| Metric | 1_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 76.0% | 100.0% |
| Cumulative Return | 31.22% | 33.03% |
| Max Drawdown | -16.98% | -26.06% |
| Sharpe | 1.36 | 0.9 |
| Sortino | 2.33 | 1.32 |
| Payoff Ratio | 1.27 | 1.13 |
| Profit Factor | 1.31 | 1.14 |
| Common Sense Ratio | 1.92 | 1.2 |
| CPC Index | 0.81 | 0.68 |
| Tail Ratio | 1.46 | 1.05 |
| Outlier Win Ratio | 8.79 | 2.96 |
| Outlier Loss Ratio | 6.31 | 2.65 |
| Volatility (ann.) | 25.51% | 51.02% |
| R^2 | 0.41 | 0.41 |
| Calmar | 2.19 | 1.51 |
| Skew | 1.41 | -0.18 |
| Kurtosis | 11.11 | 2.99 |
| Expected Daily % | 0.09% | 0.09% |
| Expected Monthly % | 2.5% | 2.63% |
| Expected Yearly % | 14.55% | 15.34% |
| Kelly Criterion | 7.87% | 10.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.1% | -4.27% |
| Expected Shortfall (cVaR) | -2.1% | -4.27% |
| Year | BTCUSD | 1_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 42.93 | 1.06 | + |
| 2025 | -5.31 | -8.19 | 1.54 | - |
| Metric | 1_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.11% | 9.63% |
| 3M | -8.19% | -8.34% |
| 6M | 16.38% | 37.33% |
| YTD | -8.19% | -5.31% |
| 1Y | 31.22% | 33.03% |
| 3Y (ann.) | 37.14% | 39.34% |
| 5Y (ann.) | 37.14% | 39.34% |
| Metric | 1_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.98% | -26.06% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -4.24% | -7.98% |
| Avg. Drawdown Days | 22.0 | 29.0 |
| Recovery Factor | 1.84 | 1.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-26 | -16.98 | 98 |
| 2024-05-22 | 2024-07-20 | -10.26 | 59 |
| 2024-08-26 | 2024-09-27 | -8.65 | 32 |
| 2024-07-23 | 2024-08-20 | -5.03 | 28 |
| 2024-10-22 | 2024-11-10 | -3.79 | 19 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-08-21 | 2024-08-24 | -1.61 | 3 |
| 2024-09-29 | 2024-10-18 | -1.53 | 19 |
| 2024-11-23 | 2024-12-17 | -1.37 | 24 |
| Metric | 1_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -5.96% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -4.59% | -18.81% |
| Best Month | 28.85% | 34.43% |
| Worst Month | -4.14% | -23.44% |
| Best Year | 42.93% | 40.49% |
| Worst Year | -8.19% | -5.31% |
| Avg. Up Day | 1.12% | 2.07% |
| Avg. Down Day | -0.89% | -1.82% |
| Avg. Up Week | 3.65% | 6.35% |
| Avg. Down Week | -1.95% | -4.63% |
| Avg. Up Month | 9.81% | 13.67% |
| Avg. Down Month | -3.27% | -12.51% |
| Win Days % | 48.52% | 52.23% |
| Win Month % | 45.45% | 63.64% |
| Win Week % | 48.84% | 51.06% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |