| Metric | /tmp/11383432.v_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 10.3% | 29.12% |
| Max Drawdown | -9.28% | -28.38% |
| Sharpe | 0.55 | 0.43 |
| Sortino | 0.82 | 0.62 |
| Payoff Ratio | 1.2 | 1.07 |
| Profit Factor | 1.29 | 1.07 |
| Common Sense Ratio | 1.9 | 0.99 |
| CPC Index | 0.75 | 0.59 |
| Tail Ratio | 1.48 | 0.93 |
| Outlier Win Ratio | 59.63 | 2.72 |
| Outlier Loss Ratio | 5.77 | 2.45 |
| Volatility (ann.) | 5.72% | 26.17% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.37 | 1.29 |
| Skew | -0.17 | 0.13 |
| Kurtosis | 62.22 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.99% | 2.59% |
| Expected Yearly % | 5.03% | 13.63% |
| Kelly Criterion | 5.35% | 6.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.22% |
| Expected Shortfall (cVaR) | -0.48% | -2.22% |
| Year | BTCUSD | /tmp/11383432.v_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.76 | 0.28 | - |
| 2025 | -6.45 | -0.41 | 0.06 | + |
| Metric | /tmp/11383432.v_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.4% | 3.6% |
| 3M | -0.41% | -11.42% |
| 6M | 1.02% | 35.88% |
| YTD | -0.41% | -6.45% |
| 1Y | 10.3% | 29.12% |
| 3Y (ann.) | 12.72% | 36.61% |
| 5Y (ann.) | 12.72% | 36.61% |
| Metric | /tmp/11383432.v_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.28% | -28.38% |
| Longest DD Days | 57.0 | 144.0 |
| Avg. Drawdown | -1.55% | -4.56% |
| Avg. Drawdown Days | 15.0 | 12.0 |
| Recovery Factor | 1.11 | 1.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-28 | 2025-03-27 | -9.28 | 57 |
| 2024-12-19 | 2025-01-27 | -6.04 | 39 |
| 2024-06-14 | 2024-07-14 | -2.32 | 30 |
| 2024-08-22 | 2024-08-23 | -1.67 | 1 |
| 2024-09-25 | 2024-09-26 | -1.66 | 1 |
| 2024-11-22 | 2024-12-13 | -1.18 | 21 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-08-25 | 2024-09-24 | -0.76 | 30 |
| 2024-07-27 | 2024-08-21 | -0.71 | 25 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| Metric | /tmp/11383432.v_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 2.83% | 9.33% |
| Worst Day | -3.67% | -9.32% |
| Best Week | 5.27% | 18.93% |
| Worst Week | -5.51% | -12.33% |
| Best Month | 6.52% | 37.42% |
| Worst Month | -6.14% | -17.69% |
| Best Year | 10.76% | 38.02% |
| Worst Year | -0.41% | -6.45% |
| Avg. Up Day | 0.53% | 0.85% |
| Avg. Down Day | -0.44% | -0.79% |
| Avg. Up Week | 2.53% | 6.13% |
| Avg. Down Week | -1.32% | -6.39% |
| Avg. Up Month | 3.35% | 13.69% |
| Avg. Down Month | -3.52% | -9.42% |
| Win Days % | 48.33% | 51.42% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 45.83% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |