| Metric | /home/ubuntu/l.uniq_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | 192.44% | 129.59% |
| Max Drawdown | -7.18% | -60.35% |
| Sharpe | 2.73 | 0.8 |
| Sortino | 5.54 | 1.18 |
| Payoff Ratio | 1.98 | 1.28 |
| Profit Factor | 1.79 | 1.13 |
| Common Sense Ratio | 3.33 | 1.3 |
| CPC Index | 1.71 | 0.71 |
| Tail Ratio | 1.86 | 1.15 |
| Outlier Win Ratio | 13.74 | 2.96 |
| Outlier Loss Ratio | 15.67 | 2.53 |
| Volatility (ann.) | 13.92% | 53.48% |
| R^2 | 0.18 | 0.18 |
| Calmar | 6.2 | 0.55 |
| Skew | 2.18 | -0.09 |
| Kurtosis | 14.67 | 4.16 |
| Expected Daily % | 0.1% | 0.08% |
| Expected Monthly % | 3.03% | 2.34% |
| Expected Yearly % | 30.77% | 23.09% |
| Kelly Criterion | 22.39% | 9.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -4.49% |
| Expected Shortfall (cVaR) | -1.09% | -4.49% |
| Year | BTCUSD | /home/ubuntu/l.uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.64 | 7.64 | -0.13 | + |
| 2023 | 155.54 | 47.77 | 0.31 | - |
| 2024 | 121.00 | 83.59 | 0.69 | - |
| 2025 | -6.25 | 0.15 | -0.02 | + |
| Metric | /home/ubuntu/l.uniq_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.49% | 3.83% |
| 3M | 0.1% | -9.98% |
| 6M | 31.21% | 38.13% |
| YTD | 0.15% | -6.25% |
| 1Y | 51.3% | 36.76% |
| 3Y (ann.) | 44.55% | 33.03% |
| 5Y (ann.) | 44.55% | 33.03% |
| Metric | /home/ubuntu/l.uniq_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.18% | -60.35% |
| Longest DD Days | 120.0 | 582.0 |
| Avg. Drawdown | -1.36% | -9.1% |
| Avg. Drawdown Days | 18.0 | 48.0 |
| Recovery Factor | 26.8 | 2.15 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2022-12-15 | -7.18 | 92 |
| 2022-06-01 | 2022-07-20 | -6.72 | 49 |
| 2023-06-26 | 2023-10-24 | -5.62 | 120 |
| 2023-04-15 | 2023-06-21 | -5.28 | 67 |
| 2025-01-07 | 2025-03-24 | -4.62 | 76 |
| 2024-05-22 | 2024-07-15 | -3.99 | 54 |
| 2024-07-23 | 2024-09-19 | -3.84 | 58 |
| 2024-01-09 | 2024-02-09 | -3.74 | 31 |
| 2022-07-21 | 2022-07-28 | -2.82 | 7 |
| 2023-12-10 | 2024-01-02 | -2.72 | 23 |
| Metric | /home/ubuntu/l.uniq_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.9% | 11.89% |
| Worst Day | -3.68% | -15.42% |
| Best Week | 11.99% | 35.75% |
| Worst Week | -3.61% | -29.64% |
| Best Month | 28.2% | 43.77% |
| Worst Month | -4.62% | -37.12% |
| Best Year | 83.59% | 155.54% |
| Worst Year | 0.15% | -56.64% |
| Avg. Up Day | 0.51% | 2.3% |
| Avg. Down Day | -0.26% | -1.8% |
| Avg. Up Week | 2.37% | 7.04% |
| Avg. Down Week | -0.8% | -4.75% |
| Avg. Up Month | 7.23% | 15.88% |
| Avg. Down Month | -1.83% | -11.23% |
| Win Days % | 48.43% | 49.1% |
| Win Month % | 63.89% | 58.33% |
| Win Week % | 53.95% | 50.64% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |