| Metric | eth.uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | -2.55% | 76.34% |
| Max Drawdown | -39.33% | -29.51% |
| Sharpe | 0.1 | 0.63 |
| Sortino | 0.11 | 0.93 |
| Payoff Ratio | 0.98 | 1.07 |
| Profit Factor | 1.05 | 1.11 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.52 | 0.62 |
| Tail Ratio | 1.19 | 0.96 |
| Outlier Win Ratio | 11.74 | 2.94 |
| Outlier Loss Ratio | 10.16 | 2.74 |
| Volatility (ann.) | 19.81% | 24.53% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.06 | 2.22 |
| Skew | -31.77 | 0.2 |
| Kurtosis | 1199.67 | 7.25 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.18% | 4.14% |
| Expected Yearly % | -1.28% | 32.79% |
| Kelly Criterion | -0.81% | 7.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -2.07% |
| Expected Shortfall (cVaR) | -1.7% | -2.07% |
| Year | BTCUSD | eth.uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 49.80 | 1.31 | + |
| 2025 | 27.76 | -34.95 | -1.26 | - |
| Metric | eth.uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | -37.62% | 11.29% |
| 3M | -33.67% | 41.94% |
| 6M | -35.71% | 18.67% |
| YTD | -34.95% | 27.76% |
| 1Y | -6.0% | 83.25% |
| 3Y (ann.) | -2.27% | 65.5% |
| 5Y (ann.) | -2.27% | 65.5% |
| Metric | eth.uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -39.33% | -29.51% |
| Longest DD Days | 174.0 | 144.0 |
| Avg. Drawdown | -1.52% | -4.71% |
| Avg. Drawdown Days | 7.0 | 14.0 |
| Recovery Factor | -0.06 | 2.59 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-07-17 | -39.33 | 3 |
| 2024-12-17 | 2025-06-09 | -7.86 | 174 |
| 2025-06-11 | 2025-07-03 | -5.02 | 22 |
| 2024-06-05 | 2024-07-15 | -4.62 | 39 |
| 2024-08-09 | 2024-09-13 | -2.75 | 35 |
| 2024-07-22 | 2024-08-08 | -2.61 | 17 |
| 2024-11-13 | 2024-11-19 | -2.37 | 5 |
| 2024-10-21 | 2024-11-06 | -1.72 | 16 |
| 2024-11-22 | 2024-12-04 | -1.59 | 12 |
| 2024-12-05 | 2024-12-06 | -1.34 | 1 |
| Metric | eth.uniq_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.16% | 9.33% |
| Worst Day | -38.84% | -9.32% |
| Best Week | 11.79% | 18.93% |
| Worst Week | -38.34% | -12.33% |
| Best Month | 27.18% | 37.42% |
| Worst Month | -37.62% | -17.69% |
| Best Year | 49.8% | 38.02% |
| Worst Year | -34.95% | 27.76% |
| Avg. Up Day | 0.24% | 0.94% |
| Avg. Down Day | -0.25% | -0.87% |
| Avg. Up Week | 2.08% | 5.11% |
| Avg. Down Week | -1.01% | -4.0% |
| Avg. Up Month | 6.18% | 12.01% |
| Avg. Down Month | -1.51% | -9.04% |
| Win Days % | 50.16% | 51.85% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 58.33% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |