| Metric | /tmp/l5_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 69.0% | 100.0% |
| Cumulative Return | 34.51% | 29.24% |
| Max Drawdown | -3.22% | -26.0% |
| Sharpe | 3.59 | 0.87 |
| Sortino | 8.3 | 1.35 |
| Payoff Ratio | 2.1 | 1.22 |
| Profit Factor | 2.16 | 1.14 |
| Common Sense Ratio | 4.82 | 1.2 |
| CPC Index | 2.23 | 0.69 |
| Tail Ratio | 2.23 | 1.06 |
| Outlier Win Ratio | 19.28 | 2.75 |
| Outlier Loss Ratio | 13.76 | 1.93 |
| Volatility (ann.) | 10.31% | 50.69% |
| R^2 | 0.49 | 0.49 |
| Calmar | 13.71 | 1.43 |
| Skew | 2.19 | 0.51 |
| Kurtosis | 9.75 | 2.45 |
| Expected Daily % | 0.1% | 0.09% |
| Expected Monthly % | 3.01% | 2.6% |
| Expected Yearly % | 15.98% | 13.69% |
| Kelly Criterion | 25.12% | 8.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -4.24% |
| Expected Shortfall (cVaR) | -0.79% | -4.24% |
| Year | BTCUSD | /tmp/l5_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 24.99 | 0.66 | - |
| 2025 | -6.25 | 7.62 | -1.22 | + |
| Metric | /tmp/l5_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.38% | 3.83% |
| 3M | 7.57% | -9.98% |
| 6M | 26.15% | 38.13% |
| YTD | 7.62% | -6.25% |
| 1Y | 34.51% | 29.24% |
| 3Y (ann.) | 44.14% | 37.21% |
| 5Y (ann.) | 44.14% | 37.21% |
| Metric | /tmp/l5_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -3.22% | -26.0% |
| Longest DD Days | 53.0 | 145.0 |
| Avg. Drawdown | -0.67% | -8.01% |
| Avg. Drawdown Days | 8.0 | 24.0 |
| Recovery Factor | 10.72 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-09-13 | -3.22 | 53 |
| 2025-01-07 | 2025-01-15 | -2.82 | 8 |
| 2025-01-22 | 2025-03-02 | -2.01 | 39 |
| 2024-06-10 | 2024-07-13 | -1.89 | 33 |
| 2024-11-23 | 2024-12-06 | -1.40 | 13 |
| 2024-09-14 | 2024-09-18 | -1.09 | 4 |
| 2024-12-26 | 2025-01-02 | -0.88 | 7 |
| 2025-03-03 | 2025-03-24 | -0.81 | 21 |
| 2024-11-14 | 2024-11-15 | -0.67 | 1 |
| 2024-07-17 | 2024-07-19 | -0.60 | 2 |
| Metric | /tmp/l5_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 3.47% | 11.89% |
| Worst Day | -1.38% | -8.6% |
| Best Week | 6.62% | 18.93% |
| Worst Week | -1.44% | -12.33% |
| Best Month | 12.6% | 37.42% |
| Worst Month | -1.24% | -17.69% |
| Best Year | 24.99% | 37.85% |
| Worst Year | 7.62% | -6.25% |
| Avg. Up Day | 0.56% | 2.09% |
| Avg. Down Day | -0.27% | -1.71% |
| Avg. Up Week | 1.95% | 6.39% |
| Avg. Down Week | -0.58% | -5.25% |
| Avg. Up Month | 5.47% | 12.05% |
| Avg. Down Month | -0.87% | -11.29% |
| Win Days % | 49.26% | 50.0% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 64.86% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |