| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 18.83% | 28.15% |
| Max Drawdown | -11.07% | -26.06% |
| Sharpe | 1.2 | 0.85 |
| Sortino | 1.99 | 1.23 |
| Payoff Ratio | 1.11 | 1.0 |
| Profit Factor | 1.28 | 1.13 |
| Common Sense Ratio | 1.41 | 1.14 |
| CPC Index | 0.74 | 0.59 |
| Tail Ratio | 1.1 | 1.01 |
| Outlier Win Ratio | 12.79 | 2.76 |
| Outlier Loss Ratio | 6.76 | 2.47 |
| Volatility (ann.) | 19.1% | 51.73% |
| R^2 | 0.43 | 0.43 |
| Calmar | 2.13 | 1.37 |
| Skew | 1.06 | -0.2 |
| Kurtosis | 7.0 | 2.91 |
| Expected Daily % | 0.06% | 0.08% |
| Expected Monthly % | 1.74% | 2.51% |
| Expected Yearly % | 9.01% | 13.2% |
| Kelly Criterion | 9.5% | 4.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -4.33% |
| Expected Shortfall (cVaR) | -1.58% | -4.33% |
| Year | BTCUSD | /tmp/h_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 12.21 | 0.33 | - |
| 2025 | -6.26 | 5.90 | -0.94 | + |
| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.99% | 8.53% |
| 3M | 3.97% | -9.8% |
| 6M | 17.05% | 37.7% |
| YTD | 5.9% | -6.26% |
| 1Y | 18.83% | 28.15% |
| 3Y (ann.) | 23.62% | 35.63% |
| 5Y (ann.) | 23.62% | 35.63% |
| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.07% | -26.06% |
| Longest DD Days | 103.0 | 144.0 |
| Avg. Drawdown | -2.23% | -8.25% |
| Avg. Drawdown Days | 14.0 | 30.0 |
| Recovery Factor | 1.7 | 1.08 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2024-09-19 | -11.07 | 103 |
| 2025-03-07 | 2025-03-25 | -5.73 | 18 |
| 2024-12-06 | 2024-12-16 | -4.32 | 10 |
| 2024-12-27 | 2025-01-04 | -3.54 | 8 |
| 2024-10-08 | 2024-10-14 | -3.52 | 6 |
| 2025-01-08 | 2025-03-01 | -3.42 | 52 |
| 2024-12-18 | 2024-12-26 | -2.96 | 8 |
| 2025-03-04 | 2025-03-05 | -0.64 | 1 |
| 2024-12-01 | 2024-12-03 | -0.13 | 2 |
| 2024-06-04 | 2024-06-05 | -0.12 | 1 |
| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.5% | 9.49% |
| Worst Day | -3.59% | -13.23% |
| Best Week | 7.75% | 15.41% |
| Worst Week | -3.88% | -18.81% |
| Best Month | 4.66% | 34.43% |
| Worst Month | -9.29% | -23.44% |
| Best Year | 12.21% | 36.7% |
| Worst Year | 5.9% | -6.26% |
| Avg. Up Day | 0.84% | 2.06% |
| Avg. Down Day | -0.76% | -2.06% |
| Avg. Up Week | 2.33% | 6.34% |
| Avg. Down Week | -1.68% | -4.98% |
| Avg. Up Month | 3.92% | 14.29% |
| Avg. Down Month | -5.42% | -16.85% |
| Win Days % | 52.48% | 52.19% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 56.76% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |