| Metric | b.uni_ | BTCUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 223.15% | 139.71% |
| Max Drawdown | -11.92% | -67.18% |
| Sharpe | 1.03 | 0.39 |
| Sortino | 1.72 | 0.57 |
| Payoff Ratio | 1.27 | 1.16 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | 1.65 | 1.04 |
| CPC Index | 0.81 | 0.63 |
| Tail Ratio | 1.27 | 0.98 |
| Outlier Win Ratio | 17.84 | 3.45 |
| Outlier Loss Ratio | 10.83 | 3.15 |
| Volatility (ann.) | 9.43% | 26.67% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.78 | 0.48 |
| Skew | 1.58 | 0.18 |
| Kurtosis | 25.83 | 6.26 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.05% | 2.27% |
| Expected Yearly % | 34.08% | 24.43% |
| Kelly Criterion | 8.65% | 8.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.27% |
| Expected Shortfall (cVaR) | -0.79% | -2.27% |
| Year | BTCUSD | b.uni_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 18.45 | -0.34 | + |
| 2023 | 155.54 | 50.02 | 0.32 | - |
| 2024 | 121.00 | 82.39 | 0.68 | - |
| 2025 | -6.39 | -0.29 | 0.05 | + |
| Metric | b.uni_ | BTCUSD |
|---|---|---|
| MTD | 2.38% | 3.67% |
| 3M | -0.85% | -7.78% |
| 6M | 31.63% | 37.46% |
| YTD | -0.29% | -6.39% |
| 1Y | 52.62% | 30.04% |
| 3Y (ann.) | 45.85% | 25.65% |
| 5Y (ann.) | 45.01% | 31.92% |
| Metric | b.uni_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.92% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -1.7% | -6.16% |
| Avg. Drawdown Days | 11.0 | 30.0 |
| Recovery Factor | 18.73 | 2.08 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-11 | -11.92 | 120 |
| 2022-05-31 | 2022-07-28 | -11.50 | 57 |
| 2023-03-22 | 2023-06-21 | -9.82 | 90 |
| 2023-12-09 | 2024-02-12 | -9.17 | 65 |
| 2023-06-23 | 2023-10-24 | -8.55 | 122 |
| 2025-01-20 | 2025-03-25 | -6.86 | 63 |
| 2024-08-24 | 2024-09-19 | -5.83 | 26 |
| 2022-03-02 | 2022-03-27 | -5.55 | 25 |
| 2024-05-21 | 2024-07-19 | -5.19 | 59 |
| 2024-12-19 | 2025-01-20 | -5.06 | 32 |
| Metric | b.uni_ | BTCUSD |
|---|---|---|
| Best Day | 5.4% | 9.33% |
| Worst Day | -5.4% | -9.32% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -5.4% | -29.64% |
| Best Month | 30.11% | 43.77% |
| Worst Month | -8.19% | -37.12% |
| Best Year | 82.39% | 155.54% |
| Worst Year | -0.29% | -54.66% |
| Avg. Up Day | 0.35% | 0.93% |
| Avg. Down Day | -0.28% | -0.8% |
| Avg. Up Week | 2.81% | 7.14% |
| Avg. Down Week | -1.04% | -4.71% |
| Avg. Up Month | 8.08% | 15.03% |
| Avg. Down Month | -2.97% | -11.04% |
| Win Days % | 48.98% | 51.08% |
| Win Month % | 64.1% | 61.54% |
| Win Week % | 52.44% | 49.7% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |