| Metric | eth.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 58.36% | 74.3% |
| Max Drawdown | -6.78% | -28.21% |
| Sharpe | 3.0 | 1.26 |
| Sortino | 6.06 | 1.87 |
| Payoff Ratio | 1.56 | 1.0 |
| Profit Factor | 1.71 | 1.21 |
| Common Sense Ratio | 2.22 | 1.29 |
| CPC Index | 1.4 | 0.65 |
| Tail Ratio | 1.3 | 1.07 |
| Outlier Win Ratio | 9.26 | 2.67 |
| Outlier Loss Ratio | 12.29 | 2.41 |
| Volatility (ann.) | 13.94% | 48.38% |
| R^2 | 0.27 | 0.27 |
| Calmar | 7.46 | 2.27 |
| Skew | 2.21 | -0.18 |
| Kurtosis | 14.56 | 3.26 |
| Expected Daily % | 0.11% | 0.14% |
| Expected Monthly % | 3.34% | 4.05% |
| Expected Yearly % | 25.84% | 32.02% |
| Kelly Criterion | 21.82% | 6.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -4.0% |
| Expected Shortfall (cVaR) | -1.09% | -4.0% |
| Year | BTCUSD | eth.uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 49.73 | 1.35 | + |
| 2025 | 27.50 | 5.76 | 0.21 | - |
| Metric | eth.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.95% | 8.83% |
| 3M | 6.78% | 39.41% |
| 6M | 5.37% | 25.27% |
| YTD | 5.76% | 27.5% |
| 1Y | 54.93% | 87.59% |
| 3Y (ann.) | 50.56% | 63.99% |
| 5Y (ann.) | 50.56% | 63.99% |
| Metric | eth.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.78% | -28.21% |
| Longest DD Days | 174.0 | 154.0 |
| Avg. Drawdown | -1.15% | -7.48% |
| Avg. Drawdown Days | 14.0 | 32.0 |
| Recovery Factor | 8.61 | 2.63 |
| Ulcer Index | 1.03 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-09 | -6.78 | 174 |
| 2024-06-06 | 2024-07-15 | -4.29 | 39 |
| 2025-06-12 | 2025-07-03 | -3.81 | 21 |
| 2024-07-22 | 2024-08-08 | -2.22 | 17 |
| 2024-08-10 | 2024-09-14 | -1.98 | 35 |
| 2024-11-23 | 2024-12-05 | -1.58 | 12 |
| 2025-07-15 | 2025-07-16 | -1.33 | 1 |
| 2024-10-22 | 2024-11-06 | -1.24 | 15 |
| 2025-07-04 | 2025-07-11 | -0.99 | 7 |
| 2024-09-15 | 2024-09-19 | -0.98 | 4 |
| Metric | eth.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.21% | 9.49% |
| Worst Day | -2.16% | -13.23% |
| Best Week | 11.28% | 15.41% |
| Worst Week | -3.32% | -18.81% |
| Best Month | 27.13% | 34.43% |
| Worst Month | -1.79% | -23.44% |
| Best Year | 49.73% | 36.7% |
| Worst Year | 5.76% | 27.5% |
| Avg. Up Day | 0.59% | 1.86% |
| Avg. Down Day | -0.38% | -1.85% |
| Avg. Up Week | 2.21% | 5.91% |
| Avg. Down Week | -1.02% | -4.76% |
| Avg. Up Month | 5.66% | 12.81% |
| Avg. Down Month | -1.43% | -16.85% |
| Win Days % | 52.32% | 53.41% |
| Win Month % | 78.57% | 71.43% |
| Win Week % | 60.0% | 55.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |