| Metric | uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | UNIUSD |
|---|---|---|
| Time in Market | 47.0% | 96.0% |
| Cumulative Return | -43.52% | -28.52% |
| Max Drawdown | -84.05% | -70.86% |
| Sharpe | 0.01 | 0.0 |
| Sortino | 0.02 | 0.0 |
| Payoff Ratio | 0.0 | 1.22 |
| Profit Factor | 1.15 | 1.0 |
| Common Sense Ratio | inf | 1.0 |
| CPC Index | 0.0 | 0.61 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 172.12 | 1.97 |
| Outlier Loss Ratio | 0.05 | 1.79 |
| Volatility (ann.) | 4.11% | 2.9% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.66 | -0.54 |
| Skew | -129.42 | 0.26 |
| Kurtosis | 34284.41 | 88.7 |
| Expected Daily % | -0.0% | -0.0% |
| Expected Monthly % | -6.15% | -3.66% |
| Expected Yearly % | -43.52% | -28.52% |
| Kelly Criterion | 44.67% | 8.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -0.25% |
| Expected Shortfall (cVaR) | -0.35% | -0.25% |
| Year | UNIUSD | uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -28.52 | -43.52 | 1.53 | - |
| Metric | uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | UNIUSD |
|---|---|---|
| MTD | 28.49% | -1.78% |
| 3M | 26.06% | 29.37% |
| 6M | -20.92% | 50.48% |
| YTD | -43.52% | -28.52% |
| 1Y | -43.52% | -28.52% |
| 3Y (ann.) | -55.57% | -37.93% |
| 5Y (ann.) | -55.57% | -37.93% |
| Metric | uniusd_div_0.25_tpm:0.025__tp__tep:1.0_ | UNIUSD |
|---|---|---|
| Max Drawdown | -84.05% | -70.86% |
| Longest DD Days | 232.0 | 251.0 |
| Avg. Drawdown | -14.13% | -1.22% |
| Avg. Drawdown Days | 39.0 | 2.0 |
| Recovery Factor | -0.52 | -0.4 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-09-15 | -84.05 | 232 |
| 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% | -8.5% |
| 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 | -43.52% | -28.52% |
| Worst Year | -43.52% | -28.52% |
| Avg. Up Day | 0.0% | 0.11% |
| Avg. Down Day | -4.15% | -0.09% |
| Avg. Up Week | 13.91% | 13.4% |
| Avg. Down Week | -24.92% | -10.13% |
| Avg. Up Month | 62.26% | 22.94% |
| Avg. Down Month | -28.98% | -22.78% |
| Win Days % | 99.94% | 49.95% |
| Win Month % | 44.44% | 44.44% |
| Win Week % | 68.42% | 39.47% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 0.0% |