| Metric | uniq_b_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 77.0% | 100.0% |
| Cumulative Return | 40.01% | 28.49% |
| Max Drawdown | -6.48% | -26.06% |
| Sharpe | 2.64 | 0.85 |
| Sortino | 5.12 | 1.24 |
| Payoff Ratio | 1.44 | 1.02 |
| Profit Factor | 1.85 | 1.13 |
| Common Sense Ratio | 3.06 | 1.15 |
| CPC Index | 1.47 | 0.6 |
| Tail Ratio | 1.65 | 1.01 |
| Outlier Win Ratio | 13.63 | 2.68 |
| Outlier Loss Ratio | 10.85 | 2.26 |
| Volatility (ann.) | 16.18% | 51.82% |
| R^2 | 0.38 | 0.38 |
| Calmar | 7.93 | 1.39 |
| Skew | 1.97 | -0.21 |
| Kurtosis | 14.85 | 2.89 |
| Expected Daily % | 0.11% | 0.08% |
| Expected Monthly % | 3.42% | 2.54% |
| Expected Yearly % | 18.33% | 13.36% |
| Kelly Criterion | 23.82% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -4.34% |
| Expected Shortfall (cVaR) | -1.28% | -4.34% |
| Year | BTCUSD | uniq_b_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 29.95 | 0.82 | - |
| 2025 | -6.00 | 7.75 | -1.29 | + |
| Metric | uniq_b_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 5.46% | 8.82% |
| 3M | 4.97% | -11.89% |
| 6M | 24.81% | 38.13% |
| YTD | 7.75% | -6.0% |
| 1Y | 40.01% | 28.49% |
| 3Y (ann.) | 51.44% | 36.23% |
| 5Y (ann.) | 51.44% | 36.23% |
| Metric | uniq_b_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.48% | -26.06% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -1.17% | -8.25% |
| Avg. Drawdown Days | 10.0 | 30.0 |
| Recovery Factor | 6.17 | 1.09 |
| Ulcer Index | 0.99 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-09 | -6.48 | 64 |
| 2025-01-29 | 2025-03-03 | -4.85 | 33 |
| 2024-12-06 | 2024-12-21 | -3.21 | 15 |
| 2024-12-22 | 2025-01-04 | -2.58 | 13 |
| 2024-08-12 | 2024-09-10 | -2.27 | 29 |
| 2024-10-08 | 2024-10-12 | -2.10 | 4 |
| 2024-09-11 | 2024-09-12 | -1.29 | 1 |
| 2024-08-10 | 2024-08-11 | -0.94 | 1 |
| 2025-03-04 | 2025-03-13 | -0.73 | 9 |
| 2024-09-16 | 2024-09-19 | -0.54 | 3 |
| Metric | uniq_b_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.19% | 9.49% |
| Worst Day | -3.81% | -13.23% |
| Best Week | 8.5% | 15.41% |
| Worst Week | -2.26% | -18.81% |
| Best Month | 7.79% | 34.43% |
| Worst Month | -4.4% | -23.44% |
| Best Year | 29.95% | 36.7% |
| Worst Year | 7.75% | -6.0% |
| Avg. Up Day | 0.67% | 2.18% |
| Avg. Down Day | -0.46% | -2.14% |
| Avg. Up Week | 1.74% | 6.37% |
| Avg. Down Week | -1.33% | -5.72% |
| Avg. Up Month | 5.28% | 14.34% |
| Avg. Down Month | -3.45% | -16.85% |
| Win Days % | 55.07% | 52.36% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 72.73% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |