| Metric | /tmp/btc.o_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 49.76% | 31.7% |
| Max Drawdown | -8.52% | -26.06% |
| Sharpe | 2.58 | 0.88 |
| Sortino | 5.28 | 1.29 |
| Payoff Ratio | 1.72 | 1.09 |
| Profit Factor | 1.66 | 1.14 |
| Common Sense Ratio | 2.16 | 1.19 |
| CPC Index | 1.45 | 0.65 |
| Tail Ratio | 1.3 | 1.05 |
| Outlier Win Ratio | 8.75 | 2.87 |
| Outlier Loss Ratio | 10.32 | 2.38 |
| Volatility (ann.) | 18.91% | 51.1% |
| R^2 | 0.19 | 0.19 |
| Calmar | 7.06 | 1.45 |
| Skew | 2.44 | -0.18 |
| Kurtosis | 14.76 | 2.98 |
| Expected Daily % | 0.13% | 0.09% |
| Expected Monthly % | 3.74% | 2.53% |
| Expected Yearly % | 22.38% | 14.76% |
| Kelly Criterion | 22.49% | 8.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -4.28% |
| Expected Shortfall (cVaR) | -1.49% | -4.28% |
| Year | BTCUSD | /tmp/btc.o_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 54.66 | 1.35 | + |
| 2025 | -6.26 | -3.16 | 0.51 | + |
| Metric | /tmp/btc.o_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.87% | 8.53% |
| 3M | -3.33% | -9.8% |
| 6M | 34.61% | 37.7% |
| YTD | -3.16% | -6.26% |
| 1Y | 49.76% | 31.7% |
| 3Y (ann.) | 60.16% | 37.86% |
| 5Y (ann.) | 60.16% | 37.86% |
| Metric | /tmp/btc.o_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.52% | -26.06% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -1.83% | -7.98% |
| Avg. Drawdown Days | 16.0 | 29.0 |
| Recovery Factor | 5.84 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-25 | -8.52 | 98 |
| 2024-05-22 | 2024-07-16 | -6.31 | 55 |
| 2024-08-25 | 2024-09-20 | -3.18 | 26 |
| 2024-07-23 | 2024-08-08 | -2.86 | 16 |
| 2024-08-10 | 2024-08-24 | -2.40 | 14 |
| 2024-10-22 | 2024-11-06 | -2.31 | 15 |
| 2024-11-23 | 2024-12-14 | -1.94 | 21 |
| 2024-11-17 | 2024-11-19 | -0.81 | 2 |
| 2024-07-18 | 2024-07-19 | -0.72 | 1 |
| 2024-09-21 | 2024-09-25 | -0.68 | 4 |
| Metric | /tmp/btc.o_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.49% | 9.49% |
| Worst Day | -3.39% | -13.23% |
| Best Week | 14.9% | 15.41% |
| Worst Week | -2.44% | -18.81% |
| Best Month | 34.35% | 34.43% |
| Worst Month | -2.56% | -23.44% |
| Best Year | 54.66% | 40.49% |
| Worst Year | -3.16% | -6.26% |
| Avg. Up Day | 0.76% | 2.07% |
| Avg. Down Day | -0.44% | -1.9% |
| Avg. Up Week | 2.88% | 6.25% |
| Avg. Down Week | -0.94% | -4.4% |
| Avg. Up Month | 9.81% | 14.59% |
| Avg. Down Month | -0.97% | -13.19% |
| Win Days % | 50.99% | 52.08% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 48.94% | 51.06% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |