| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 47.58% | 30.09% |
| Max Drawdown | -13.4% | -28.38% |
| Sharpe | 1.04 | 0.44 |
| Sortino | 1.68 | 0.63 |
| Payoff Ratio | 1.21 | 1.16 |
| Profit Factor | 1.3 | 1.07 |
| Common Sense Ratio | 1.76 | 0.99 |
| CPC Index | 0.78 | 0.64 |
| Tail Ratio | 1.35 | 0.93 |
| Outlier Win Ratio | 16.31 | 3.58 |
| Outlier Loss Ratio | 6.04 | 3.07 |
| Volatility (ann.) | 12.15% | 26.18% |
| R^2 | 0.38 | 0.38 |
| Calmar | 4.56 | 1.34 |
| Skew | 1.21 | 0.13 |
| Kurtosis | 17.08 | 6.5 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.97% | 2.67% |
| Expected Yearly % | 21.48% | 14.06% |
| Kelly Criterion | 8.17% | 9.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.22% |
| Expected Shortfall (cVaR) | -1.01% | -2.22% |
| Year | BTCUSD | /tmp/h_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 27.95 | 0.74 | - |
| 2025 | -5.74 | 15.34 | -2.67 | + |
| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| MTD | 6.6% | 4.38% |
| 3M | 12.72% | -10.75% |
| 6M | 35.01% | 38.92% |
| YTD | 15.34% | -5.74% |
| 1Y | 47.58% | 30.09% |
| 3Y (ann.) | 61.08% | 38.02% |
| 5Y (ann.) | 61.08% | 38.02% |
| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.4% | -28.38% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -1.89% | -4.56% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | 3.55 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -13.40 | 64 |
| 2024-12-05 | 2024-12-15 | -7.25 | 9 |
| 2025-01-28 | 2025-02-03 | -6.14 | 6 |
| 2025-03-03 | 2025-03-26 | -5.18 | 23 |
| 2024-12-21 | 2024-12-24 | -4.87 | 3 |
| 2025-02-04 | 2025-03-01 | -4.39 | 25 |
| 2024-08-09 | 2024-09-09 | -4.20 | 31 |
| 2024-10-08 | 2024-10-11 | -4.18 | 3 |
| 2024-12-24 | 2025-01-02 | -3.22 | 8 |
| 2024-09-11 | 2024-09-11 | -2.25 | 0 |
| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.78% | 9.33% |
| Worst Day | -3.99% | -9.32% |
| Best Week | 8.96% | 18.93% |
| Worst Week | -5.46% | -12.33% |
| Best Month | 8.59% | 37.42% |
| Worst Month | -7.56% | -17.69% |
| Best Year | 27.95% | 38.02% |
| Worst Year | 15.34% | -5.74% |
| Avg. Up Day | 0.61% | 1.02% |
| Avg. Down Day | -0.5% | -0.87% |
| Avg. Up Week | 2.09% | 5.69% |
| Avg. Down Week | -1.62% | -4.59% |
| Avg. Up Month | 5.23% | 12.14% |
| Avg. Down Month | -7.56% | -7.35% |
| Win Days % | 49.67% | 51.38% |
| Win Month % | 90.0% | 60.0% |
| Win Week % | 64.1% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |