| Metric | g_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 51.46% | 18.21% |
| Max Drawdown | -10.08% | -29.1% |
| Sharpe | 1.3 | 0.32 |
| Sortino | 2.24 | 0.46 |
| Payoff Ratio | 1.22 | 0.99 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.58 | 0.97 |
| CPC Index | 0.78 | 0.53 |
| Tail Ratio | 1.23 | 0.92 |
| Outlier Win Ratio | 9.65 | 3.08 |
| Outlier Loss Ratio | 9.57 | 2.78 |
| Volatility (ann.) | 9.76% | 26.14% |
| R^2 | 0.48 | 0.48 |
| Calmar | 6.23 | 0.75 |
| Skew | 2.04 | 0.11 |
| Kurtosis | 18.42 | 6.35 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.85% | 1.53% |
| Expected Yearly % | 23.07% | 8.73% |
| Kelly Criterion | 9.28% | 2.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.23% |
| Expected Shortfall (cVaR) | -0.81% | -2.23% |
| Year | BTCUSD | g_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 37.60 | 0.99 | - |
| 2025 | -14.35 | 10.07 | -0.70 | + |
| Metric | g_fwd_ | BTCUSD |
|---|---|---|
| MTD | -2.46% | -3.12% |
| 3M | 6.37% | -21.83% |
| 6M | 36.81% | 27.3% |
| YTD | 10.07% | -14.35% |
| 1Y | 51.46% | 18.21% |
| 3Y (ann.) | 62.78% | 21.7% |
| 5Y (ann.) | 62.78% | 21.7% |
| Metric | g_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.08% | -29.1% |
| Longest DD Days | 78.0 | 144.0 |
| Avg. Drawdown | -1.43% | -4.63% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | 5.11 | 0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-04-08 | -10.08 | 78 |
| 2024-06-05 | 2024-07-19 | -6.25 | 43 |
| 2024-07-29 | 2024-08-07 | -5.70 | 8 |
| 2024-12-17 | 2025-01-15 | -4.18 | 29 |
| 2024-10-07 | 2024-10-14 | -3.77 | 6 |
| 2024-08-09 | 2024-09-13 | -2.80 | 35 |
| 2024-09-14 | 2024-09-20 | -2.59 | 6 |
| 2024-11-30 | 2024-12-05 | -2.43 | 4 |
| 2024-10-21 | 2024-11-06 | -2.22 | 15 |
| 2024-11-12 | 2024-11-21 | -2.11 | 9 |
| Metric | g_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.4% | 9.33% |
| Worst Day | -2.21% | -9.32% |
| Best Week | 12.74% | 18.93% |
| Worst Week | -3.48% | -12.33% |
| Best Month | 21.09% | 37.42% |
| Worst Month | -4.02% | -17.69% |
| Best Year | 37.6% | 38.02% |
| Worst Year | 10.07% | -14.35% |
| Avg. Up Day | 0.36% | 1.0% |
| Avg. Down Day | -0.3% | -1.01% |
| Avg. Up Week | 3.33% | 6.44% |
| Avg. Down Week | -1.41% | -4.64% |
| Avg. Up Month | 10.87% | 13.69% |
| Avg. Down Month | -2.7% | -7.85% |
| Win Days % | 50.17% | 51.16% |
| Win Month % | 63.64% | 45.45% |
| Win Week % | 56.52% | 50.0% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 100.0% | 50.0% |