| Metric | /tmp/btc_100.no1_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 78.0% | 100.0% |
| Cumulative Return | 66.51% | 30.91% |
| Max Drawdown | -15.41% | -26.0% |
| Sharpe | 1.92 | 0.84 |
| Sortino | 3.53 | 1.31 |
| Payoff Ratio | 1.86 | 1.3 |
| Profit Factor | 1.55 | 1.13 |
| Common Sense Ratio | 2.09 | 1.26 |
| CPC Index | 1.28 | 0.72 |
| Tail Ratio | 1.35 | 1.12 |
| Outlier Win Ratio | 10.03 | 4.08 |
| Outlier Loss Ratio | 6.6 | 2.68 |
| Volatility (ann.) | 31.88% | 50.29% |
| R^2 | 0.57 | 0.57 |
| Calmar | 4.9 | 1.33 |
| Skew | 1.9 | 0.6 |
| Kurtosis | 14.26 | 2.5 |
| Expected Daily % | 0.15% | 0.08% |
| Expected Monthly % | 4.74% | 2.48% |
| Expected Yearly % | 29.04% | 14.41% |
| Kelly Criterion | 14.78% | 10.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.58% | -4.21% |
| Expected Shortfall (cVaR) | -2.58% | -4.21% |
| Year | BTCUSD | /tmp/btc_100.no1_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 76.13 | 1.57 | + |
| 2025 | -11.78 | -5.46 | 0.46 | + |
| Metric | /tmp/btc_100.no1_fwd_ | BTCUSD |
|---|---|---|
| MTD | -1.05% | -2.3% |
| 3M | -5.24% | -12.54% |
| 6M | 41.45% | 25.19% |
| YTD | -5.46% | -11.78% |
| 1Y | 66.51% | 30.91% |
| 3Y (ann.) | 75.46% | 34.58% |
| 5Y (ann.) | 75.46% | 34.58% |
| Metric | /tmp/btc_100.no1_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -15.41% | -26.0% |
| Longest DD Days | 75.0 | 161.0 |
| Avg. Drawdown | -3.4% | -6.87% |
| Avg. Drawdown Days | 16.0 | 22.0 |
| Recovery Factor | 4.31 | 1.19 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-30 | -15.41 | 27 |
| 2024-07-02 | 2024-07-15 | -10.11 | 13 |
| 2024-12-17 | 2025-03-02 | -7.85 | 75 |
| 2024-08-09 | 2024-10-14 | -6.17 | 66 |
| 2024-07-22 | 2024-08-08 | -5.34 | 17 |
| 2024-11-23 | 2024-12-15 | -4.12 | 22 |
| 2024-10-30 | 2024-11-06 | -3.67 | 7 |
| 2024-11-14 | 2024-11-15 | -2.90 | 1 |
| 2024-06-26 | 2024-06-30 | -1.75 | 4 |
| 2024-07-17 | 2024-07-19 | -1.39 | 2 |
| Metric | /tmp/btc_100.no1_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 10.77% | 11.89% |
| Worst Day | -7.95% | -8.6% |
| Best Week | 18.64% | 18.93% |
| Worst Week | -5.53% | -12.33% |
| Best Month | 36.21% | 37.42% |
| Worst Month | -3.86% | -17.69% |
| Best Year | 76.13% | 48.38% |
| Worst Year | -5.46% | -11.78% |
| Avg. Up Day | 1.57% | 2.46% |
| Avg. Down Day | -0.84% | -1.89% |
| Avg. Up Week | 3.46% | 5.76% |
| Avg. Down Week | -1.52% | -5.03% |
| Avg. Up Month | 10.47% | 13.2% |
| Avg. Down Month | -2.45% | -9.99% |
| Win Days % | 44.53% | 49.24% |
| Win Month % | 72.73% | 54.55% |
| Win Week % | 59.09% | 51.02% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |