| Metric | ub26hl_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | -0.72% | 52.21% |
| Max Drawdown | -40.74% | -29.51% |
| Sharpe | 0.08 | 0.42 |
| Sortino | 0.09 | 0.6 |
| Payoff Ratio | 1.0 | 1.03 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 1.01 | 0.99 |
| CPC Index | 0.51 | 0.58 |
| Tail Ratio | 0.97 | 0.93 |
| Outlier Win Ratio | 12.11 | 3.02 |
| Outlier Loss Ratio | 10.28 | 2.8 |
| Volatility (ann.) | 14.99% | 23.21% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.01 | 1.09 |
| Skew | -27.35 | 0.18 |
| Kurtosis | 1103.07 | 7.25 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.04% | 2.24% |
| Expected Yearly % | -0.36% | 23.37% |
| Kelly Criterion | -1.95% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -1.97% |
| Expected Shortfall (cVaR) | -1.29% | -1.97% |
| Year | BTCUSD | ub26hl_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 55.80 | 1.13 | + |
| 2025 | 1.83 | -36.27 | -19.87 | - |
| Metric | ub26hl_fwd_ | BTCUSD |
|---|---|---|
| MTD | -33.68% | -13.23% |
| 3M | -38.52% | -19.07% |
| 6M | -37.13% | -7.85% |
| YTD | -36.27% | 1.83% |
| 1Y | -32.47% | 4.88% |
| 3Y (ann.) | -0.48% | 32.15% |
| 5Y (ann.) | -0.48% | 32.15% |
| Metric | ub26hl_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -40.74% | -29.51% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -1.86% | -5.99% |
| Avg. Drawdown Days | 10.0 | 18.0 |
| Recovery Factor | -0.02 | 1.77 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-14 | 2025-11-17 | -40.74 | 125 |
| 2025-01-21 | 2025-04-28 | -7.37 | 96 |
| 2024-05-21 | 2024-07-15 | -6.33 | 55 |
| 2024-12-17 | 2025-01-21 | -4.75 | 35 |
| 2024-11-13 | 2024-11-19 | -3.81 | 5 |
| 2024-08-09 | 2024-09-19 | -3.54 | 41 |
| 2024-07-22 | 2024-08-08 | -3.40 | 17 |
| 2025-06-10 | 2025-07-03 | -3.31 | 23 |
| 2024-10-21 | 2024-11-06 | -2.51 | 16 |
| 2025-05-02 | 2025-05-21 | -1.94 | 18 |
| Metric | ub26hl_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.83% | 9.33% |
| Worst Day | -30.94% | -9.32% |
| Best Week | 15.11% | 18.93% |
| Worst Week | -30.99% | -12.33% |
| Best Month | 31.45% | 37.42% |
| Worst Month | -33.68% | -17.69% |
| Best Year | 55.8% | 49.48% |
| Worst Year | -36.27% | 1.83% |
| Avg. Up Day | 0.23% | 0.84% |
| Avg. Down Day | -0.23% | -0.81% |
| Avg. Up Week | 2.16% | 5.31% |
| Avg. Down Week | -1.2% | -4.16% |
| Avg. Up Month | 5.89% | 10.78% |
| Avg. Down Month | -8.03% | -8.43% |
| Win Days % | 49.11% | 52.16% |
| Win Month % | 63.16% | 57.89% |
| Win Week % | 49.38% | 54.32% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 50.0% | 100.0% |