| Metric | ub26_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 227.84% | 121.43% |
| Max Drawdown | -11.99% | -66.89% |
| Sharpe | 2.16 | 0.74 |
| Sortino | 4.06 | 1.11 |
| Payoff Ratio | 1.46 | 1.12 |
| Profit Factor | 1.58 | 1.12 |
| Common Sense Ratio | 2.48 | 1.18 |
| CPC Index | 1.17 | 0.65 |
| Tail Ratio | 1.57 | 1.06 |
| Outlier Win Ratio | 11.59 | 3.18 |
| Outlier Loss Ratio | 11.89 | 2.57 |
| Volatility (ann.) | 18.56% | 54.83% |
| R^2 | 0.5 | 0.5 |
| Calmar | 3.91 | 0.44 |
| Skew | 1.75 | 0.2 |
| Kurtosis | 12.81 | 3.55 |
| Expected Daily % | 0.11% | 0.07% |
| Expected Monthly % | 3.17% | 2.11% |
| Expected Yearly % | 34.56% | 21.99% |
| Kelly Criterion | 17.16% | 8.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -4.61% |
| Expected Shortfall (cVaR) | -1.49% | -4.61% |
| Year | BTCUSD | ub26_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.83 | 14.33 | -0.25 | + |
| 2023 | 154.85 | 50.76 | 0.33 | - |
| 2024 | 119.18 | 88.77 | 0.74 | - |
| 2025 | -6.00 | 0.76 | -0.13 | + |
| Metric | ub26_daily_ | BTCUSD |
|---|---|---|
| MTD | 3.26% | 8.82% |
| 3M | -0.02% | -11.89% |
| 6M | 35.07% | 38.13% |
| YTD | 0.76% | -6.0% |
| 1Y | 61.0% | 35.64% |
| 3Y (ann.) | 46.92% | 27.36% |
| 5Y (ann.) | 46.9% | 29.36% |
| Metric | ub26_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.99% | -66.89% |
| Longest DD Days | 155.0 | 683.0 |
| Avg. Drawdown | -1.78% | -10.13% |
| Avg. Drawdown Days | 16.0 | 64.0 |
| Recovery Factor | 19.0 | 1.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-07-29 | -11.99 | 57 |
| 2022-08-10 | 2023-01-12 | -11.21 | 155 |
| 2023-12-10 | 2024-02-13 | -8.36 | 65 |
| 2023-06-26 | 2023-10-24 | -7.64 | 120 |
| 2023-03-25 | 2023-06-21 | -7.04 | 88 |
| 2024-05-22 | 2024-07-21 | -5.59 | 60 |
| 2022-03-03 | 2022-03-28 | -5.01 | 25 |
| 2024-08-25 | 2024-09-19 | -4.39 | 25 |
| 2025-01-08 | 2025-03-24 | -3.89 | 75 |
| 2022-03-30 | 2022-05-25 | -3.51 | 56 |
| Metric | ub26_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.74% | 14.21% |
| Worst Day | -5.7% | -14.67% |
| Best Week | 10.71% | 28.96% |
| Worst Week | -5.86% | -30.92% |
| Best Month | 28.99% | 45.57% |
| Worst Month | -8.93% | -36.86% |
| Best Year | 88.77% | 154.85% |
| Worst Year | 0.76% | -57.83% |
| Avg. Up Day | 0.67% | 2.17% |
| Avg. Down Day | -0.46% | -1.94% |
| Avg. Up Week | 2.48% | 6.26% |
| Avg. Down Week | -1.11% | -4.83% |
| Avg. Up Month | 8.61% | 16.9% |
| Avg. Down Month | -3.03% | -12.83% |
| Win Days % | 50.81% | 51.73% |
| Win Month % | 65.79% | 55.26% |
| Win Week % | 54.55% | 53.33% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |