| Metric | uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 51.38% | 30.91% |
| Max Drawdown | -7.69% | -26.0% |
| Sharpe | 2.6 | 0.84 |
| Sortino | 5.38 | 1.31 |
| Payoff Ratio | 1.79 | 1.2 |
| Profit Factor | 1.71 | 1.13 |
| Common Sense Ratio | 2.39 | 1.26 |
| CPC Index | 1.5 | 0.67 |
| Tail Ratio | 1.4 | 1.12 |
| Outlier Win Ratio | 10.73 | 3.19 |
| Outlier Loss Ratio | 10.23 | 2.19 |
| Volatility (ann.) | 18.16% | 50.29% |
| R^2 | 0.54 | 0.54 |
| Calmar | 7.53 | 1.33 |
| Skew | 2.59 | 0.6 |
| Kurtosis | 16.9 | 2.5 |
| Expected Daily % | 0.12% | 0.08% |
| Expected Monthly % | 3.84% | 2.48% |
| Expected Yearly % | 23.03% | 14.41% |
| Kelly Criterion | 20.37% | 6.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -4.21% |
| Expected Shortfall (cVaR) | -1.43% | -4.21% |
| Year | BTCUSD | uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 54.65 | 1.13 | + |
| 2025 | -11.78 | -2.12 | 0.18 | + |
| Metric | uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.18% | -2.3% |
| 3M | -2.29% | -12.54% |
| 6M | 33.47% | 25.19% |
| YTD | -2.12% | -11.78% |
| 1Y | 51.38% | 30.91% |
| 3Y (ann.) | 57.96% | 34.58% |
| 5Y (ann.) | 57.96% | 34.58% |
| Metric | uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.69% | -26.0% |
| Longest DD Days | 75.0 | 161.0 |
| Avg. Drawdown | -1.42% | -6.87% |
| Avg. Drawdown Days | 12.0 | 22.0 |
| Recovery Factor | 6.68 | 1.19 |
| Ulcer Index | 0.99 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-30 | -7.69 | 27 |
| 2024-05-22 | 2024-07-15 | -5.36 | 54 |
| 2024-12-17 | 2025-03-02 | -4.82 | 75 |
| 2024-07-22 | 2024-08-08 | -2.82 | 17 |
| 2024-08-10 | 2024-09-19 | -2.41 | 40 |
| 2024-11-23 | 2024-12-11 | -2.09 | 18 |
| 2024-10-30 | 2024-11-06 | -1.79 | 7 |
| 2024-10-22 | 2024-10-27 | -0.69 | 5 |
| 2024-11-14 | 2024-11-15 | -0.67 | 1 |
| 2024-11-17 | 2024-11-19 | -0.66 | 2 |
| Metric | uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.05% | 11.89% |
| Worst Day | -3.82% | -8.6% |
| Best Week | 13.71% | 18.93% |
| Worst Week | -2.73% | -12.33% |
| Best Month | 28.97% | 37.42% |
| Worst Month | -2.46% | -17.69% |
| Best Year | 54.65% | 48.38% |
| Worst Year | -2.12% | -11.78% |
| Avg. Up Day | 0.76% | 2.27% |
| Avg. Down Day | -0.43% | -1.89% |
| Avg. Up Week | 2.76% | 6.33% |
| Avg. Down Week | -1.05% | -4.63% |
| Avg. Up Month | 7.37% | 12.62% |
| Avg. Down Month | -2.46% | -17.69% |
| Win Days % | 48.89% | 49.24% |
| Win Month % | 90.91% | 54.55% |
| Win Week % | 56.25% | 51.02% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |