| Metric | b.uni_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 74.0% | 100.0% |
| Cumulative Return | 221.51% | 130.65% |
| Max Drawdown | -11.55% | -66.89% |
| Sharpe | 2.01 | 0.76 |
| Sortino | 3.79 | 1.13 |
| Payoff Ratio | 1.42 | 1.23 |
| Profit Factor | 1.61 | 1.12 |
| Common Sense Ratio | 2.64 | 1.19 |
| CPC Index | 1.17 | 0.71 |
| Tail Ratio | 1.64 | 1.06 |
| Outlier Win Ratio | 14.8 | 3.22 |
| Outlier Loss Ratio | 10.18 | 2.58 |
| Volatility (ann.) | 19.3% | 55.08% |
| R^2 | 0.38 | 0.38 |
| Calmar | 3.88 | 0.45 |
| Skew | 1.86 | 0.23 |
| Kurtosis | 14.8 | 3.5 |
| Expected Daily % | 0.1% | 0.07% |
| Expected Monthly % | 3.04% | 2.17% |
| Expected Yearly % | 33.91% | 23.24% |
| Kelly Criterion | 16.58% | 12.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -4.63% |
| Expected Shortfall (cVaR) | -1.56% | -4.63% |
| Year | BTCUSD | b.uni_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.07 | 18.36 | -0.33 | + |
| 2023 | 154.85 | 50.03 | 0.32 | - |
| 2024 | 119.18 | 82.15 | 0.69 | - |
| 2025 | -6.00 | -0.60 | 0.10 | + |
| Metric | b.uni_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.93% | 8.82% |
| 3M | -1.28% | -11.89% |
| 6M | 32.09% | 38.13% |
| YTD | -0.6% | -6.0% |
| 1Y | 51.93% | 35.64% |
| 3Y (ann.) | 47.1% | 27.36% |
| 5Y (ann.) | 44.87% | 30.38% |
| Metric | b.uni_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.55% | -66.89% |
| Longest DD Days | 120.0 | 683.0 |
| Avg. Drawdown | -1.97% | -9.77% |
| Avg. Drawdown Days | 18.0 | 62.0 |
| Recovery Factor | 19.17 | 1.95 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-12 | -11.55 | 120 |
| 2022-06-02 | 2022-07-28 | -10.47 | 56 |
| 2023-03-25 | 2023-06-22 | -9.04 | 89 |
| 2023-12-10 | 2024-02-13 | -8.75 | 65 |
| 2023-06-26 | 2023-10-24 | -7.37 | 120 |
| 2022-03-03 | 2022-03-28 | -5.47 | 25 |
| 2024-08-26 | 2024-09-20 | -5.43 | 25 |
| 2024-05-22 | 2024-07-20 | -5.05 | 59 |
| 2024-12-20 | 2025-03-24 | -4.13 | 94 |
| 2022-03-30 | 2022-05-30 | -4.08 | 61 |
| Metric | b.uni_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.44% | 14.21% |
| Worst Day | -6.39% | -14.67% |
| Best Week | 11.63% | 28.96% |
| Worst Week | -5.47% | -30.92% |
| Best Month | 29.84% | 45.57% |
| Worst Month | -8.42% | -36.86% |
| Best Year | 82.15% | 154.85% |
| Worst Year | -0.6% | -56.07% |
| Avg. Up Day | 0.82% | 2.23% |
| Avg. Down Day | -0.57% | -1.82% |
| Avg. Up Week | 2.65% | 6.55% |
| Avg. Down Week | -1.05% | -4.95% |
| Avg. Up Month | 8.19% | 16.13% |
| Avg. Down Month | -2.35% | -10.93% |
| Win Days % | 51.01% | 51.57% |
| Win Month % | 61.54% | 56.41% |
| Win Week % | 51.55% | 52.98% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |