| Metric | uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | UNIUSD |
|---|---|---|
| Time in Market | 46.0% | 97.0% |
| Cumulative Return | -47.74% | -26.46% |
| Max Drawdown | -84.05% | -70.86% |
| Sharpe | 0.01 | 0.0 |
| Sortino | 0.01 | 0.01 |
| Payoff Ratio | 0.0 | 1.22 |
| Profit Factor | 1.13 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.0 | 0.61 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 173.48 | 1.97 |
| Outlier Loss Ratio | 0.05 | 1.78 |
| Volatility (ann.) | 4.14% | 2.89% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.72 | -0.51 |
| Skew | -129.13 | 0.7 |
| Kurtosis | 33957.94 | 60.45 |
| Expected Daily % | -0.0% | -0.0% |
| Expected Monthly % | -6.96% | -3.36% |
| Expected Yearly % | -47.74% | -26.46% |
| Kelly Criterion | 43.29% | 8.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -0.25% |
| Expected Shortfall (cVaR) | -0.36% | -0.25% |
| Year | UNIUSD | uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -26.46 | -47.74 | 1.80 | - |
| Metric | uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | UNIUSD |
|---|---|---|
| MTD | 18.89% | 1.06% |
| 3M | 16.27% | 12.22% |
| 6M | -21.88% | 59.5% |
| YTD | -47.74% | -26.46% |
| 1Y | -47.74% | -26.46% |
| 3Y (ann.) | -60.78% | -35.81% |
| 5Y (ann.) | -60.78% | -35.81% |
| Metric | uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | UNIUSD |
|---|---|---|
| Max Drawdown | -84.05% | -70.86% |
| Longest DD Days | 228.0 | 247.0 |
| Avg. Drawdown | -14.13% | -1.22% |
| Avg. Drawdown Days | 38.0 | 2.0 |
| Recovery Factor | -0.57 | -0.37 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-09-11 | -84.05 | 228 |
| 2025-01-05 | 2025-01-06 | -0.15 | 1 |
| 2025-01-09 | 2025-01-10 | -0.15 | 0 |
| 2025-01-13 | 2025-01-14 | -0.15 | 1 |
| 2025-01-17 | 2025-01-17 | -0.14 | 0 |
| 2025-01-21 | 2025-01-21 | -0.14 | 0 |
| Metric | uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | UNIUSD |
|---|---|---|
| Best Day | 28.71% | 8.23% |
| Worst Day | -61.52% | -5.81% |
| Best Week | 53.22% | 29.55% |
| Worst Week | -53.81% | -23.38% |
| Best Month | 79.67% | 30.96% |
| Worst Month | -56.9% | -36.28% |
| Best Year | -47.74% | -26.46% |
| Worst Year | -47.74% | -26.46% |
| Avg. Up Day | 0.0% | 0.11% |
| Avg. Down Day | -4.25% | -0.09% |
| Avg. Up Week | 13.28% | 13.05% |
| Avg. Down Week | -24.92% | -10.13% |
| Avg. Up Month | 47.81% | 15.64% |
| Avg. Down Month | -28.98% | -22.78% |
| Win Days % | 99.94% | 49.95% |
| Win Month % | 44.44% | 55.56% |
| Win Week % | 67.57% | 40.54% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 0.0% |