| Metric | /tmp/btc50_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 55.17% | 40.19% |
| Max Drawdown | -9.89% | -28.38% |
| Sharpe | 1.06 | 0.51 |
| Sortino | 1.81 | 0.73 |
| Payoff Ratio | 1.28 | 1.13 |
| Profit Factor | 1.3 | 1.08 |
| Common Sense Ratio | 1.48 | 1.04 |
| CPC Index | 0.82 | 0.63 |
| Tail Ratio | 1.14 | 0.96 |
| Outlier Win Ratio | 14.45 | 3.66 |
| Outlier Loss Ratio | 7.22 | 3.06 |
| Volatility (ann.) | 12.75% | 26.09% |
| R^2 | 0.35 | 0.35 |
| Calmar | 6.74 | 1.69 |
| Skew | 1.85 | 0.16 |
| Kurtosis | 19.88 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 4.07% | 3.12% |
| Expected Yearly % | 24.57% | 18.4% |
| Kelly Criterion | 9.57% | 8.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.21% |
| Expected Shortfall (cVaR) | -1.06% | -2.21% |
| Year | BTCUSD | /tmp/btc50_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 60.92 | 1.23 | + |
| 2025 | -6.21 | -3.58 | 0.58 | + |
| Metric | /tmp/btc50_fwd_ | BTCUSD |
|---|---|---|
| MTD | 2.84% | 3.86% |
| 3M | -3.58% | -7.61% |
| 6M | 32.39% | 38.23% |
| YTD | -3.58% | -6.21% |
| 1Y | 55.17% | 40.19% |
| 3Y (ann.) | 66.64% | 48.1% |
| 5Y (ann.) | 66.64% | 48.1% |
| Metric | /tmp/btc50_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.89% | -28.38% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -1.9% | -4.96% |
| Avg. Drawdown Days | 9.0 | 12.0 |
| Recovery Factor | 5.58 | 1.42 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-26 | -9.89 | 98 |
| 2024-08-26 | 2024-09-24 | -9.11 | 29 |
| 2024-05-21 | 2024-07-19 | -7.59 | 59 |
| 2024-07-22 | 2024-08-20 | -6.01 | 29 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-25 | 2024-09-26 | -1.59 | 1 |
| 2024-05-19 | 2024-05-20 | -1.32 | 1 |
| Metric | /tmp/btc50_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -5.73% | -12.33% |
| Best Month | 37.05% | 37.42% |
| Worst Month | -3.68% | -17.69% |
| Best Year | 60.92% | 49.48% |
| Worst Year | -3.58% | -6.21% |
| Avg. Up Day | 0.51% | 0.95% |
| Avg. Down Day | -0.4% | -0.85% |
| Avg. Up Week | 4.09% | 7.12% |
| Avg. Down Week | -1.73% | -4.67% |
| Avg. Up Month | 12.67% | 11.95% |
| Avg. Down Month | -2.13% | -9.19% |
| Win Days % | 49.24% | 51.47% |
| Win Month % | 45.45% | 63.64% |
| Win Week % | 51.28% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |