| Metric | uu.btc_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 59.0% | 100.0% |
| Cumulative Return | 62.03% | 40.6% |
| Max Drawdown | -13.76% | -29.51% |
| Sharpe | 1.1 | 0.49 |
| Sortino | 1.79 | 0.71 |
| Payoff Ratio | 1.29 | 1.12 |
| Profit Factor | 1.33 | 1.08 |
| Common Sense Ratio | 1.91 | 1.02 |
| CPC Index | 0.84 | 0.63 |
| Tail Ratio | 1.44 | 0.95 |
| Outlier Win Ratio | 14.02 | 3.4 |
| Outlier Loss Ratio | 7.45 | 3.28 |
| Volatility (ann.) | 12.7% | 26.05% |
| R^2 | 0.38 | 0.38 |
| Calmar | 5.05 | 1.53 |
| Skew | 1.51 | 0.22 |
| Kurtosis | 21.87 | 6.75 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.1% | 2.88% |
| Expected Yearly % | 27.29% | 18.58% |
| Kelly Criterion | 10.11% | 8.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.21% |
| Expected Shortfall (cVaR) | -1.06% | -2.21% |
| Year | BTCUSD | uu.btc_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 29.29 | 0.77 | - |
| 2025 | 1.87 | 25.32 | 13.54 | + |
| Metric | uu.btc_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.97% |
| 3M | 17.31% | -6.12% |
| 6M | 41.86% | 30.77% |
| YTD | 25.32% | 1.87% |
| 1Y | 62.03% | 40.6% |
| 3Y (ann.) | 69.45% | 45.12% |
| 5Y (ann.) | 69.45% | 45.12% |
| Metric | uu.btc_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.76% | -29.51% |
| Longest DD Days | 59.0 | 144.0 |
| Avg. Drawdown | -1.59% | -4.65% |
| Avg. Drawdown Days | 5.0 | 13.0 |
| Recovery Factor | 4.51 | 1.38 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -13.76 | 59 |
| 2024-12-05 | 2024-12-15 | -7.89 | 10 |
| 2025-01-30 | 2025-02-28 | -6.68 | 29 |
| 2024-08-09 | 2024-09-11 | -6.55 | 33 |
| 2024-12-21 | 2025-01-03 | -5.27 | 13 |
| 2024-10-07 | 2024-10-11 | -5.02 | 3 |
| 2025-03-13 | 2025-03-14 | -4.34 | 1 |
| 2025-01-07 | 2025-01-14 | -3.56 | 7 |
| 2025-03-06 | 2025-03-11 | -3.23 | 5 |
| 2025-04-02 | 2025-04-11 | -2.62 | 8 |
| Metric | uu.btc_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.88% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.81% | 18.93% |
| Worst Week | -5.79% | -12.33% |
| Best Month | 11.42% | 37.42% |
| Worst Month | -7.08% | -17.69% |
| Best Year | 29.29% | 38.02% |
| Worst Year | 25.32% | 1.87% |
| Avg. Up Day | 0.54% | 1.02% |
| Avg. Down Day | -0.42% | -0.9% |
| Avg. Up Week | 2.87% | 6.2% |
| Avg. Down Week | -2.47% | -3.92% |
| Avg. Up Month | 5.07% | 13.76% |
| Avg. Down Month | -7.08% | -7.35% |
| Win Days % | 49.36% | 51.65% |
| Win Month % | 90.91% | 58.33% |
| Win Week % | 66.67% | 53.06% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |