| Metric | b.uni_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 72.0% | 100.0% |
| Cumulative Return | 43.0% | 28.49% |
| Max Drawdown | -5.43% | -26.06% |
| Sharpe | 2.55 | 0.85 |
| Sortino | 5.3 | 1.24 |
| Payoff Ratio | 1.41 | 1.21 |
| Profit Factor | 1.89 | 1.13 |
| Common Sense Ratio | 3.34 | 1.15 |
| CPC Index | 1.48 | 0.72 |
| Tail Ratio | 1.77 | 1.01 |
| Outlier Win Ratio | 13.71 | 2.71 |
| Outlier Loss Ratio | 10.0 | 2.31 |
| Volatility (ann.) | 17.9% | 51.82% |
| R^2 | 0.3 | 0.3 |
| Calmar | 10.21 | 1.39 |
| Skew | 2.63 | -0.21 |
| Kurtosis | 17.74 | 2.89 |
| Expected Daily % | 0.12% | 0.08% |
| Expected Monthly % | 3.64% | 2.54% |
| Expected Yearly % | 19.58% | 13.36% |
| Kelly Criterion | 24.17% | 13.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -4.34% |
| Expected Shortfall (cVaR) | -1.42% | -4.34% |
| Year | BTCUSD | b.uni_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 43.87 | 1.20 | + |
| 2025 | -6.00 | -0.60 | 0.10 | + |
| Metric | b.uni_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.93% | 8.82% |
| 3M | -1.28% | -11.89% |
| 6M | 32.09% | 38.13% |
| YTD | -0.6% | -6.0% |
| 1Y | 43.0% | 28.49% |
| 3Y (ann.) | 55.44% | 36.23% |
| 5Y (ann.) | 55.44% | 36.23% |
| Metric | b.uni_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.43% | -26.06% |
| Longest DD Days | 94.0 | 144.0 |
| Avg. Drawdown | -1.48% | -8.25% |
| Avg. Drawdown Days | 13.0 | 30.0 |
| Recovery Factor | 7.92 | 1.09 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-09-20 | -5.43 | 25 |
| 2024-12-20 | 2025-03-24 | -4.13 | 94 |
| 2024-07-23 | 2024-07-27 | -3.67 | 4 |
| 2024-10-22 | 2024-11-06 | -2.16 | 15 |
| 2024-11-15 | 2024-11-16 | -1.96 | 1 |
| 2024-06-08 | 2024-07-16 | -1.85 | 38 |
| 2024-07-18 | 2024-07-20 | -1.74 | 2 |
| 2024-11-13 | 2024-11-14 | -1.58 | 1 |
| 2024-09-21 | 2024-09-25 | -1.06 | 4 |
| 2024-11-17 | 2024-11-19 | -0.79 | 2 |
| Metric | b.uni_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.27% | 9.49% |
| Worst Day | -3.31% | -13.23% |
| Best Week | 11.63% | 15.41% |
| Worst Week | -3.3% | -18.81% |
| Best Month | 29.84% | 34.43% |
| Worst Month | -2.06% | -23.44% |
| Best Year | 43.87% | 36.7% |
| Worst Year | -0.6% | -6.0% |
| Avg. Up Day | 0.74% | 2.13% |
| Avg. Down Day | -0.53% | -1.76% |
| Avg. Up Week | 2.87% | 7.24% |
| Avg. Down Week | -0.83% | -4.29% |
| Avg. Up Month | 9.12% | 14.64% |
| Avg. Down Month | -0.89% | -12.25% |
| Win Days % | 55.66% | 52.36% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 53.49% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |