| Metric | g_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 19.68% | 28.15% |
| Max Drawdown | -3.45% | -28.38% |
| Sharpe | 1.15 | 0.42 |
| Sortino | 1.95 | 0.61 |
| Payoff Ratio | 1.27 | 1.15 |
| Profit Factor | 1.44 | 1.07 |
| Common Sense Ratio | 1.84 | 0.99 |
| CPC Index | 0.89 | 0.63 |
| Tail Ratio | 1.28 | 0.92 |
| Outlier Win Ratio | 39.42 | 2.7 |
| Outlier Loss Ratio | 12.05 | 2.41 |
| Volatility (ann.) | 4.92% | 26.22% |
| R^2 | 0.17 | 0.17 |
| Calmar | 7.17 | 1.26 |
| Skew | 2.14 | 0.14 |
| Kurtosis | 31.82 | 6.47 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.81% | 2.51% |
| Expected Yearly % | 9.4% | 13.2% |
| Kelly Criterion | 8.36% | 8.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.23% |
| Expected Shortfall (cVaR) | -0.41% | -2.23% |
| Year | BTCUSD | g_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.64 | 0.44 | - |
| 2025 | -7.16 | 2.60 | -0.36 | + |
| Metric | g_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.8% | 2.82% |
| 3M | -0.2% | -8.85% |
| 6M | 8.2% | 36.33% |
| YTD | 2.6% | -7.16% |
| 1Y | 19.68% | 28.15% |
| 3Y (ann.) | 24.7% | 35.63% |
| 5Y (ann.) | 24.7% | 35.63% |
| Metric | g_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -3.45% | -28.38% |
| Longest DD Days | 46.0 | 144.0 |
| Avg. Drawdown | -0.78% | -4.56% |
| Avg. Drawdown Days | 9.0 | 12.0 |
| Recovery Factor | 5.71 | 0.99 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-01-27 | -3.45 | 39 |
| 2024-08-09 | 2024-09-12 | -2.68 | 34 |
| 2025-02-11 | 2025-03-25 | -2.24 | 41 |
| 2024-09-28 | 2024-10-11 | -2.20 | 13 |
| 2024-08-07 | 2024-08-08 | -2.15 | 0 |
| 2024-06-20 | 2024-08-05 | -1.72 | 46 |
| 2025-02-07 | 2025-02-11 | -1.12 | 3 |
| 2024-10-15 | 2024-10-15 | -0.75 | 0 |
| 2024-10-13 | 2024-10-14 | -0.72 | 1 |
| 2025-02-06 | 2025-02-07 | -0.63 | 0 |
| Metric | g_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 2.51% | 9.33% |
| Worst Day | -1.65% | -9.32% |
| Best Week | 7.9% | 18.93% |
| Worst Week | -1.73% | -12.33% |
| Best Month | 8.13% | 37.42% |
| Worst Month | -1.76% | -17.69% |
| Best Year | 16.64% | 38.02% |
| Worst Year | 2.6% | -7.16% |
| Avg. Up Day | 0.27% | 0.91% |
| Avg. Down Day | -0.22% | -0.8% |
| Avg. Up Week | 0.91% | 5.03% |
| Avg. Down Week | -0.55% | -5.16% |
| Avg. Up Month | 2.13% | 11.88% |
| Avg. Down Month | -1.48% | -10.46% |
| Win Days % | 48.79% | 51.26% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 58.54% | 52.27% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |