| Metric | ub26_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 50.78% | 52.21% |
| Max Drawdown | -11.23% | -29.51% |
| Sharpe | 0.84 | 0.42 |
| Sortino | 1.38 | 0.6 |
| Payoff Ratio | 1.16 | 1.05 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.37 | 0.99 |
| CPC Index | 0.69 | 0.58 |
| Tail Ratio | 1.14 | 0.93 |
| Outlier Win Ratio | 11.92 | 3.1 |
| Outlier Loss Ratio | 11.23 | 2.85 |
| Volatility (ann.) | 8.47% | 23.21% |
| R^2 | 0.45 | 0.45 |
| Calmar | 2.79 | 1.09 |
| Skew | 2.15 | 0.18 |
| Kurtosis | 33.22 | 7.25 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.18% | 2.24% |
| Expected Yearly % | 22.79% | 23.37% |
| Kelly Criterion | 5.71% | 6.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -1.97% |
| Expected Shortfall (cVaR) | -0.71% | -1.97% |
| Year | BTCUSD | ub26_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 52.19 | 1.05 | + |
| 2025 | 1.83 | -0.93 | -0.51 | - |
| Metric | ub26_fwd_ | BTCUSD |
|---|---|---|
| MTD | -4.15% | -13.23% |
| 3M | -8.43% | -19.07% |
| 6M | -4.16% | -7.85% |
| YTD | -0.93% | 1.83% |
| 1Y | 5.64% | 4.88% |
| 3Y (ann.) | 31.33% | 32.15% |
| 5Y (ann.) | 31.33% | 32.15% |
| Metric | ub26_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.23% | -29.51% |
| Longest DD Days | 92.0 | 144.0 |
| Avg. Drawdown | -1.43% | -5.99% |
| Avg. Drawdown Days | 9.0 | 18.0 |
| Recovery Factor | 4.52 | 1.77 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-06 | 2025-11-17 | -11.23 | 41 |
| 2025-01-20 | 2025-04-22 | -7.05 | 92 |
| 2024-05-21 | 2024-07-19 | -5.58 | 59 |
| 2025-01-07 | 2025-01-20 | -5.37 | 13 |
| 2025-07-14 | 2025-10-05 | -4.76 | 82 |
| 2024-08-24 | 2024-09-18 | -4.59 | 25 |
| 2024-07-22 | 2024-08-06 | -4.06 | 15 |
| 2024-11-13 | 2024-11-19 | -3.99 | 5 |
| 2024-10-21 | 2024-11-06 | -3.16 | 16 |
| 2025-05-02 | 2025-05-21 | -2.94 | 18 |
| Metric | ub26_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.19% | 9.33% |
| Worst Day | -3.42% | -9.32% |
| Best Week | 13.06% | 18.93% |
| Worst Week | -5.58% | -12.33% |
| Best Month | 29.1% | 37.42% |
| Worst Month | -4.17% | -17.69% |
| Best Year | 52.19% | 49.48% |
| Worst Year | -0.93% | 1.83% |
| Avg. Up Day | 0.26% | 0.84% |
| Avg. Down Day | -0.22% | -0.8% |
| Avg. Up Week | 2.02% | 5.15% |
| Avg. Down Week | -1.24% | -3.8% |
| Avg. Up Month | 6.08% | 10.78% |
| Avg. Down Month | -2.04% | -8.47% |
| Win Days % | 49.34% | 52.16% |
| Win Month % | 57.89% | 57.89% |
| Win Week % | 58.02% | 54.32% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 50.0% | 100.0% |