| Metric | /tmp/g_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | -7.07% | 29.45% |
| Max Drawdown | -17.84% | -28.38% |
| Sharpe | -0.23 | 0.43 |
| Sortino | -0.31 | 0.62 |
| Payoff Ratio | 0.96 | 1.06 |
| Profit Factor | 0.93 | 1.07 |
| Common Sense Ratio | 0.87 | 0.99 |
| CPC Index | 0.42 | 0.58 |
| Tail Ratio | 0.93 | 0.93 |
| Outlier Win Ratio | 24.53 | 2.74 |
| Outlier Loss Ratio | 9.81 | 2.81 |
| Volatility (ann.) | 8.14% | 26.19% |
| R^2 | 0.34 | 0.34 |
| Calmar | -0.48 | 1.31 |
| Skew | -1.15 | 0.13 |
| Kurtosis | 62.25 | 6.49 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.73% | 2.61% |
| Expected Yearly % | -3.6% | 13.77% |
| Kelly Criterion | -8.2% | 5.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.22% |
| Expected Shortfall (cVaR) | -0.71% | -2.22% |
| Year | BTCUSD | /tmp/g_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.30 | -0.17 | - |
| 2025 | -6.21 | -0.81 | 0.13 | + |
| Metric | /tmp/g_fwd_ | BTCUSD |
|---|---|---|
| MTD | 2.02% | 3.86% |
| 3M | -2.02% | -7.61% |
| 6M | 5.93% | 38.23% |
| YTD | -0.81% | -6.21% |
| 1Y | -7.07% | 29.45% |
| 3Y (ann.) | -8.58% | 37.18% |
| 5Y (ann.) | -8.58% | 37.18% |
| Metric | /tmp/g_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.84% | -28.38% |
| Longest DD Days | 293.0 | 144.0 |
| Avg. Drawdown | -2.65% | -4.56% |
| Avg. Drawdown Days | 42.0 | 12.0 |
| Recovery Factor | -0.4 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-26 | -17.84 | 293 |
| 2024-06-03 | 2024-06-04 | -0.46 | 0 |
| 2024-06-02 | 2024-06-03 | -0.10 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.05 | 0 |
| 2024-06-01 | 2024-06-02 | -0.02 | 0 |
| 2024-06-01 | 2024-06-01 | -0.01 | 0 |
| Metric | /tmp/g_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 4.88% | 9.33% |
| Worst Day | -6.0% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -6.24% | -12.33% |
| Best Month | 9.25% | 37.42% |
| Worst Month | -8.24% | -17.69% |
| Best Year | -0.81% | 38.02% |
| Worst Year | -6.3% | -6.21% |
| Avg. Up Day | 0.27% | 0.95% |
| Avg. Down Day | -0.29% | -0.89% |
| Avg. Up Week | 1.18% | 6.29% |
| Avg. Down Week | -1.84% | -4.45% |
| Avg. Up Month | 5.63% | 20.64% |
| Avg. Down Month | -3.35% | -9.25% |
| Win Days % | 46.94% | 51.34% |
| Win Month % | 20.0% | 60.0% |
| Win Week % | 53.85% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |