| Metric | ub26_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 45.83% | 45.58% |
| Max Drawdown | -10.92% | -28.21% |
| Sharpe | 1.63 | 0.78 |
| Sortino | 2.82 | 1.14 |
| Payoff Ratio | 1.3 | 1.09 |
| Profit Factor | 1.41 | 1.12 |
| Common Sense Ratio | 1.78 | 1.23 |
| CPC Index | 0.93 | 0.64 |
| Tail Ratio | 1.26 | 1.09 |
| Outlier Win Ratio | 10.47 | 2.87 |
| Outlier Loss Ratio | 11.08 | 2.63 |
| Volatility (ann.) | 16.19% | 45.15% |
| R^2 | 0.44 | 0.44 |
| Calmar | 2.61 | 1.01 |
| Skew | 1.63 | -0.15 |
| Kurtosis | 17.88 | 3.58 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 2.01% | 2.0% |
| Expected Yearly % | 20.76% | 20.66% |
| Kelly Criterion | 12.91% | 7.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -3.79% |
| Expected Shortfall (cVaR) | -1.32% | -3.79% |
| Year | BTCUSD | ub26_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 46.74 | 1.15 | + |
| 2025 | 3.62 | -0.62 | -0.17 | - |
| Metric | ub26_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -4.2% | -12.81% |
| 3M | -8.48% | -19.54% |
| 6M | -4.52% | -7.82% |
| YTD | -0.62% | 3.62% |
| 1Y | 8.18% | 9.16% |
| 3Y (ann.) | 28.51% | 28.36% |
| 5Y (ann.) | 28.51% | 28.36% |
| Metric | ub26_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.92% | -28.21% |
| Longest DD Days | 82.0 | 154.0 |
| Avg. Drawdown | -1.72% | -9.03% |
| Avg. Drawdown Days | 15.0 | 37.0 |
| Recovery Factor | 4.2 | 1.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-06 | 2025-11-16 | -10.92 | 41 |
| 2025-03-27 | 2025-04-23 | -5.95 | 27 |
| 2024-05-22 | 2024-07-20 | -5.38 | 59 |
| 2025-07-15 | 2025-10-05 | -4.47 | 82 |
| 2024-08-25 | 2024-09-19 | -4.39 | 25 |
| 2025-01-08 | 2025-03-26 | -3.89 | 77 |
| 2024-07-23 | 2024-07-27 | -3.37 | 4 |
| 2025-05-03 | 2025-05-21 | -2.45 | 18 |
| 2024-10-22 | 2024-11-06 | -1.93 | 15 |
| 2024-11-15 | 2024-11-16 | -1.73 | 1 |
| Metric | ub26_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.74% | 9.49% |
| Worst Day | -5.39% | -13.23% |
| Best Week | 10.71% | 15.41% |
| Worst Week | -4.51% | -18.81% |
| Best Month | 28.99% | 34.43% |
| Worst Month | -4.2% | -23.44% |
| Best Year | 46.74% | 40.49% |
| Worst Year | -0.62% | 3.62% |
| Avg. Up Day | 0.56% | 1.84% |
| Avg. Down Day | -0.43% | -1.69% |
| Avg. Up Week | 1.87% | 4.98% |
| Avg. Down Week | -1.15% | -4.21% |
| Avg. Up Month | 6.46% | 11.96% |
| Avg. Down Month | -2.82% | -11.84% |
| Win Days % | 50.78% | 51.91% |
| Win Month % | 57.89% | 63.16% |
| Win Week % | 56.79% | 54.32% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |