| Metric | all.f_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 60.36% | 25.79% |
| Max Drawdown | -20.06% | -26.18% |
| Sharpe | 1.91 | 0.74 |
| Sortino | 3.49 | 1.15 |
| Payoff Ratio | 1.35 | 1.18 |
| Profit Factor | 1.41 | 1.11 |
| Common Sense Ratio | 2.42 | 1.21 |
| CPC Index | 0.94 | 0.65 |
| Tail Ratio | 1.72 | 1.09 |
| Outlier Win Ratio | 6.94 | 3.59 |
| Outlier Loss Ratio | 6.32 | 2.62 |
| Volatility (ann.) | 28.72% | 50.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.3 | 1.07 |
| Skew | 1.3 | 0.56 |
| Kurtosis | 6.0 | 2.46 |
| Expected Daily % | 0.14% | 0.07% |
| Expected Monthly % | 4.01% | 1.93% |
| Expected Yearly % | 26.63% | 12.16% |
| Kelly Criterion | 12.52% | 6.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.32% | -4.23% |
| Expected Shortfall (cVaR) | -2.32% | -4.23% |
| Year | BTCUSD | all.f_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 77.65 | 1.60 | + |
| 2025 | -15.23 | -9.73 | 0.64 | + |
| Metric | all.f_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.76% | -4.11% |
| 3M | -10.61% | -19.42% |
| 6M | 55.01% | 27.54% |
| YTD | -9.73% | -15.23% |
| 1Y | 60.36% | 25.79% |
| 3Y (ann.) | 66.28% | 28.02% |
| 5Y (ann.) | 66.28% | 28.02% |
| Metric | all.f_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -20.06% | -26.18% |
| Longest DD Days | 119.0 | 161.0 |
| Avg. Drawdown | -5.36% | -6.89% |
| Avg. Drawdown Days | 30.0 | 22.0 |
| Recovery Factor | 3.01 | 0.99 |
| Ulcer Index | 1.06 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-07 | -20.06 | 119 |
| 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_ | 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% | -15.23% |
| 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% | -4.71% |
| Avg. Up Month | 14.05% | 12.96% |
| Avg. Down Month | -2.54% | -7.95% |
| Win Days % | 49.7% | 49.56% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 46.0% | 50.0% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |