| Metric | ub26hl_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | -20.87% | 39.93% |
| Max Drawdown | -51.29% | -28.38% |
| Sharpe | -0.04 | 0.5 |
| Sortino | -0.04 | 0.73 |
| Payoff Ratio | 1.38 | 1.1 |
| Profit Factor | 0.98 | 1.08 |
| Common Sense Ratio | 1.17 | 1.04 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.2 | 0.96 |
| Outlier Win Ratio | 12.88 | 3.2 |
| Outlier Loss Ratio | 9.13 | 2.85 |
| Volatility (ann.) | 28.06% | 26.12% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.46 | 1.68 |
| Skew | -27.96 | 0.16 |
| Kurtosis | 925.5 | 6.34 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.11% | 3.1% |
| Expected Yearly % | -11.04% | 18.29% |
| Kelly Criterion | 12.28% | 7.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.42% | -2.21% |
| Expected Shortfall (cVaR) | -2.42% | -2.21% |
| Year | BTCUSD | ub26hl_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 57.45 | 1.16 | + |
| 2025 | -6.39 | -49.74 | 7.79 | - |
| Metric | ub26hl_fwd_ | BTCUSD |
|---|---|---|
| MTD | -48.02% | 3.67% |
| 3M | -49.72% | -7.78% |
| 6M | -30.96% | 37.46% |
| YTD | -49.74% | -6.39% |
| 1Y | -20.87% | 39.93% |
| 3Y (ann.) | -23.82% | 47.78% |
| 5Y (ann.) | -23.82% | 47.78% |
| Metric | ub26hl_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -51.29% | -28.38% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -2.02% | -4.96% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | -0.41 | 1.41 |
| Ulcer Index | 1.03 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-25 | -51.29 | 98 |
| 2024-05-21 | 2024-07-15 | -6.78 | 55 |
| 2024-08-09 | 2024-09-19 | -3.76 | 41 |
| 2024-11-13 | 2024-11-19 | -3.74 | 5 |
| 2024-07-22 | 2024-08-08 | -3.65 | 17 |
| 2024-10-21 | 2024-11-06 | -2.54 | 16 |
| 2024-11-22 | 2024-12-11 | -2.42 | 19 |
| 2024-07-17 | 2024-07-19 | -1.65 | 2 |
| 2024-11-12 | 2024-11-13 | -1.15 | 1 |
| 2024-05-16 | 2024-05-17 | -0.82 | 1 |
| Metric | ub26hl_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.18% | 9.33% |
| Worst Day | -48.2% | -9.32% |
| Best Week | 15.96% | 18.93% |
| Worst Week | -47.7% | -12.33% |
| Best Month | 32.55% | 37.42% |
| Worst Month | -48.02% | -17.69% |
| Best Year | 57.45% | 49.48% |
| Worst Year | -49.74% | -6.39% |
| Avg. Up Day | 0.26% | 0.98% |
| Avg. Down Day | -0.19% | -0.9% |
| Avg. Up Week | 2.95% | 6.22% |
| Avg. Down Week | -1.05% | -4.24% |
| Avg. Up Month | 9.5% | 13.36% |
| Avg. Down Month | -2.56% | -17.69% |
| Win Days % | 49.2% | 51.43% |
| Win Month % | 72.73% | 63.64% |
| Win Week % | 48.94% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |