| Metric | uniq_b_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 73.0% | 100.0% |
| Cumulative Return | 143.57% | 130.65% |
| Max Drawdown | -14.09% | -66.89% |
| Sharpe | 1.7 | 0.76 |
| Sortino | 3.26 | 1.13 |
| Payoff Ratio | 1.48 | 1.15 |
| Profit Factor | 1.58 | 1.12 |
| Common Sense Ratio | 2.24 | 1.19 |
| CPC Index | 1.16 | 0.66 |
| Tail Ratio | 1.42 | 1.06 |
| Outlier Win Ratio | 17.87 | 3.08 |
| Outlier Loss Ratio | 12.68 | 2.55 |
| Volatility (ann.) | 17.51% | 55.08% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.32 | 0.45 |
| Skew | 3.3 | 0.23 |
| Kurtosis | 39.23 | 3.5 |
| Expected Daily % | 0.08% | 0.07% |
| Expected Monthly % | 2.31% | 2.17% |
| Expected Yearly % | 24.93% | 23.24% |
| Kelly Criterion | 15.9% | 9.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -4.63% |
| Expected Shortfall (cVaR) | -1.43% | -4.63% |
| Year | BTCUSD | uniq_b_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.07 | 10.00 | -0.18 | + |
| 2023 | 154.85 | 31.02 | 0.20 | - |
| 2024 | 119.18 | 56.85 | 0.48 | - |
| 2025 | -6.00 | 7.75 | -1.29 | + |
| Metric | uniq_b_daily_ | BTCUSD |
|---|---|---|
| MTD | 5.46% | 8.82% |
| 3M | 4.97% | -11.89% |
| 6M | 24.81% | 38.13% |
| YTD | 7.75% | -6.0% |
| 1Y | 60.52% | 35.64% |
| 3Y (ann.) | 29.08% | 27.36% |
| 5Y (ann.) | 32.65% | 30.38% |
| Metric | uniq_b_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.09% | -66.89% |
| Longest DD Days | 284.0 | 683.0 |
| Avg. Drawdown | -1.6% | -9.77% |
| Avg. Drawdown Days | 20.0 | 62.0 |
| Recovery Factor | 10.19 | 1.95 |
| Ulcer Index | 1.12 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2023-03-13 | -14.09 | 284 |
| 2024-06-06 | 2024-08-09 | -6.48 | 64 |
| 2023-04-29 | 2023-06-21 | -5.66 | 53 |
| 2022-03-03 | 2022-05-13 | -5.34 | 71 |
| 2024-01-03 | 2024-02-27 | -4.98 | 55 |
| 2025-01-29 | 2025-03-03 | -4.85 | 33 |
| 2023-07-15 | 2023-11-16 | -4.19 | 124 |
| 2024-12-06 | 2024-12-21 | -3.21 | 15 |
| 2022-02-27 | 2022-03-01 | -2.64 | 2 |
| 2024-12-22 | 2025-01-04 | -2.58 | 13 |
| Metric | uniq_b_daily_ | BTCUSD |
|---|---|---|
| Best Day | 11.61% | 14.21% |
| Worst Day | -6.94% | -14.67% |
| Best Week | 16.14% | 28.96% |
| Worst Week | -6.48% | -30.92% |
| Best Month | 11.83% | 45.57% |
| Worst Month | -6.52% | -36.86% |
| Best Year | 56.85% | 154.85% |
| Worst Year | 7.75% | -56.07% |
| Avg. Up Day | 0.67% | 2.29% |
| Avg. Down Day | -0.46% | -2.0% |
| Avg. Up Week | 1.86% | 6.1% |
| Avg. Down Week | -1.09% | -5.14% |
| Avg. Up Month | 4.78% | 15.29% |
| Avg. Down Month | -2.88% | -13.17% |
| Win Days % | 49.82% | 51.57% |
| Win Month % | 74.36% | 56.41% |
| Win Week % | 58.64% | 52.98% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |