| Metric | grep.f_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 61.93% | 38.12% |
| Max Drawdown | -4.42% | -26.0% |
| Sharpe | 3.07 | 0.96 |
| Sortino | 7.44 | 1.52 |
| Payoff Ratio | 1.66 | 1.74 |
| Profit Factor | 2.14 | 1.15 |
| Common Sense Ratio | 3.81 | 1.29 |
| CPC Index | 1.97 | 0.99 |
| Tail Ratio | 1.78 | 1.12 |
| Outlier Win Ratio | 16.71 | 3.04 |
| Outlier Loss Ratio | 6.78 | 2.15 |
| Volatility (ann.) | 17.99% | 50.41% |
| R^2 | 0.05 | 0.05 |
| Calmar | 16.14 | 1.67 |
| Skew | 3.57 | 0.59 |
| Kurtosis | 24.38 | 2.49 |
| Expected Daily % | 0.15% | 0.1% |
| Expected Monthly % | 4.48% | 2.98% |
| Expected Yearly % | 27.25% | 17.53% |
| Kelly Criterion | 28.19% | 20.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -4.21% |
| Expected Shortfall (cVaR) | -1.4% | -4.21% |
| Year | BTCUSD | grep.f_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 56.25 | 1.16 | + |
| 2025 | -6.91 | 3.64 | -0.53 | + |
| Metric | grep.f_fwd_ | BTCUSD |
|---|---|---|
| MTD | 3.26% | 3.09% |
| 3M | 3.13% | -8.3% |
| 6M | 45.14% | 37.2% |
| YTD | 3.64% | -6.91% |
| 1Y | 61.93% | 38.12% |
| 3Y (ann.) | 71.26% | 43.4% |
| 5Y (ann.) | 71.26% | 43.4% |
| Metric | grep.f_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.42% | -26.0% |
| Longest DD Days | 62.0 | 161.0 |
| Avg. Drawdown | -1.35% | -6.87% |
| Avg. Drawdown Days | 12.0 | 21.0 |
| Recovery Factor | 14.03 | 1.47 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-09-20 | -4.42 | 25 |
| 2024-05-22 | 2024-07-20 | -4.13 | 59 |
| 2025-01-23 | 2025-03-26 | -3.43 | 62 |
| 2024-12-26 | 2025-01-22 | -3.02 | 27 |
| 2024-07-23 | 2024-08-22 | -2.70 | 30 |
| 2024-10-07 | 2024-10-14 | -2.00 | 7 |
| 2024-10-22 | 2024-11-06 | -1.94 | 15 |
| 2024-11-15 | 2024-11-16 | -1.68 | 1 |
| 2024-12-09 | 2024-12-11 | -1.43 | 2 |
| 2024-11-13 | 2024-11-14 | -1.36 | 1 |
| Metric | grep.f_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 8.25% | 11.89% |
| Worst Day | -3.0% | -8.6% |
| Best Week | 15.52% | 18.93% |
| Worst Week | -2.61% | -12.33% |
| Best Month | 33.12% | 37.42% |
| Worst Month | -0.8% | -17.69% |
| Best Year | 56.25% | 48.38% |
| Worst Year | 3.64% | -6.91% |
| Avg. Up Day | 0.9% | 2.2% |
| Avg. Down Day | -0.54% | -1.27% |
| Avg. Up Week | 3.28% | 6.56% |
| Avg. Down Week | -0.94% | -3.92% |
| Avg. Up Month | 7.47% | 11.26% |
| Avg. Down Month | -0.77% | -7.93% |
| Win Days % | 55.17% | 49.54% |
| Win Month % | 80.0% | 63.64% |
| Win Week % | 62.86% | 52.08% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |