| Metric | eth.uniq.n_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 61.17% | 73.6% |
| Max Drawdown | -8.86% | -28.17% |
| Sharpe | 2.73 | 1.21 |
| Sortino | 5.07 | 1.93 |
| Payoff Ratio | 1.64 | 1.12 |
| Profit Factor | 1.68 | 1.19 |
| Common Sense Ratio | 2.55 | 1.4 |
| CPC Index | 1.46 | 0.68 |
| Tail Ratio | 1.52 | 1.17 |
| Outlier Win Ratio | 10.72 | 2.89 |
| Outlier Loss Ratio | 10.91 | 2.4 |
| Volatility (ann.) | 15.25% | 48.32% |
| R^2 | 0.15 | 0.15 |
| Calmar | 5.65 | 2.13 |
| Skew | 1.59 | 0.61 |
| Kurtosis | 11.31 | 2.62 |
| Expected Daily % | 0.11% | 0.13% |
| Expected Monthly % | 3.23% | 3.75% |
| Expected Yearly % | 26.95% | 31.76% |
| Kelly Criterion | 24.35% | 7.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -4.0% |
| Expected Shortfall (cVaR) | -1.2% | -4.0% |
| Year | BTCUSD | eth.uniq.n_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 53.89 | 1.11 | + |
| 2025 | 16.99 | 4.73 | 0.28 | - |
| Metric | eth.uniq.n_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.01% | 1.91% |
| 3M | 7.52% | 30.25% |
| 6M | 3.32% | 11.29% |
| YTD | 4.73% | 16.99% |
| 1Y | 65.49% | 92.83% |
| 3Y (ann.) | 50.09% | 59.88% |
| 5Y (ann.) | 50.09% | 59.88% |
| Metric | eth.uniq.n_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.86% | -28.17% |
| Longest DD Days | 176.0 | 161.0 |
| Avg. Drawdown | -1.21% | -6.8% |
| Avg. Drawdown Days | 14.0 | 25.0 |
| Recovery Factor | 6.9 | 2.61 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-11 | -8.86 | 176 |
| 2025-06-12 | 2025-07-03 | -4.85 | 21 |
| 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 |
| 2025-07-04 | 2025-07-06 | -1.18 | 2 |
| 2024-10-22 | 2024-11-06 | -1.05 | 15 |
| 2024-10-07 | 2024-10-12 | -0.89 | 5 |
| 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 | 4.73% | 16.99% |
| Avg. Up Day | 0.6% | 2.17% |
| Avg. Down Day | -0.36% | -1.94% |
| Avg. Up Week | 2.42% | 5.55% |
| Avg. Down Week | -1.31% | -4.44% |
| Avg. Up Month | 5.37% | 10.53% |
| Avg. Down Month | -1.61% | -7.53% |
| Win Days % | 53.01% | 51.05% |
| Win Month % | 73.33% | 66.67% |
| Win Week % | 60.32% | 57.14% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |