| Metric | mod.ds.10_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | 23.2% | 32.88% |
| Max Drawdown | -19.59% | -28.38% |
| Sharpe | 0.55 | 0.44 |
| Sortino | 0.7 | 0.64 |
| Payoff Ratio | 1.34 | 1.09 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.27 | 1.01 |
| CPC Index | 0.77 | 0.6 |
| Tail Ratio | 1.07 | 0.94 |
| Outlier Win Ratio | 12.9 | 3.09 |
| Outlier Loss Ratio | 11.61 | 2.74 |
| Volatility (ann.) | 12.07% | 25.93% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.37 | 1.35 |
| Skew | -9.82 | 0.16 |
| Kurtosis | 277.31 | 6.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.75% | 2.4% |
| Expected Yearly % | 10.99% | 15.27% |
| Kelly Criterion | 10.24% | 6.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.2% |
| Expected Shortfall (cVaR) | -1.02% | -2.2% |
| Year | BTCUSD | mod.ds.10_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 49.24 | 1.00 | - |
| 2025 | -11.10 | -17.45 | 1.57 | - |
| Metric | mod.ds.10_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.0% | 0.55% |
| 3M | -17.48% | -11.3% |
| 6M | 8.56% | 26.51% |
| YTD | -17.45% | -11.1% |
| 1Y | 23.2% | 32.88% |
| 3Y (ann.) | 26.87% | 38.3% |
| 5Y (ann.) | 26.87% | 38.3% |
| Metric | mod.ds.10_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -19.59% | -28.38% |
| Longest DD Days | 70.0 | 144.0 |
| Avg. Drawdown | -1.47% | -4.96% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | 1.18 | 1.16 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-04-01 | -19.59 | 70 |
| 2024-05-21 | 2024-07-19 | -5.46 | 59 |
| 2025-01-07 | 2025-01-20 | -5.13 | 13 |
| 2024-08-24 | 2024-09-19 | -4.35 | 26 |
| 2024-07-22 | 2024-08-08 | -4.04 | 17 |
| 2024-11-13 | 2024-11-19 | -3.98 | 5 |
| 2024-10-21 | 2024-11-06 | -2.94 | 16 |
| 2024-11-12 | 2024-11-13 | -1.62 | 1 |
| 2024-05-16 | 2024-05-17 | -1.55 | 1 |
| 2024-09-20 | 2024-09-24 | -1.20 | 4 |
| Metric | mod.ds.10_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.96% | 9.33% |
| Worst Day | -15.27% | -9.32% |
| Best Week | 14.3% | 18.93% |
| Worst Week | -16.5% | -12.33% |
| Best Month | 29.86% | 37.42% |
| Worst Month | -15.83% | -17.69% |
| Best Year | 49.24% | 49.48% |
| Worst Year | -17.45% | -11.1% |
| Avg. Up Day | 0.27% | 0.98% |
| Avg. Down Day | -0.2% | -0.9% |
| Avg. Up Week | 2.67% | 6.28% |
| Avg. Down Week | -1.76% | -4.46% |
| Avg. Up Month | 9.34% | 13.36% |
| Avg. Down Month | -4.86% | -8.91% |
| Win Days % | 48.62% | 51.44% |
| Win Month % | 50.0% | 58.33% |
| Win Week % | 54.17% | 52.08% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |