| Metric | 21600_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 40.28% | 28.82% |
| Max Drawdown | -9.03% | -28.38% |
| Sharpe | 0.83 | 0.38 |
| Sortino | 1.42 | 0.55 |
| Payoff Ratio | 1.24 | 1.1 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.54 | 1.02 |
| CPC Index | 0.77 | 0.6 |
| Tail Ratio | 1.22 | 0.96 |
| Outlier Win Ratio | 17.28 | 3.44 |
| Outlier Loss Ratio | 7.96 | 2.94 |
| Volatility (ann.) | 11.37% | 25.9% |
| R^2 | 0.3 | 0.3 |
| Calmar | 4.66 | 1.06 |
| Skew | 2.7 | 0.16 |
| Kurtosis | 33.44 | 6.06 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.64% | 1.97% |
| Expected Yearly % | 18.44% | 13.5% |
| Kelly Criterion | 8.21% | 6.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.2% |
| Expected Shortfall (cVaR) | -0.95% | -2.2% |
| Year | BTCUSD | 21600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 44.91 | 51.29 | 1.14 | + |
| 2025 | -11.10 | -7.28 | 0.66 | + |
| Metric | 21600_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | -7.28% | -11.3% |
| 6M | 27.54% | 26.51% |
| YTD | -7.28% | -11.1% |
| 1Y | 40.28% | 28.82% |
| 3Y (ann.) | 42.04% | 30.03% |
| 5Y (ann.) | 42.04% | 30.03% |
| Metric | 21600_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.03% | -28.38% |
| Longest DD Days | 70.0 | 144.0 |
| Avg. Drawdown | -2.06% | -5.16% |
| Avg. Drawdown Days | 13.0 | 12.0 |
| Recovery Factor | 4.46 | 1.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-04-01 | -9.03 | 70 |
| 2024-07-22 | 2024-09-24 | -8.22 | 64 |
| 2024-05-21 | 2024-07-20 | -6.77 | 60 |
| 2024-11-22 | 2025-01-20 | -5.78 | 58 |
| 2024-11-13 | 2024-11-19 | -5.33 | 5 |
| 2024-10-21 | 2024-11-06 | -4.49 | 16 |
| 2024-11-12 | 2024-11-13 | -2.23 | 1 |
| 2024-05-16 | 2024-05-17 | -1.92 | 1 |
| 2024-09-28 | 2024-10-18 | -1.29 | 19 |
| 2024-09-25 | 2024-09-26 | -1.28 | 1 |
| Metric | 21600_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.17% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 17.64% | 18.93% |
| Worst Week | -5.25% | -12.33% |
| Best Month | 38.09% | 37.42% |
| Worst Month | -5.07% | -17.69% |
| Best Year | 51.29% | 44.91% |
| Worst Year | -7.28% | -11.1% |
| Avg. Up Day | 0.43% | 0.89% |
| Avg. Down Day | -0.35% | -0.82% |
| Avg. Up Week | 3.74% | 7.24% |
| Avg. Down Week | -1.57% | -4.94% |
| Avg. Up Month | 13.84% | 14.8% |
| Avg. Down Month | -2.8% | -8.91% |
| Win Days % | 49.11% | 51.14% |
| Win Month % | 50.0% | 53.85% |
| Win Week % | 50.0% | 48.08% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |