| Metric | /tmp/l8_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 71.41% | 38.53% |
| Max Drawdown | -10.49% | -28.38% |
| Sharpe | 1.24 | 0.49 |
| Sortino | 2.19 | 0.71 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.43 | 1.08 |
| Common Sense Ratio | 2.03 | 1.04 |
| CPC Index | 0.96 | 0.7 |
| Tail Ratio | 1.43 | 0.96 |
| Outlier Win Ratio | 18.33 | 3.63 |
| Outlier Loss Ratio | 4.48 | 3.1 |
| Volatility (ann.) | 13.22% | 26.09% |
| R^2 | 0.29 | 0.29 |
| Calmar | 8.27 | 1.62 |
| Skew | 2.48 | 0.16 |
| Kurtosis | 28.28 | 6.35 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 5.02% | 3.01% |
| Expected Yearly % | 30.93% | 17.7% |
| Kelly Criterion | 13.77% | 12.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.21% |
| Expected Shortfall (cVaR) | -1.09% | -2.21% |
| Year | BTCUSD | /tmp/l8_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 75.79 | 1.53 | + |
| 2025 | -7.32 | -2.49 | 0.34 | + |
| Metric | /tmp/l8_fwd_ | BTCUSD |
|---|---|---|
| MTD | 3.08% | 2.63% |
| 3M | -2.49% | -12.25% |
| 6M | 38.37% | 34.61% |
| YTD | -2.49% | -7.32% |
| 1Y | 71.41% | 38.53% |
| 3Y (ann.) | 86.72% | 45.89% |
| 5Y (ann.) | 86.72% | 45.89% |
| Metric | /tmp/l8_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.49% | -28.38% |
| Longest DD Days | 65.0 | 144.0 |
| Avg. Drawdown | -2.38% | -4.96% |
| Avg. Drawdown Days | 10.0 | 12.0 |
| Recovery Factor | 6.81 | 1.36 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-01-20 | -10.49 | 58 |
| 2025-01-20 | 2025-03-26 | -8.68 | 65 |
| 2024-08-24 | 2024-09-19 | -6.45 | 26 |
| 2024-07-22 | 2024-08-21 | -6.01 | 30 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-05-21 | 2024-07-16 | -5.39 | 56 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | /tmp/l8_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.19% | -12.33% |
| Best Month | 42.0% | 37.42% |
| Worst Month | -5.4% | -17.69% |
| Best Year | 75.79% | 49.48% |
| Worst Year | -2.49% | -7.32% |
| Avg. Up Day | 0.85% | 0.99% |
| Avg. Down Day | -0.65% | -0.79% |
| Avg. Up Week | 5.48% | 7.64% |
| Avg. Down Week | -2.68% | -4.5% |
| Avg. Up Month | 13.97% | 11.71% |
| Avg. Down Month | -0.85% | -7.93% |
| Win Days % | 51.03% | 51.47% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 61.54% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |