.78 | 174 |
| 2024-05-22 | 2024-07-15 | -4.78 | 54 |
| 2025-06-12 | 2025-07-03 | -3.81 | 21 |
| 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 |
| 2025-07-04 | 2025-07-06 | -0.99 | 2 |
| 2024-09-15 | 2024-09-19 | -0.98 | 4 |
| 2024-12-09 | 2024-12-11 | -0.70 | 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 | 4.51% | 16.99% |
| Avg. Up Day | 0.59% | 2.18% |
| Avg. Down Day | -0.35% | -1.92% |
| Avg. Up Week | 2.23% | 5.49% |
| Avg. Down Week | -1.08% | -4.35% |
| Avg. Up Month | 5.65% | 11.48% |
| Avg. Down Month | -1.55% | -8.97% |
| Win Days % | 51.57% | 51.05% |
| Win Month % | 73.33% | 66.67% |
| Win Week % | 58.73% | 57.14% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |