| Metric | /tmp/max.btc.uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | -8.45% | 29.12% |
| Max Drawdown | -40.09% | -28.38% |
| Sharpe | 0.03 | 0.43 |
| Sortino | 0.03 | 0.62 |
| Payoff Ratio | 1.45 | 1.11 |
| Profit Factor | 1.02 | 1.07 |
| Common Sense Ratio | 1.33 | 0.99 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.31 | 0.93 |
| Outlier Win Ratio | 13.32 | 2.9 |
| Outlier Loss Ratio | 9.95 | 2.57 |
| Volatility (ann.) | 22.6% | 26.17% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.25 | 1.29 |
| Skew | -28.26 | 0.13 |
| Kurtosis | 922.54 | 6.49 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.88% | 2.59% |
| Expected Yearly % | -4.32% | 13.63% |
| Kelly Criterion | 13.38% | 7.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.94% | -2.22% |
| Expected Shortfall (cVaR) | -1.94% | -2.22% |
| Year | BTCUSD | /tmp/max.btc.uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 48.64 | 1.28 | + |
| 2025 | -6.45 | -38.41 | 5.95 | - |
| Metric | /tmp/max.btc.uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | -37.21% | 3.6% |
| 3M | -38.63% | -11.42% |
| 6M | -18.21% | 35.88% |
| YTD | -38.41% | -6.45% |
| 1Y | -8.45% | 29.12% |
| 3Y (ann.) | -10.22% | 36.61% |
| 5Y (ann.) | -10.22% | 36.61% |
| Metric | /tmp/max.btc.uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -40.09% | -28.38% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -1.56% | -4.56% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | -0.21 | 1.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-03-27 | -40.09 | 64 |
| 2024-06-05 | 2024-07-15 | -4.18 | 39 |
| 2024-12-17 | 2025-01-20 | -4.15 | 34 |
| 2024-11-13 | 2024-11-19 | -3.24 | 5 |
| 2024-08-09 | 2024-09-17 | -3.16 | 39 |
| 2024-07-22 | 2024-08-08 | -2.94 | 17 |
| 2025-01-20 | 2025-01-21 | -2.21 | 1 |
| 2024-10-21 | 2024-11-06 | -1.85 | 16 |
| 2024-07-17 | 2024-07-19 | -1.40 | 2 |
| 2024-11-22 | 2024-12-11 | -1.27 | 18 |
| Metric | /tmp/max.btc.uniq_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.24% | 9.33% |
| Worst Day | -38.32% | -9.32% |
| Best Week | 13.35% | 18.93% |
| Worst Week | -37.67% | -12.33% |
| Best Month | 27.49% | 37.42% |
| Worst Month | -37.21% | -17.69% |
| Best Year | 48.64% | 38.02% |
| Worst Year | -38.41% | -6.45% |
| Avg. Up Day | 0.25% | 1.0% |
| Avg. Down Day | -0.17% | -0.9% |
| Avg. Up Week | 2.54% | 6.07% |
| Avg. Down Week | -0.91% | -4.36% |
| Avg. Up Month | 10.43% | 14.69% |
| Avg. Down Month | -1.05% | -12.52% |
| Win Days % | 48.78% | 51.42% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 56.82% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |