| Metric | /tmp/g_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 78.0% | 100.0% |
| Cumulative Return | 24.97% | 29.45% |
| Max Drawdown | -14.99% | -28.38% |
| Sharpe | 0.65 | 0.43 |
| Sortino | 1.0 | 0.62 |
| Payoff Ratio | 1.12 | 1.02 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.42 | 0.99 |
| CPC Index | 0.64 | 0.56 |
| Tail Ratio | 1.23 | 0.93 |
| Outlier Win Ratio | 11.93 | 3.4 |
| Outlier Loss Ratio | 8.14 | 3.13 |
| Volatility (ann.) | 11.49% | 26.19% |
| R^2 | 0.53 | 0.53 |
| Calmar | 2.09 | 1.31 |
| Skew | 0.75 | 0.13 |
| Kurtosis | 12.53 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.25% | 2.61% |
| Expected Yearly % | 11.79% | 13.77% |
| Kelly Criterion | 4.31% | 3.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.22% |
| Expected Shortfall (cVaR) | -0.97% | -2.22% |
| Year | BTCUSD | /tmp/g_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 19.00 | 0.50 | - |
| 2025 | -6.21 | 5.01 | -0.81 | + |
| Metric | /tmp/g_fwd_ | BTCUSD |
|---|---|---|
| MTD | 1.15% | 3.86% |
| 3M | 4.38% | -7.61% |
| 6M | 24.11% | 38.23% |
| YTD | 5.01% | -6.21% |
| 1Y | 24.97% | 29.45% |
| 3Y (ann.) | 31.39% | 37.18% |
| 5Y (ann.) | 31.39% | 37.18% |
| Metric | /tmp/g_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.99% | -28.38% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -2.27% | -4.56% |
| Avg. Drawdown Days | 13.0 | 12.0 |
| Recovery Factor | 1.67 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-14 | -14.99 | 130 |
| 2025-03-06 | 2025-03-26 | -8.25 | 19 |
| 2024-12-05 | 2024-12-15 | -6.91 | 10 |
| 2025-01-07 | 2025-03-02 | -6.14 | 54 |
| 2024-12-17 | 2025-01-06 | -5.69 | 19 |
| 2025-03-03 | 2025-03-06 | -2.07 | 3 |
| 2024-12-04 | 2024-12-04 | -0.86 | 0 |
| 2024-10-15 | 2024-10-15 | -0.83 | 0 |
| 2024-11-12 | 2024-12-04 | -0.75 | 22 |
| 2024-10-16 | 2024-10-18 | -0.58 | 1 |
| Metric | /tmp/g_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 4.31% | 9.33% |
| Worst Day | -3.72% | -9.32% |
| Best Week | 10.09% | 18.93% |
| Worst Week | -4.95% | -12.33% |
| Best Month | 8.85% | 37.42% |
| Worst Month | -7.4% | -17.69% |
| Best Year | 19.0% | 38.02% |
| Worst Year | 5.01% | -6.21% |
| Avg. Up Day | 0.41% | 0.95% |
| Avg. Down Day | -0.37% | -0.93% |
| Avg. Up Week | 2.44% | 6.6% |
| Avg. Down Week | -1.83% | -4.43% |
| Avg. Up Month | 5.11% | 13.85% |
| Avg. Down Month | -7.4% | -7.35% |
| Win Days % | 49.35% | 51.34% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 54.76% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |