| Metric | tmp/f.old/configs_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 76.36% | 26.74% |
| Max Drawdown | -14.68% | -26.06% |
| Sharpe | 2.75 | 0.78 |
| Sortino | 5.39 | 1.14 |
| Payoff Ratio | 1.91 | 1.17 |
| Profit Factor | 1.7 | 1.12 |
| Common Sense Ratio | 2.46 | 1.18 |
| CPC Index | 1.59 | 0.68 |
| Tail Ratio | 1.45 | 1.05 |
| Outlier Win Ratio | 7.21 | 3.21 |
| Outlier Loss Ratio | 8.83 | 2.59 |
| Volatility (ann.) | 24.12% | 50.33% |
| R^2 | 0.09 | 0.09 |
| Calmar | 6.07 | 1.17 |
| Skew | 1.61 | -0.16 |
| Kurtosis | 7.68 | 3.11 |
| Expected Daily % | 0.17% | 0.07% |
| Expected Monthly % | 4.84% | 1.99% |
| Expected Yearly % | 32.8% | 12.58% |
| Kelly Criterion | 22.12% | 9.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -4.23% |
| Expected Shortfall (cVaR) | -1.89% | -4.23% |
| Year | BTCUSD | tmp/f.old/configs_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 91.67 | 2.26 | + |
| 2025 | -9.79 | -7.99 | 0.82 | + |
| Metric | tmp/f.old/configs_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.08% | 1.53% |
| 3M | -8.0% | -13.72% |
| 6M | 53.18% | 36.25% |
| YTD | -7.99% | -9.79% |
| 1Y | 76.36% | 26.74% |
| 3Y (ann.) | 89.11% | 30.49% |
| 5Y (ann.) | 89.11% | 30.49% |
| Metric | tmp/f.old/configs_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.68% | -26.06% |
| Longest DD Days | 124.0 | 144.0 |
| Avg. Drawdown | -3.17% | -7.98% |
| Avg. Drawdown Days | 22.0 | 30.0 |
| Recovery Factor | 5.2 | 1.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-04-06 | -14.68 | 124 |
| 2024-05-22 | 2024-07-15 | -7.49 | 54 |
| 2024-08-09 | 2024-10-14 | -4.40 | 66 |
| 2024-11-23 | 2024-11-29 | -2.93 | 6 |
| 2024-07-23 | 2024-07-30 | -2.83 | 7 |
| 2024-10-22 | 2024-11-06 | -2.79 | 15 |
| 2024-07-31 | 2024-08-08 | -2.51 | 8 |
| 2024-07-18 | 2024-07-20 | -1.73 | 2 |
| 2024-11-17 | 2024-11-19 | -1.49 | 2 |
| 2024-10-17 | 2024-10-18 | -0.18 | 1 |
| Metric | tmp/f.old/configs_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.09% | 9.49% |
| Worst Day | -4.3% | -13.23% |
| Best Week | 20.02% | 15.41% |
| Worst Week | -3.56% | -18.81% |
| Best Month | 56.27% | 34.43% |
| Worst Month | -3.42% | -23.44% |
| Best Year | 91.67% | 40.49% |
| Worst Year | -7.99% | -9.79% |
| Avg. Up Day | 1.06% | 2.14% |
| Avg. Down Day | -0.56% | -1.83% |
| Avg. Up Week | 4.55% | 6.56% |
| Avg. Down Week | -1.19% | -4.76% |
| Avg. Up Month | 17.81% | 16.1% |
| Avg. Down Month | -3.42% | -23.44% |
| Win Days % | 48.87% | 51.38% |
| Win Month % | 58.33% | 66.67% |
| Win Week % | 48.98% | 51.02% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |