| Metric | ub26hl_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 234.95% | 107.97% |
| Max Drawdown | -9.7% | -66.89% |
| Sharpe | 2.23 | 0.7 |
| Sortino | 4.14 | 1.05 |
| Payoff Ratio | 1.64 | 1.15 |
| Profit Factor | 1.56 | 1.11 |
| Common Sense Ratio | 2.24 | 1.17 |
| CPC Index | 1.25 | 0.66 |
| Tail Ratio | 1.44 | 1.05 |
| Outlier Win Ratio | 10.71 | 3.29 |
| Outlier Loss Ratio | 12.54 | 2.59 |
| Volatility (ann.) | 18.18% | 54.88% |
| R^2 | 0.16 | 0.16 |
| Calmar | 4.91 | 0.4 |
| Skew | 1.7 | 0.2 |
| Kurtosis | 13.05 | 3.52 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.23% | 1.95% |
| Expected Yearly % | 35.28% | 20.09% |
| Kelly Criterion | 17.64% | 9.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -4.62% |
| Expected Shortfall (cVaR) | -1.45% | -4.62% |
| Year | BTCUSD | ub26hl_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.39 | 2.07 | -0.03 | + |
| 2023 | 154.85 | 83.11 | 0.54 | - |
| 2024 | 119.18 | 84.06 | 0.71 | - |
| 2025 | -6.00 | -2.64 | 0.44 | + |
| Metric | ub26hl_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.88% | 8.82% |
| 3M | -3.71% | -11.89% |
| 6M | 34.12% | 38.13% |
| YTD | -2.64% | -6.0% |
| 1Y | 66.57% | 35.64% |
| 3Y (ann.) | 48.54% | 27.36% |
| 5Y (ann.) | 47.56% | 26.58% |
| Metric | ub26hl_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.7% | -66.89% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -1.89% | -10.7% |
| Avg. Drawdown Days | 18.0 | 64.0 |
| Recovery Factor | 24.23 | 1.61 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-14 | -9.70 | 122 |
| 2024-01-09 | 2024-03-04 | -9.46 | 55 |
| 2024-12-17 | 2025-03-24 | -9.07 | 97 |
| 2022-05-16 | 2022-07-29 | -8.33 | 74 |
| 2024-05-22 | 2024-07-15 | -6.66 | 54 |
| 2024-03-13 | 2024-04-19 | -6.58 | 37 |
| 2023-06-26 | 2023-10-23 | -5.06 | 119 |
| 2023-04-29 | 2023-06-20 | -4.97 | 52 |
| 2023-01-30 | 2023-02-15 | -3.82 | 16 |
| 2024-07-22 | 2024-08-08 | -3.08 | 17 |
| Metric | ub26hl_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.3% | 14.21% |
| Worst Day | -5.65% | -14.67% |
| Best Week | 14.78% | 28.96% |
| Worst Week | -4.92% | -30.92% |
| Best Month | 32.49% | 45.57% |
| Worst Month | -5.25% | -36.86% |
| Best Year | 84.06% | 154.85% |
| Worst Year | -2.64% | -60.39% |
| Avg. Up Day | 0.65% | 2.2% |
| Avg. Down Day | -0.4% | -1.91% |
| Avg. Up Week | 2.49% | 6.2% |
| Avg. Down Week | -1.0% | -4.99% |
| Avg. Up Month | 7.94% | 16.61% |
| Avg. Down Month | -2.1% | -13.63% |
| Win Days % | 48.87% | 51.59% |
| Win Month % | 65.79% | 55.26% |
| Win Week % | 52.41% | 53.01% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |