| Metric | ub26hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 50.42% | 32.05% |
| Max Drawdown | -9.07% | -26.06% |
| Sharpe | 2.48 | 0.89 |
| Sortino | 4.92 | 1.3 |
| Payoff Ratio | 1.71 | 1.06 |
| Profit Factor | 1.63 | 1.14 |
| Common Sense Ratio | 2.35 | 1.19 |
| CPC Index | 1.42 | 0.63 |
| Tail Ratio | 1.44 | 1.05 |
| Outlier Win Ratio | 8.55 | 2.91 |
| Outlier Loss Ratio | 9.88 | 2.41 |
| Volatility (ann.) | 20.03% | 51.18% |
| R^2 | 0.13 | 0.13 |
| Calmar | 6.75 | 1.47 |
| Skew | 2.24 | -0.18 |
| Kurtosis | 13.96 | 2.96 |
| Expected Daily % | 0.13% | 0.09% |
| Expected Monthly % | 3.78% | 2.56% |
| Expected Yearly % | 22.64% | 14.92% |
| Kelly Criterion | 22.32% | 7.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -4.28% |
| Expected Shortfall (cVaR) | -1.59% | -4.28% |
| Year | BTCUSD | ub26hl_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 54.49 | 1.35 | + |
| 2025 | -6.00 | -2.64 | 0.44 | + |
| Metric | ub26hl_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.88% | 8.82% |
| 3M | -3.71% | -11.89% |
| 6M | 34.12% | 38.13% |
| YTD | -2.64% | -6.0% |
| 1Y | 50.42% | 32.05% |
| 3Y (ann.) | 61.22% | 38.44% |
| 5Y (ann.) | 61.22% | 38.44% |
| Metric | ub26hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.07% | -26.06% |
| Longest DD Days | 97.0 | 144.0 |
| Avg. Drawdown | -1.75% | -7.98% |
| Avg. Drawdown Days | 16.0 | 29.0 |
| Recovery Factor | 5.56 | 1.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-24 | -9.07 | 97 |
| 2024-05-22 | 2024-07-15 | -6.55 | 54 |
| 2024-07-22 | 2024-08-08 | -3.08 | 17 |
| 2024-08-10 | 2024-09-19 | -2.94 | 40 |
| 2024-11-23 | 2024-12-14 | -2.40 | 21 |
| 2024-10-22 | 2024-11-06 | -2.20 | 15 |
| 2024-11-17 | 2024-11-19 | -0.77 | 2 |
| 2024-07-18 | 2024-07-19 | -0.57 | 1 |
| 2024-09-21 | 2024-09-25 | -0.51 | 4 |
| 2024-09-29 | 2024-10-12 | -0.36 | 13 |
| Metric | ub26hl_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.3% | 9.49% |
| Worst Day | -4.13% | -13.23% |
| Best Week | 14.78% | 15.41% |
| Worst Week | -3.01% | -18.81% |
| Best Month | 32.49% | 34.43% |
| Worst Month | -2.83% | -23.44% |
| Best Year | 54.49% | 40.49% |
| Worst Year | -2.64% | -6.0% |
| Avg. Up Day | 0.75% | 2.05% |
| Avg. Down Day | -0.44% | -1.93% |
| Avg. Up Week | 2.86% | 6.26% |
| Avg. Down Week | -0.96% | -4.4% |
| Avg. Up Month | 9.37% | 14.64% |
| Avg. Down Month | -0.99% | -13.19% |
| Win Days % | 51.0% | 52.24% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 48.94% | 51.06% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |