| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 60.37% | 24.57% |
| Max Drawdown | -20.06% | -26.18% |
| Sharpe | 1.91 | 0.72 |
| Sortino | 3.49 | 1.11 |
| Payoff Ratio | 1.35 | 1.18 |
| Profit Factor | 1.41 | 1.11 |
| Common Sense Ratio | 2.43 | 1.21 |
| CPC Index | 0.95 | 0.64 |
| Tail Ratio | 1.73 | 1.09 |
| Outlier Win Ratio | 6.95 | 3.59 |
| Outlier Loss Ratio | 6.29 | 2.62 |
| Volatility (ann.) | 28.76% | 50.42% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.32 | 1.02 |
| Skew | 1.29 | 0.56 |
| Kurtosis | 5.97 | 2.45 |
| Expected Daily % | 0.14% | 0.06% |
| Expected Monthly % | 4.01% | 1.85% |
| Expected Yearly % | 26.64% | 11.61% |
| Kelly Criterion | 12.78% | 6.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.33% | -4.24% |
| Expected Shortfall (cVaR) | -2.33% | -4.24% |
| Year | BTCUSD | all.f_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 77.65 | 1.60 | + |
| 2025 | -16.05 | -9.73 | 0.61 | + |
| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.75% | -5.04% |
| 3M | -10.38% | -20.14% |
| 6M | 54.68% | 26.22% |
| YTD | -9.73% | -16.05% |
| 1Y | 60.37% | 24.57% |
| 3Y (ann.) | 66.54% | 26.77% |
| 5Y (ann.) | 66.54% | 26.77% |
| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -20.06% | -26.18% |
| Longest DD Days | 118.0 | 161.0 |
| Avg. Drawdown | -5.36% | -6.89% |
| Avg. Drawdown Days | 30.0 | 22.0 |
| Recovery Factor | 3.01 | 0.94 |
| Ulcer Index | 1.06 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-06 | -20.06 | 118 |
| 2024-07-22 | 2024-11-06 | -10.06 | 107 |
| 2024-05-22 | 2024-07-14 | -5.63 | 53 |
| 2024-11-12 | 2024-11-16 | -4.97 | 4 |
| 2024-11-25 | 2024-11-27 | -3.33 | 2 |
| 2024-11-17 | 2024-11-18 | -3.16 | 1 |
| 2024-11-19 | 2024-11-21 | -2.97 | 2 |
| 2024-12-05 | 2024-12-06 | -1.51 | 1 |
| 2024-07-17 | 2024-07-19 | -1.41 | 2 |
| 2024-05-08 | 2024-05-16 | -0.51 | 8 |
| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.12% | 11.89% |
| Worst Day | -6.26% | -8.6% |
| Best Week | 16.28% | 18.93% |
| Worst Week | -7.15% | -12.33% |
| Best Month | 61.93% | 37.42% |
| Worst Month | -5.8% | -17.69% |
| Best Year | 77.65% | 48.38% |
| Worst Year | -9.73% | -16.05% |
| Avg. Up Day | 1.17% | 2.33% |
| Avg. Down Day | -0.86% | -1.99% |
| Avg. Up Week | 4.16% | 6.75% |
| Avg. Down Week | -1.64% | -4.76% |
| Avg. Up Month | 14.05% | 12.96% |
| Avg. Down Month | -2.54% | -8.14% |
| Win Days % | 49.85% | 49.41% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 46.0% | 50.0% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |