| Metric | /tmp/g_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 82.0% | 100.0% |
| Cumulative Return | 24.94% | 28.15% |
| Max Drawdown | -14.18% | -26.06% |
| Sharpe | 1.36 | 0.85 |
| Sortino | 2.27 | 1.23 |
| Payoff Ratio | 1.25 | 1.05 |
| Profit Factor | 1.31 | 1.13 |
| Common Sense Ratio | 1.58 | 1.14 |
| CPC Index | 0.8 | 0.62 |
| Tail Ratio | 1.21 | 1.01 |
| Outlier Win Ratio | 9.5 | 2.87 |
| Outlier Loss Ratio | 7.72 | 2.59 |
| Volatility (ann.) | 21.76% | 51.73% |
| R^2 | 0.55 | 0.55 |
| Calmar | 2.22 | 1.37 |
| Skew | 1.02 | -0.2 |
| Kurtosis | 6.21 | 2.91 |
| Expected Daily % | 0.07% | 0.08% |
| Expected Monthly % | 2.25% | 2.51% |
| Expected Yearly % | 11.77% | 13.2% |
| Kelly Criterion | 7.79% | 6.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -4.33% |
| Expected Shortfall (cVaR) | -1.79% | -4.33% |
| Year | BTCUSD | /tmp/g_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 18.00 | 0.49 | - |
| 2025 | -6.26 | 5.87 | -0.94 | + |
| Metric | /tmp/g_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 3.69% | 8.53% |
| 3M | 3.32% | -9.8% |
| 6M | 24.09% | 37.7% |
| YTD | 5.87% | -6.26% |
| 1Y | 24.94% | 28.15% |
| 3Y (ann.) | 31.47% | 35.63% |
| 5Y (ann.) | 31.47% | 35.63% |
| Metric | /tmp/g_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.18% | -26.06% |
| Longest DD Days | 128.0 | 144.0 |
| Avg. Drawdown | -3.59% | -8.25% |
| Avg. Drawdown Days | 24.0 | 30.0 |
| Recovery Factor | 1.76 | 1.08 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2024-10-14 | -14.18 | 128 |
| 2025-03-07 | 2025-03-25 | -7.17 | 18 |
| 2025-01-08 | 2025-03-03 | -5.92 | 54 |
| 2024-12-18 | 2025-01-07 | -5.46 | 20 |
| 2024-12-06 | 2024-12-16 | -4.77 | 10 |
| 2025-03-04 | 2025-03-06 | -1.67 | 2 |
| 2024-11-13 | 2024-12-04 | -0.21 | 21 |
| 2024-06-06 | 2024-06-07 | -0.04 | 1 |
| 2024-10-20 | 2024-10-29 | -0.04 | 9 |
| 2024-10-31 | 2024-11-05 | -0.02 | 5 |
| Metric | /tmp/g_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.99% | 9.49% |
| Worst Day | -3.98% | -13.23% |
| Best Week | 8.6% | 15.41% |
| Worst Week | -4.14% | -18.81% |
| Best Month | 8.98% | 34.43% |
| Worst Month | -9.74% | -23.44% |
| Best Year | 18.0% | 36.7% |
| Worst Year | 5.87% | -6.26% |
| Avg. Up Day | 0.9% | 2.11% |
| Avg. Down Day | -0.72% | -2.01% |
| Avg. Up Week | 2.5% | 6.34% |
| Avg. Down Week | -1.67% | -5.09% |
| Avg. Up Month | 5.1% | 14.29% |
| Avg. Down Month | -5.9% | -16.85% |
| Win Days % | 48.76% | 52.19% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 54.76% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |