| Metric | ub26_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 229.08% | 122.66% |
| Max Drawdown | -12.4% | -67.18% |
| Sharpe | 1.1 | 0.38 |
| Sortino | 1.84 | 0.54 |
| Payoff Ratio | 1.27 | 1.1 |
| Profit Factor | 1.29 | 1.06 |
| Common Sense Ratio | 1.53 | 1.04 |
| CPC Index | 0.8 | 0.6 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 13.84 | 3.5 |
| Outlier Loss Ratio | 12.91 | 3.13 |
| Volatility (ann.) | 9.11% | 26.6% |
| R^2 | 0.49 | 0.49 |
| Calmar | 3.79 | 0.44 |
| Skew | 1.68 | 0.17 |
| Kurtosis | 24.07 | 6.33 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.18% | 2.13% |
| Expected Yearly % | 34.69% | 22.16% |
| Kelly Criterion | 8.98% | 6.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.26% |
| Expected Shortfall (cVaR) | -0.76% | -2.26% |
| Year | BTCUSD | ub26_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 14.30 | -0.25 | + |
| 2023 | 155.54 | 50.83 | 0.33 | - |
| 2024 | 121.00 | 89.07 | 0.74 | - |
| 2025 | -6.39 | 0.96 | -0.15 | + |
| Metric | ub26_ | BTCUSD |
|---|---|---|
| MTD | 3.07% | 3.67% |
| 3M | 0.83% | -7.78% |
| 6M | 34.61% | 37.46% |
| YTD | 0.96% | -6.39% |
| 1Y | 60.55% | 30.04% |
| 3Y (ann.) | 45.88% | 25.65% |
| 5Y (ann.) | 47.02% | 29.57% |
| Metric | ub26_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.4% | -67.18% |
| Longest DD Days | 156.0 | 683.0 |
| Avg. Drawdown | -1.51% | -6.96% |
| Avg. Drawdown Days | 10.0 | 34.0 |
| Recovery Factor | 18.47 | 1.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -12.40 | 57 |
| 2022-08-08 | 2023-01-12 | -11.91 | 156 |
| 2023-12-09 | 2024-02-12 | -8.90 | 65 |
| 2023-06-23 | 2023-10-24 | -8.75 | 122 |
| 2023-03-22 | 2023-06-21 | -7.77 | 90 |
| 2025-01-20 | 2025-03-25 | -6.05 | 63 |
| 2024-05-21 | 2024-07-19 | -5.82 | 59 |
| 2025-01-07 | 2025-01-20 | -5.37 | 13 |
| 2022-03-02 | 2022-03-27 | -5.12 | 25 |
| 2024-08-24 | 2024-09-18 | -4.59 | 25 |
| Metric | ub26_ | BTCUSD |
|---|---|---|
| Best Day | 6.19% | 9.33% |
| Worst Day | -4.82% | -9.32% |
| Best Week | 13.06% | 35.75% |
| Worst Week | -4.94% | -29.64% |
| Best Month | 29.1% | 43.77% |
| Worst Month | -8.66% | -37.12% |
| Best Year | 89.07% | 155.54% |
| Worst Year | 0.96% | -57.88% |
| Avg. Up Day | 0.28% | 0.94% |
| Avg. Down Day | -0.22% | -0.85% |
| Avg. Up Week | 2.53% | 6.68% |
| Avg. Down Week | -1.09% | -4.59% |
| Avg. Up Month | 8.05% | 15.09% |
| Avg. Down Month | -3.04% | -12.23% |
| Win Days % | 49.13% | 51.13% |
| Win Month % | 65.79% | 60.53% |
| Win Week % | 56.97% | 49.09% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |