| Metric | /tmp/l.2_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 66.0% | 100.0% |
| Cumulative Return | 33.29% | 29.24% |
| Max Drawdown | -4.63% | -26.0% |
| Sharpe | 2.94 | 0.87 |
| Sortino | 6.24 | 1.35 |
| Payoff Ratio | 1.78 | 1.18 |
| Profit Factor | 1.89 | 1.14 |
| Common Sense Ratio | 4.17 | 1.2 |
| CPC Index | 1.68 | 0.67 |
| Tail Ratio | 2.21 | 1.06 |
| Outlier Win Ratio | 18.14 | 2.8 |
| Outlier Loss Ratio | 10.88 | 2.07 |
| Volatility (ann.) | 12.27% | 50.69% |
| R^2 | 0.53 | 0.53 |
| Calmar | 9.18 | 1.43 |
| Skew | 2.22 | 0.51 |
| Kurtosis | 12.28 | 2.45 |
| Expected Daily % | 0.1% | 0.09% |
| Expected Monthly % | 2.92% | 2.6% |
| Expected Yearly % | 15.45% | 13.69% |
| Kelly Criterion | 21.88% | 7.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -4.24% |
| Expected Shortfall (cVaR) | -0.96% | -4.24% |
| Year | BTCUSD | /tmp/l.2_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 24.28 | 0.64 | - |
| 2025 | -6.25 | 7.25 | -1.16 | + |
| Metric | /tmp/l.2_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.55% | 3.83% |
| 3M | 6.75% | -9.98% |
| 6M | 26.06% | 38.13% |
| YTD | 7.25% | -6.25% |
| 1Y | 33.29% | 29.24% |
| 3Y (ann.) | 42.53% | 37.21% |
| 5Y (ann.) | 42.53% | 37.21% |
| Metric | /tmp/l.2_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.63% | -26.0% |
| Longest DD Days | 58.0 | 145.0 |
| Avg. Drawdown | -0.98% | -8.01% |
| Avg. Drawdown Days | 9.0 | 24.0 |
| Recovery Factor | 7.19 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-09-18 | -4.63 | 58 |
| 2025-01-07 | 2025-01-15 | -3.50 | 8 |
| 2024-06-10 | 2024-07-14 | -3.36 | 34 |
| 2025-03-03 | 2025-03-24 | -2.64 | 21 |
| 2025-01-22 | 2025-03-02 | -1.93 | 39 |
| 2024-12-18 | 2025-01-02 | -1.85 | 15 |
| 2024-11-23 | 2024-12-06 | -0.99 | 13 |
| 2024-11-14 | 2024-11-15 | -0.74 | 1 |
| 2024-07-17 | 2024-07-19 | -0.62 | 2 |
| 2024-12-09 | 2024-12-11 | -0.57 | 2 |
| Metric | /tmp/l.2_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 4.43% | 11.89% |
| Worst Day | -1.9% | -8.6% |
| Best Week | 8.18% | 18.93% |
| Worst Week | -1.87% | -12.33% |
| Best Month | 15.73% | 37.42% |
| Worst Month | -1.24% | -17.69% |
| Best Year | 24.28% | 37.85% |
| Worst Year | 7.25% | -6.25% |
| Avg. Up Day | 0.64% | 2.14% |
| Avg. Down Day | -0.36% | -1.82% |
| Avg. Up Week | 2.19% | 6.49% |
| Avg. Down Week | -0.65% | -4.98% |
| Avg. Up Month | 5.55% | 12.05% |
| Avg. Down Month | -0.75% | -9.28% |
| Win Days % | 50.0% | 50.0% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 52.63% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |