| Metric | configs_sql/hl_close/c/uniusd/uniq_fwd_ | UNIUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 112.2% | -29.83% |
| Max Drawdown | -17.16% | -72.63% |
| Sharpe | 1.74 | 0.15 |
| Sortino | 3.56 | 0.24 |
| Payoff Ratio | 1.39 | 1.06 |
| Profit Factor | 1.49 | 1.02 |
| Common Sense Ratio | 1.88 | 1.08 |
| CPC Index | 1.05 | 0.53 |
| Tail Ratio | 1.26 | 1.06 |
| Outlier Win Ratio | 12.8 | 3.71 |
| Outlier Loss Ratio | 5.44 | 2.48 |
| Volatility (ann.) | 56.95% | 107.36% |
| R^2 | 0.46 | 0.46 |
| Calmar | 7.7 | -0.45 |
| Skew | 3.41 | 0.9 |
| Kurtosis | 26.37 | 4.06 |
| Expected Daily % | 0.23% | -0.11% |
| Expected Monthly % | 6.47% | -2.91% |
| Expected Yearly % | 45.67% | -16.24% |
| Kelly Criterion | 14.92% | -0.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.63% | -9.2% |
| Expected Shortfall (cVaR) | -4.63% | -9.2% |
| Year | UNIUSD | configs_sql/hl_close/c/uniusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 81.27 | 104.09 | 1.28 | + |
| 2025 | -61.29 | 3.97 | -0.06 | + |
| Metric | configs_sql/hl_close/c/uniusd/uniq_fwd_ | UNIUSD |
|---|---|---|
| MTD | 0.16% | -14.3% |
| 3M | 3.97% | -66.51% |
| 6M | 97.78% | -25.03% |
| YTD | 3.97% | -61.29% |
| 1Y | 112.2% | -29.83% |
| 3Y (ann.) | 132.19% | -32.75% |
| 5Y (ann.) | 132.19% | -32.75% |
| Metric | configs_sql/hl_close/c/uniusd/uniq_fwd_ | UNIUSD |
|---|---|---|
| Max Drawdown | -17.16% | -72.63% |
| Longest DD Days | 119.0 | 163.0 |
| Avg. Drawdown | -5.9% | -23.27% |
| Avg. Drawdown Days | 20.0 | 39.0 |
| Recovery Factor | 6.54 | -0.41 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-07 | -17.16 | 119 |
| 2024-08-22 | 2024-11-06 | -15.21 | 76 |
| 2024-11-12 | 2024-11-19 | -12.51 | 7 |
| 2024-11-28 | 2024-12-02 | -7.06 | 4 |
| 2024-06-17 | 2024-08-08 | -5.88 | 52 |
| 2024-08-09 | 2024-08-13 | -5.86 | 4 |
| 2024-11-20 | 2024-11-22 | -5.33 | 2 |
| 2024-11-07 | 2024-11-11 | -4.69 | 4 |
| 2024-08-15 | 2024-08-16 | -3.68 | 1 |
| 2024-12-05 | 2024-12-06 | -3.62 | 1 |
| Metric | configs_sql/hl_close/c/uniusd/uniq_fwd_ | UNIUSD |
|---|---|---|
| Best Day | 25.79% | 29.16% |
| Worst Day | -12.29% | -15.38% |
| Best Week | 32.19% | 39.62% |
| Worst Week | -9.25% | -23.38% |
| Best Month | 57.63% | 68.0% |
| Worst Month | -5.03% | -36.28% |
| Best Year | 104.09% | 81.27% |
| Worst Year | 3.97% | -61.29% |
| Avg. Up Day | 2.61% | 4.23% |
| Avg. Down Day | -1.88% | -3.98% |
| Avg. Up Week | 7.8% | 15.19% |
| Avg. Down Week | -3.36% | -8.7% |
| Avg. Up Month | 20.72% | 33.06% |
| Avg. Down Month | -2.35% | -6.73% |
| Win Days % | 50.48% | 48.47% |
| Win Month % | 80.0% | 41.67% |
| Win Week % | 61.76% | 38.78% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |