| Metric | ub26hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 40.62% | 45.58% |
| Max Drawdown | -13.97% | -28.21% |
| Sharpe | 1.55 | 0.78 |
| Sortino | 2.72 | 1.14 |
| Payoff Ratio | 1.28 | 1.06 |
| Profit Factor | 1.33 | 1.12 |
| Common Sense Ratio | 1.74 | 1.23 |
| CPC Index | 0.86 | 0.62 |
| Tail Ratio | 1.31 | 1.09 |
| Outlier Win Ratio | 9.69 | 2.91 |
| Outlier Loss Ratio | 10.34 | 2.62 |
| Volatility (ann.) | 15.38% | 45.15% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.82 | 1.01 |
| Skew | 1.86 | -0.15 |
| Kurtosis | 16.29 | 3.58 |
| Expected Daily % | 0.06% | 0.07% |
| Expected Monthly % | 1.81% | 2.0% |
| Expected Yearly % | 18.58% | 20.66% |
| Kelly Criterion | 12.02% | 6.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -3.79% |
| Expected Shortfall (cVaR) | -1.26% | -3.79% |
| Year | BTCUSD | ub26hl_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 52.08 | 1.29 | + |
| 2025 | 3.62 | -7.53 | -2.08 | - |
| Metric | ub26hl_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -4.01% | -12.81% |
| 3M | -11.02% | -19.54% |
| 6M | -9.19% | -7.82% |
| YTD | -7.53% | 3.62% |
| 1Y | -0.9% | 9.16% |
| 3Y (ann.) | 25.44% | 28.36% |
| 5Y (ann.) | 25.44% | 28.36% |
| Metric | ub26hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.97% | -28.21% |
| Longest DD Days | 135.0 | 154.0 |
| Avg. Drawdown | -2.19% | -9.03% |
| Avg. Drawdown Days | 22.0 | 37.0 |
| Recovery Factor | 2.91 | 1.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-15 | 2025-11-16 | -13.97 | 124 |
| 2024-12-17 | 2025-05-01 | -7.00 | 135 |
| 2024-05-22 | 2024-07-16 | -6.03 | 55 |
| 2024-08-26 | 2024-09-19 | -2.97 | 24 |
| 2025-06-11 | 2025-07-03 | -2.90 | 22 |
| 2024-07-23 | 2024-08-08 | -2.69 | 16 |
| 2024-08-10 | 2024-08-24 | -2.21 | 14 |
| 2024-10-22 | 2024-11-06 | -2.08 | 15 |
| 2024-11-23 | 2024-12-13 | -1.78 | 20 |
| 2025-05-03 | 2025-05-21 | -1.62 | 18 |
| Metric | ub26hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.98% | 9.49% |
| Worst Day | -4.36% | -13.23% |
| Best Week | 13.59% | 15.41% |
| Worst Week | -4.89% | -18.81% |
| Best Month | 31.38% | 34.43% |
| Worst Month | -5.36% | -23.44% |
| Best Year | 52.08% | 40.49% |
| Worst Year | -7.53% | 3.62% |
| Avg. Up Day | 0.58% | 1.78% |
| Avg. Down Day | -0.45% | -1.67% |
| Avg. Up Week | 2.08% | 5.28% |
| Avg. Down Week | -1.11% | -4.32% |
| Avg. Up Month | 6.36% | 11.96% |
| Avg. Down Month | -3.58% | -11.84% |
| Win Days % | 50.56% | 51.91% |
| Win Month % | 57.89% | 63.16% |
| Win Week % | 49.38% | 54.32% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 100.0% |