| Metric | grep.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 51.86% | 38.97% |
| Max Drawdown | -3.76% | -26.0% |
| Sharpe | 3.12 | 0.98 |
| Sortino | 7.55 | 1.54 |
| Payoff Ratio | 1.76 | 1.65 |
| Profit Factor | 2.11 | 1.15 |
| Common Sense Ratio | 3.91 | 1.29 |
| CPC Index | 2.01 | 0.94 |
| Tail Ratio | 1.85 | 1.12 |
| Outlier Win Ratio | 17.66 | 2.88 |
| Outlier Loss Ratio | 7.83 | 2.07 |
| Volatility (ann.) | 15.33% | 50.48% |
| R^2 | 0.06 | 0.06 |
| Calmar | 15.85 | 1.71 |
| Skew | 3.3 | 0.59 |
| Kurtosis | 20.89 | 2.47 |
| Expected Daily % | 0.13% | 0.1% |
| Expected Monthly % | 3.87% | 3.04% |
| Expected Yearly % | 23.23% | 17.89% |
| Kelly Criterion | 28.13% | 19.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -4.21% |
| Expected Shortfall (cVaR) | -1.19% | -4.21% |
| Year | BTCUSD | grep.f_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 48.38 | 1.00 | - |
| 2025 | -6.34 | 2.34 | -0.37 | + |
| Metric | grep.f_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.84% | 3.72% |
| 3M | 1.82% | -8.05% |
| 6M | 37.69% | 37.53% |
| YTD | 2.34% | -6.34% |
| 1Y | 51.86% | 38.97% |
| 3Y (ann.) | 59.64% | 44.56% |
| 5Y (ann.) | 59.64% | 44.56% |
| Metric | grep.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -3.76% | -26.0% |
| Longest DD Days | 61.0 | 161.0 |
| Avg. Drawdown | -1.19% | -6.87% |
| Avg. Drawdown Days | 11.0 | 21.0 |
| Recovery Factor | 13.78 | 1.5 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-09-20 | -3.76 | 25 |
| 2024-05-22 | 2024-07-17 | -3.55 | 56 |
| 2025-01-23 | 2025-03-25 | -2.93 | 61 |
| 2024-12-26 | 2025-01-19 | -2.58 | 24 |
| 2024-07-23 | 2024-08-21 | -2.22 | 29 |
| 2024-10-07 | 2024-10-14 | -1.62 | 7 |
| 2024-10-22 | 2024-11-06 | -1.52 | 15 |
| 2024-11-15 | 2024-11-16 | -1.43 | 1 |
| 2024-07-18 | 2024-07-20 | -1.30 | 2 |
| 2025-01-20 | 2025-01-22 | -1.27 | 2 |
| Metric | grep.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.71% | 11.89% |
| Worst Day | -2.43% | -8.6% |
| Best Week | 12.83% | 18.93% |
| Worst Week | -2.23% | -12.33% |
| Best Month | 27.94% | 37.42% |
| Worst Month | -0.78% | -17.69% |
| Best Year | 48.38% | 48.38% |
| Worst Year | 2.34% | -6.34% |
| Avg. Up Day | 0.8% | 2.2% |
| Avg. Down Day | -0.45% | -1.33% |
| Avg. Up Week | 2.65% | 6.37% |
| Avg. Down Week | -0.53% | -4.64% |
| Avg. Up Month | 6.4% | 11.35% |
| Avg. Down Month | -0.74% | -12.4% |
| Win Days % | 54.14% | 49.69% |
| Win Month % | 81.82% | 63.64% |
| Win Week % | 57.5% | 52.08% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |