| Metric | eth.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 60.16% | 72.85% |
| Max Drawdown | -6.78% | -28.17% |
| Sharpe | 2.74 | 1.11 |
| Sortino | 5.46 | 1.77 |
| Payoff Ratio | 1.55 | 1.14 |
| Profit Factor | 1.63 | 1.18 |
| Common Sense Ratio | 2.23 | 1.34 |
| CPC Index | 1.31 | 0.68 |
| Tail Ratio | 1.37 | 1.14 |
| Outlier Win Ratio | 10.74 | 2.8 |
| Outlier Loss Ratio | 10.69 | 2.22 |
| Volatility (ann.) | 13.26% | 46.76% |
| R^2 | 0.33 | 0.33 |
| Calmar | 6.29 | 1.81 |
| Skew | 2.25 | 0.61 |
| Kurtosis | 15.44 | 2.78 |
| Expected Daily % | 0.1% | 0.11% |
| Expected Monthly % | 2.99% | 3.48% |
| Expected Yearly % | 26.55% | 31.47% |
| Kelly Criterion | 20.6% | 7.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -3.88% |
| Expected Shortfall (cVaR) | -1.04% | -3.88% |
| Year | BTCUSD | eth.uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 51.05 | 1.06 | + |
| 2025 | 16.49 | 6.03 | 0.37 | - |
| Metric | eth.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.41% | -6.06% |
| 3M | 3.11% | 3.01% |
| 6M | 6.57% | 28.48% |
| YTD | 6.03% | 16.49% |
| 1Y | 45.78% | 83.13% |
| 3Y (ann.) | 42.65% | 51.09% |
| 5Y (ann.) | 42.65% | 51.09% |
| Metric | eth.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.78% | -28.17% |
| Longest DD Days | 174.0 | 161.0 |
| Avg. Drawdown | -1.22% | -6.47% |
| Avg. Drawdown Days | 15.0 | 22.0 |
| Recovery Factor | 8.87 | 2.59 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-06-09 | -6.78 | 174 |
| 2024-05-22 | 2024-07-15 | -4.78 | 54 |
| 2025-08-14 | 2025-08-30 | -4.03 | 16 |
| 2025-06-12 | 2025-07-03 | -3.81 | 21 |
| 2024-07-22 | 2024-08-08 | -2.22 | 17 |
| 2025-07-15 | 2025-08-09 | -2.10 | 25 |
| 2024-08-10 | 2024-09-14 | -1.98 | 35 |
| 2024-11-23 | 2024-12-05 | -1.58 | 12 |
| 2024-10-22 | 2024-11-06 | -1.24 | 15 |
| 2025-07-04 | 2025-07-11 | -0.99 | 7 |
| Metric | eth.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.21% | 11.89% |
| Worst Day | -2.16% | -8.6% |
| Best Week | 11.28% | 18.93% |
| Worst Week | -3.32% | -12.33% |
| Best Month | 27.13% | 37.42% |
| Worst Month | -1.79% | -17.69% |
| Best Year | 51.05% | 48.38% |
| Worst Year | 6.03% | 16.49% |
| Avg. Up Day | 0.56% | 2.1% |
| Avg. Down Day | -0.36% | -1.85% |
| Avg. Up Week | 2.12% | 5.21% |
| Avg. Down Week | -1.07% | -4.11% |
| Avg. Up Month | 5.17% | 11.14% |
| Avg. Down Month | -1.55% | -8.97% |
| Win Days % | 51.7% | 50.62% |
| Win Month % | 81.25% | 62.5% |
| Win Week % | 57.75% | 56.34% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |