| Metric | g_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 47.41% | 13.68% |
| Max Drawdown | -8.89% | -28.01% |
| Sharpe | 2.31 | 0.55 |
| Sortino | 4.22 | 0.79 |
| Payoff Ratio | 1.49 | 1.07 |
| Profit Factor | 1.57 | 1.08 |
| Common Sense Ratio | 2.29 | 1.08 |
| CPC Index | 1.2 | 0.6 |
| Tail Ratio | 1.46 | 1.0 |
| Outlier Win Ratio | 8.13 | 2.81 |
| Outlier Loss Ratio | 9.08 | 2.37 |
| Volatility (ann.) | 20.6% | 51.55% |
| R^2 | 0.46 | 0.46 |
| Calmar | 6.51 | 0.58 |
| Skew | 1.59 | -0.24 |
| Kurtosis | 13.47 | 2.97 |
| Expected Daily % | 0.12% | 0.04% |
| Expected Monthly % | 3.59% | 1.17% |
| Expected Yearly % | 21.41% | 6.62% |
| Kelly Criterion | 18.76% | 5.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -4.36% |
| Expected Shortfall (cVaR) | -1.64% | -4.36% |
| Year | BTCUSD | g_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 37.44 | 1.02 | + |
| 2025 | -16.84 | 7.25 | -0.43 | + |
| Metric | g_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -5.15% | -6.41% |
| 3M | 3.99% | -21.61% |
| 6M | 33.79% | 23.82% |
| YTD | 7.25% | -16.84% |
| 1Y | 47.41% | 13.68% |
| 3Y (ann.) | 57.91% | 16.3% |
| 5Y (ann.) | 57.91% | 16.3% |
| Metric | g_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.89% | -28.01% |
| Longest DD Days | 72.0 | 144.0 |
| Avg. Drawdown | -1.43% | -8.56% |
| Avg. Drawdown Days | 9.0 | 32.0 |
| Recovery Factor | 5.33 | 0.49 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-04-07 | -8.89 | 72 |
| 2024-06-06 | 2024-07-17 | -5.75 | 41 |
| 2024-07-30 | 2024-08-07 | -5.28 | 8 |
| 2024-12-18 | 2025-01-17 | -3.99 | 30 |
| 2024-10-08 | 2024-10-14 | -2.44 | 6 |
| 2024-09-15 | 2024-09-20 | -2.19 | 5 |
| 2024-08-26 | 2024-09-14 | -2.16 | 19 |
| 2024-08-12 | 2024-08-25 | -1.93 | 13 |
| 2024-10-22 | 2024-11-06 | -1.64 | 15 |
| 2024-11-13 | 2024-11-14 | -1.61 | 1 |
| Metric | g_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.44% | 9.49% |
| Worst Day | -5.09% | -13.23% |
| Best Week | 12.19% | 15.41% |
| Worst Week | -4.79% | -18.81% |
| Best Month | 21.06% | 34.43% |
| Worst Month | -5.15% | -23.44% |
| Best Year | 37.44% | 36.7% |
| Worst Year | 7.25% | -16.84% |
| Avg. Up Day | 0.83% | 2.21% |
| Avg. Down Day | -0.56% | -2.06% |
| Avg. Up Week | 3.04% | 6.55% |
| Avg. Down Week | -1.28% | -5.1% |
| Avg. Up Month | 9.46% | 13.35% |
| Avg. Down Month | -3.81% | -11.23% |
| Win Days % | 51.35% | 51.29% |
| Win Month % | 63.64% | 54.55% |
| Win Week % | 54.35% | 47.83% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |