| Metric | uniq_b_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 70.0% | 100.0% |
| Cumulative Return | 40.0% | 29.21% |
| Max Drawdown | -7.31% | -28.38% |
| Sharpe | 1.27 | 0.43 |
| Sortino | 2.15 | 0.62 |
| Payoff Ratio | 1.26 | 1.09 |
| Profit Factor | 1.37 | 1.07 |
| Common Sense Ratio | 1.58 | 0.99 |
| CPC Index | 0.86 | 0.6 |
| Tail Ratio | 1.15 | 0.92 |
| Outlier Win Ratio | 17.2 | 3.09 |
| Outlier Loss Ratio | 11.08 | 2.73 |
| Volatility (ann.) | 8.39% | 26.22% |
| R^2 | 0.39 | 0.39 |
| Calmar | 7.0 | 1.3 |
| Skew | 1.69 | 0.13 |
| Kurtosis | 20.72 | 6.47 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.42% | 2.6% |
| Expected Yearly % | 18.32% | 13.67% |
| Kelly Criterion | 9.94% | 6.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.23% |
| Expected Shortfall (cVaR) | -0.69% | -2.23% |
| Year | BTCUSD | uniq_b_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 30.71 | 0.81 | - |
| 2025 | -6.39 | 7.11 | -1.11 | + |
| Metric | uniq_b_fwd_ | BTCUSD |
|---|---|---|
| MTD | 3.58% | 3.67% |
| 3M | 6.62% | -7.78% |
| 6M | 24.68% | 37.46% |
| YTD | 7.11% | -6.39% |
| 1Y | 40.0% | 29.21% |
| 3Y (ann.) | 51.22% | 37.02% |
| 5Y (ann.) | 51.22% | 37.02% |
| Metric | uniq_b_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.31% | -28.38% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -0.95% | -4.56% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | 5.47 | 1.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -7.31 | 63 |
| 2025-01-28 | 2025-03-01 | -4.85 | 32 |
| 2024-12-05 | 2024-12-20 | -3.92 | 15 |
| 2024-10-07 | 2024-10-11 | -3.63 | 3 |
| 2024-08-09 | 2024-09-09 | -3.23 | 31 |
| 2024-12-21 | 2025-01-03 | -2.58 | 13 |
| 2024-09-11 | 2024-09-11 | -2.06 | 0 |
| 2025-03-13 | 2025-03-14 | -1.77 | 1 |
| 2025-03-03 | 2025-03-12 | -1.35 | 9 |
| 2024-10-13 | 2024-10-14 | -0.93 | 1 |
| Metric | uniq_b_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 3.66% | 9.33% |
| Worst Day | -2.98% | -9.32% |
| Best Week | 8.19% | 18.93% |
| Worst Week | -3.1% | -12.33% |
| Best Month | 7.79% | 37.42% |
| Worst Month | -3.2% | -17.69% |
| Best Year | 30.71% | 38.02% |
| Worst Year | 7.11% | -6.39% |
| Avg. Up Day | 0.31% | 0.99% |
| Avg. Down Day | -0.25% | -0.91% |
| Avg. Up Week | 1.72% | 6.16% |
| Avg. Down Week | -0.99% | -4.61% |
| Avg. Up Month | 4.65% | 12.02% |
| Avg. Down Month | -1.96% | -12.52% |
| Win Days % | 49.76% | 51.3% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 61.36% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |