| Metric | uniq_b_ | BTCUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | 143.71% | 139.71% |
| Max Drawdown | -14.73% | -67.18% |
| Sharpe | 0.9 | 0.39 |
| Sortino | 1.55 | 0.57 |
| Payoff Ratio | 1.27 | 1.13 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | 1.65 | 1.04 |
| CPC Index | 0.79 | 0.62 |
| Tail Ratio | 1.29 | 0.98 |
| Outlier Win Ratio | 20.88 | 3.18 |
| Outlier Loss Ratio | 12.54 | 3.01 |
| Volatility (ann.) | 8.27% | 26.67% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.21 | 0.48 |
| Skew | 3.23 | 0.18 |
| Kurtosis | 49.44 | 6.26 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.31% | 2.27% |
| Expected Yearly % | 24.94% | 24.43% |
| Kelly Criterion | 7.48% | 7.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.27% |
| Expected Shortfall (cVaR) | -0.69% | -2.27% |
| Year | BTCUSD | uniq_b_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 10.01 | -0.18 | + |
| 2023 | 155.54 | 31.16 | 0.20 | - |
| 2024 | 121.00 | 57.70 | 0.48 | - |
| 2025 | -6.39 | 7.11 | -1.11 | + |
| Metric | uniq_b_ | BTCUSD |
|---|---|---|
| MTD | 3.58% | 3.67% |
| 3M | 6.62% | -7.78% |
| 6M | 24.68% | 37.46% |
| YTD | 7.11% | -6.39% |
| 1Y | 57.21% | 30.04% |
| 3Y (ann.) | 29.07% | 25.65% |
| 5Y (ann.) | 32.61% | 31.92% |
| Metric | uniq_b_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.73% | -67.18% |
| Longest DD Days | 300.0 | 683.0 |
| Avg. Drawdown | -1.21% | -6.16% |
| Avg. Drawdown Days | 11.0 | 30.0 |
| Recovery Factor | 9.76 | 2.08 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-12 | -14.73 | 300 |
| 2024-06-05 | 2024-08-08 | -7.31 | 63 |
| 2024-01-02 | 2024-02-27 | -6.74 | 55 |
| 2023-04-30 | 2023-06-20 | -5.83 | 51 |
| 2022-03-02 | 2022-05-13 | -5.56 | 72 |
| 2025-01-28 | 2025-03-01 | -4.85 | 32 |
| 2023-07-14 | 2023-11-15 | -4.53 | 124 |
| 2024-12-05 | 2024-12-20 | -3.92 | 15 |
| 2022-02-27 | 2022-02-28 | -3.85 | 1 |
| 2024-10-07 | 2024-10-11 | -3.63 | 3 |
| Metric | uniq_b_ | BTCUSD |
|---|---|---|
| Best Day | 6.62% | 9.33% |
| Worst Day | -3.54% | -9.32% |
| Best Week | 15.23% | 35.75% |
| Worst Week | -7.4% | -29.64% |
| Best Month | 15.4% | 43.77% |
| Worst Month | -6.61% | -37.12% |
| Best Year | 57.7% | 155.54% |
| Worst Year | 7.11% | -54.66% |
| Avg. Up Day | 0.29% | 0.98% |
| Avg. Down Day | -0.23% | -0.87% |
| Avg. Up Week | 1.6% | 6.48% |
| Avg. Down Week | -1.04% | -4.61% |
| Avg. Up Month | 4.68% | 14.26% |
| Avg. Down Month | -2.6% | -13.8% |
| Win Days % | 48.24% | 51.08% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 60.87% | 49.7% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |