| Metric | /tmp/btc_100.no12_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 65.43% | 31.3% |
| Max Drawdown | -14.67% | -26.0% |
| Sharpe | 1.98 | 0.85 |
| Sortino | 3.67 | 1.33 |
| Payoff Ratio | 1.69 | 1.26 |
| Profit Factor | 1.57 | 1.13 |
| Common Sense Ratio | 2.09 | 1.27 |
| CPC Index | 1.27 | 0.71 |
| Tail Ratio | 1.34 | 1.12 |
| Outlier Win Ratio | 9.21 | 3.99 |
| Outlier Loss Ratio | 7.66 | 2.61 |
| Volatility (ann.) | 30.34% | 50.36% |
| R^2 | 0.58 | 0.58 |
| Calmar | 5.08 | 1.35 |
| Skew | 1.94 | 0.6 |
| Kurtosis | 14.35 | 2.48 |
| Expected Daily % | 0.15% | 0.08% |
| Expected Monthly % | 4.68% | 2.51% |
| Expected Yearly % | 28.62% | 14.59% |
| Kelly Criterion | 17.3% | 9.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.45% | -4.22% |
| Expected Shortfall (cVaR) | -2.45% | -4.22% |
| Year | BTCUSD | /tmp/btc_100.no12_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 73.73 | 1.52 | + |
| 2025 | -11.51 | -4.77 | 0.41 | + |
| Metric | /tmp/btc_100.no12_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.65% | -2.0% |
| 3M | -5.05% | -13.65% |
| 6M | 41.02% | 26.75% |
| YTD | -4.77% | -11.51% |
| 1Y | 65.43% | 31.3% |
| 3Y (ann.) | 74.51% | 35.15% |
| 5Y (ann.) | 74.51% | 35.15% |
| Metric | /tmp/btc_100.no12_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.67% | -26.0% |
| Longest DD Days | 75.0 | 161.0 |
| Avg. Drawdown | -3.24% | -6.87% |
| Avg. Drawdown Days | 15.0 | 22.0 |
| Recovery Factor | 4.46 | 1.2 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-29 | -14.67 | 26 |
| 2024-07-02 | 2024-07-15 | -9.57 | 13 |
| 2024-12-17 | 2025-03-02 | -7.46 | 75 |
| 2024-08-09 | 2024-10-12 | -5.66 | 64 |
| 2024-07-22 | 2024-08-08 | -5.06 | 17 |
| 2024-11-23 | 2024-12-15 | -3.95 | 22 |
| 2024-10-30 | 2024-11-06 | -3.47 | 7 |
| 2024-11-14 | 2024-11-15 | -2.72 | 1 |
| 2024-06-26 | 2024-06-30 | -1.64 | 4 |
| 2024-07-17 | 2024-07-19 | -1.32 | 2 |
| Metric | /tmp/btc_100.no12_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.21% | 11.89% |
| Worst Day | -7.52% | -8.6% |
| Best Week | 17.85% | 18.93% |
| Worst Week | -5.18% | -12.33% |
| Best Month | 34.72% | 37.42% |
| Worst Month | -3.79% | -17.69% |
| Best Year | 73.73% | 48.38% |
| Worst Year | -4.77% | -11.51% |
| Avg. Up Day | 1.26% | 2.31% |
| Avg. Down Day | -0.75% | -1.83% |
| Avg. Up Week | 3.07% | 6.02% |
| Avg. Down Week | -1.46% | -4.85% |
| Avg. Up Month | 10.16% | 13.2% |
| Avg. Down Month | -2.22% | -9.85% |
| Win Days % | 48.05% | 49.39% |
| Win Month % | 72.73% | 54.55% |
| Win Week % | 62.5% | 51.02% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |