| Metric | /tmp/max.btc.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 49.17% | 29.45% |
| Max Drawdown | -3.95% | -26.06% |
| Sharpe | 3.39 | 0.87 |
| Sortino | 7.91 | 1.26 |
| Payoff Ratio | 1.96 | 1.03 |
| Profit Factor | 1.94 | 1.14 |
| Common Sense Ratio | 3.22 | 1.14 |
| CPC Index | 1.93 | 0.61 |
| Tail Ratio | 1.66 | 1.01 |
| Outlier Win Ratio | 9.32 | 2.63 |
| Outlier Loss Ratio | 14.09 | 2.2 |
| Volatility (ann.) | 14.73% | 51.65% |
| R^2 | 0.28 | 0.28 |
| Calmar | 16.02 | 1.43 |
| Skew | 3.0 | -0.21 |
| Kurtosis | 18.83 | 2.93 |
| Expected Daily % | 0.13% | 0.09% |
| Expected Monthly % | 4.08% | 2.61% |
| Expected Yearly % | 22.14% | 13.77% |
| Kelly Criterion | 25.56% | 6.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -4.32% |
| Expected Shortfall (cVaR) | -1.13% | -4.32% |
| Year | BTCUSD | /tmp/max.btc.uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 48.47 | 1.32 | + |
| 2025 | -5.31 | 0.47 | -0.09 | + |
| Metric | /tmp/max.btc.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.67% | 9.63% |
| 3M | 0.43% | -8.34% |
| 6M | 33.76% | 37.33% |
| YTD | 0.47% | -5.31% |
| 1Y | 49.17% | 29.45% |
| 3Y (ann.) | 63.21% | 37.18% |
| 5Y (ann.) | 63.21% | 37.18% |
| Metric | /tmp/max.btc.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -3.95% | -26.06% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -1.03% | -8.25% |
| Avg. Drawdown Days | 13.0 | 31.0 |
| Recovery Factor | 12.46 | 1.13 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-26 | -3.95 | 98 |
| 2024-06-06 | 2024-07-15 | -3.78 | 39 |
| 2024-08-25 | 2024-09-19 | -2.88 | 25 |
| 2024-07-23 | 2024-08-08 | -2.34 | 16 |
| 2024-08-10 | 2024-08-24 | -1.33 | 14 |
| 2024-11-23 | 2024-12-11 | -1.26 | 18 |
| 2024-10-22 | 2024-11-06 | -1.11 | 15 |
| 2024-11-17 | 2024-11-19 | -0.64 | 2 |
| 2024-07-18 | 2024-07-19 | -0.59 | 1 |
| 2024-09-21 | 2024-09-25 | -0.58 | 4 |
| Metric | /tmp/max.btc.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.43% | 9.49% |
| Worst Day | -1.84% | -13.23% |
| Best Week | 12.01% | 15.41% |
| Worst Week | -2.05% | -18.81% |
| Best Month | 27.41% | 34.43% |
| Worst Month | -1.87% | -23.44% |
| Best Year | 48.47% | 36.7% |
| Worst Year | 0.47% | -5.31% |
| Avg. Up Day | 0.66% | 2.09% |
| Avg. Down Day | -0.34% | -2.03% |
| Avg. Up Week | 2.69% | 6.59% |
| Avg. Down Week | -0.84% | -4.59% |
| Avg. Up Month | 8.9% | 14.81% |
| Avg. Down Month | -1.39% | -16.85% |
| Win Days % | 50.68% | 52.35% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 54.55% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |