| Metric | b.uni_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 66.0% | 100.0% |
| Cumulative Return | 43.63% | 29.21% |
| Max Drawdown | -6.86% | -28.38% |
| Sharpe | 1.23 | 0.43 |
| Sortino | 2.22 | 0.62 |
| Payoff Ratio | 1.35 | 1.19 |
| Profit Factor | 1.4 | 1.07 |
| Common Sense Ratio | 1.94 | 0.99 |
| CPC Index | 0.92 | 0.65 |
| Tail Ratio | 1.39 | 0.92 |
| Outlier Win Ratio | 17.55 | 3.19 |
| Outlier Loss Ratio | 10.52 | 2.74 |
| Volatility (ann.) | 9.39% | 26.22% |
| R^2 | 0.32 | 0.32 |
| Calmar | 8.17 | 1.3 |
| Skew | 2.83 | 0.13 |
| Kurtosis | 32.94 | 6.47 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.69% | 2.6% |
| Expected Yearly % | 19.85% | 13.67% |
| Kelly Criterion | 10.52% | 10.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.23% |
| Expected Shortfall (cVaR) | -0.78% | -2.23% |
| Year | BTCUSD | b.uni_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 44.05 | 1.16 | + |
| 2025 | -6.39 | -0.29 | 0.05 | + |
| Metric | b.uni_fwd_ | BTCUSD |
|---|---|---|
| MTD | 2.38% | 3.67% |
| 3M | -0.85% | -7.78% |
| 6M | 31.63% | 37.46% |
| YTD | -0.29% | -6.39% |
| 1Y | 43.63% | 29.21% |
| 3Y (ann.) | 56.04% | 37.02% |
| 5Y (ann.) | 56.04% | 37.02% |
| Metric | b.uni_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.86% | -28.38% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -1.29% | -4.56% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | 6.36 | 1.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-25 | -6.86 | 63 |
| 2024-08-24 | 2024-09-19 | -5.83 | 26 |
| 2024-12-19 | 2025-01-20 | -5.06 | 32 |
| 2024-07-22 | 2024-08-06 | -4.42 | 15 |
| 2024-11-13 | 2024-11-19 | -4.31 | 5 |
| 2024-10-21 | 2024-11-06 | -3.50 | 16 |
| 2024-07-17 | 2024-07-19 | -2.45 | 2 |
| 2024-06-05 | 2024-07-15 | -1.89 | 40 |
| 2024-11-12 | 2024-11-13 | -1.83 | 1 |
| 2024-09-20 | 2024-09-24 | -1.31 | 4 |
| Metric | b.uni_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.4% | 9.33% |
| Worst Day | -3.9% | -9.32% |
| Best Week | 14.3% | 18.93% |
| Worst Week | -3.96% | -12.33% |
| Best Month | 30.11% | 37.42% |
| Worst Month | -2.18% | -17.69% |
| Best Year | 44.05% | 38.02% |
| Worst Year | -0.29% | -6.39% |
| Avg. Up Day | 0.35% | 0.95% |
| Avg. Down Day | -0.26% | -0.8% |
| Avg. Up Week | 2.59% | 6.33% |
| Avg. Down Week | -0.89% | -4.58% |
| Avg. Up Month | 9.28% | 12.49% |
| Avg. Down Month | -0.94% | -9.25% |
| Win Days % | 48.65% | 51.3% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 56.82% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |