| Metric | p_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 59.0% | 100.0% |
| Cumulative Return | 55.29% | 66.37% |
| Max Drawdown | -16.32% | -29.51% |
| Sharpe | 0.9 | 0.62 |
| Sortino | 1.45 | 0.91 |
| Payoff Ratio | 1.16 | 1.07 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.22 | 1.09 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 1.0 | 0.98 |
| Outlier Win Ratio | 13.02 | 3.69 |
| Outlier Loss Ratio | 5.57 | 3.2 |
| Volatility (ann.) | 13.18% | 25.6% |
| R^2 | 0.4 | 0.4 |
| Calmar | 3.38 | 2.24 |
| Skew | 1.32 | 0.24 |
| Kurtosis | 14.86 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.44% | 3.99% |
| Expected Yearly % | 24.62% | 28.98% |
| Kelly Criterion | 7.47% | 7.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.16% |
| Expected Shortfall (cVaR) | -1.1% | -2.16% |
| Year | BTCUSD | p_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 52.39 | 1.06 | + |
| 2025 | 11.30 | 1.91 | 0.17 | - |
| Metric | p_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.19% | 10.32% |
| 3M | 3.41% | 7.53% |
| 6M | 9.54% | 18.96% |
| YTD | 1.91% | 11.3% |
| 1Y | 46.41% | 56.85% |
| 3Y (ann.) | 55.11% | 66.14% |
| 5Y (ann.) | 55.11% | 66.14% |
| Metric | p_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.32% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -2.33% | -5.05% |
| Avg. Drawdown Days | 10.0 | 14.0 |
| Recovery Factor | 3.39 | 2.25 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-16 | -16.32 | 149 |
| 2024-05-21 | 2024-07-21 | -11.64 | 61 |
| 2024-08-26 | 2024-09-24 | -9.41 | 29 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-08-20 | 2024-08-21 | -2.19 | 1 |
| 2024-08-18 | 2024-08-20 | -1.68 | 1 |
| Metric | p_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.05% | -12.33% |
| Best Month | 34.32% | 37.42% |
| Worst Month | -5.54% | -17.69% |
| Best Year | 52.39% | 49.48% |
| Worst Year | 1.91% | 11.3% |
| Avg. Up Day | 0.61% | 0.87% |
| Avg. Down Day | -0.52% | -0.81% |
| Avg. Up Week | 4.57% | 7.1% |
| Avg. Down Week | -2.02% | -4.48% |
| Avg. Up Month | 11.45% | 13.39% |
| Avg. Down Month | -3.26% | -7.77% |
| Win Days % | 50.29% | 51.88% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 45.45% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |