| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 37.78% | 16.86% |
| Max Drawdown | -16.66% | -26.18% |
| Sharpe | 1.32 | 0.61 |
| Sortino | 2.27 | 0.93 |
| Payoff Ratio | 1.38 | 1.16 |
| Profit Factor | 1.34 | 1.09 |
| Common Sense Ratio | 1.74 | 1.14 |
| CPC Index | 0.88 | 0.63 |
| Tail Ratio | 1.29 | 1.05 |
| Outlier Win Ratio | 10.78 | 3.67 |
| Outlier Loss Ratio | 4.57 | 2.69 |
| Volatility (ann.) | 32.28% | 50.45% |
| R^2 | 0.6 | 0.6 |
| Calmar | 2.75 | 0.77 |
| Skew | 1.53 | 0.48 |
| Kurtosis | 14.2 | 2.46 |
| Expected Daily % | 0.1% | 0.05% |
| Expected Monthly % | 2.96% | 1.43% |
| Expected Yearly % | 17.38% | 8.1% |
| Kelly Criterion | 9.6% | 6.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.66% | -4.26% |
| Expected Shortfall (cVaR) | -2.66% | -4.26% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 43.59 | 1.15 | + |
| 2025 | -15.23 | -4.04 | 0.27 | + |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.08% | -4.11% |
| 3M | -4.04% | -19.42% |
| 6M | 25.02% | 27.54% |
| YTD | -4.04% | -15.23% |
| 1Y | 37.78% | 16.86% |
| 3Y (ann.) | 45.85% | 20.14% |
| 5Y (ann.) | 45.85% | 20.14% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -26.18% |
| Longest DD Days | 74.0 | 145.0 |
| Avg. Drawdown | -4.0% | -8.03% |
| Avg. Drawdown Days | 15.0 | 26.0 |
| Recovery Factor | 2.27 | 0.64 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-07 | -16.66 | 35 |
| 2024-07-29 | 2024-08-08 | -12.05 | 10 |
| 2024-12-18 | 2025-03-02 | -10.02 | 74 |
| 2024-08-09 | 2024-10-18 | -6.74 | 70 |
| 2024-07-02 | 2024-07-14 | -5.40 | 12 |
| 2024-11-23 | 2024-12-11 | -3.62 | 18 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-07-22 | 2024-07-28 | -2.22 | 6 |
| 2024-10-25 | 2024-11-06 | -1.80 | 12 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 15.19% | 18.93% |
| Worst Week | -5.16% | -12.33% |
| Best Month | 25.78% | 37.42% |
| Worst Month | -3.0% | -17.69% |
| Best Year | 43.59% | 37.85% |
| Worst Year | -4.04% | -15.23% |
| Avg. Up Day | 1.57% | 2.31% |
| Avg. Down Day | -1.14% | -1.98% |
| Avg. Up Week | 4.42% | 6.99% |
| Avg. Down Week | -2.11% | -4.89% |
| Avg. Up Month | 13.48% | 17.14% |
| Avg. Down Month | -1.4% | -7.93% |
| Win Days % | 47.64% | 49.68% |
| Win Month % | 50.0% | 45.45% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |