| Metric | /tmp/12418133_3_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 23.49% | 29.24% |
| Max Drawdown | -9.52% | -26.0% |
| Sharpe | 1.79 | 0.87 |
| Sortino | 3.24 | 1.35 |
| Payoff Ratio | 1.73 | 1.39 |
| Profit Factor | 1.96 | 1.14 |
| Common Sense Ratio | 10.78 | 1.2 |
| CPC Index | 1.76 | 0.79 |
| Tail Ratio | 5.51 | 1.06 |
| Outlier Win Ratio | 39.45 | 3.21 |
| Outlier Loss Ratio | 4.17 | 2.22 |
| Volatility (ann.) | 15.08% | 50.69% |
| R^2 | 0.1 | 0.1 |
| Calmar | 3.12 | 1.43 |
| Skew | 1.37 | 0.51 |
| Kurtosis | 18.67 | 2.45 |
| Expected Daily % | 0.07% | 0.09% |
| Expected Monthly % | 2.13% | 2.6% |
| Expected Yearly % | 11.13% | 13.69% |
| Kelly Criterion | 24.31% | 13.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -4.24% |
| Expected Shortfall (cVaR) | -1.22% | -4.24% |
| Year | BTCUSD | /tmp/12418133_3_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 13.02 | 0.34 | - |
| 2025 | -6.25 | 9.26 | -1.48 | + |
| Metric | /tmp/12418133_3_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.83% |
| 3M | 8.65% | -9.98% |
| 6M | 10.01% | 38.13% |
| YTD | 9.26% | -6.25% |
| 1Y | 23.49% | 29.24% |
| 3Y (ann.) | 29.72% | 37.21% |
| 5Y (ann.) | 29.72% | 37.21% |
| Metric | /tmp/12418133_3_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.52% | -26.0% |
| Longest DD Days | 46.0 | 145.0 |
| Avg. Drawdown | -2.66% | -8.01% |
| Avg. Drawdown Days | 10.0 | 24.0 |
| Recovery Factor | 2.47 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2024-09-03 | 2024-09-10 | -5.11 | 7 |
| 2024-09-14 | 2024-09-18 | -3.86 | 4 |
| 2024-12-28 | 2025-01-01 | -1.05 | 4 |
| 2024-08-30 | 2024-09-02 | -0.72 | 3 |
| 2024-09-11 | 2024-09-12 | -0.50 | 1 |
| 2024-09-23 | 2024-09-24 | -0.38 | 1 |
| 2025-02-06 | 2025-03-24 | -0.17 | 46 |
| Metric | /tmp/12418133_3_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 4.14% | 11.89% |
| Worst Day | -5.22% | -8.6% |
| Best Week | 11.6% | 18.93% |
| Worst Week | -3.86% | -12.33% |
| Best Month | 13.75% | 37.42% |
| Worst Month | -0.56% | -17.69% |
| Best Year | 13.02% | 37.85% |
| Worst Year | 9.26% | -6.25% |
| Avg. Up Day | 1.73% | 1.9% |
| Avg. Down Day | -1.0% | -1.37% |
| Avg. Up Week | 6.13% | 7.15% |
| Avg. Down Week | -1.62% | -5.32% |
| Avg. Up Month | 11.6% | 8.53% |
| Avg. Down Month | -0.27% | -9.88% |
| Win Days % | 52.0% | 50.0% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 45.45% | 52.27% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |