| Metric | ml_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 69.0% | 100.0% |
| Cumulative Return | 75.89% | 61.16% |
| Max Drawdown | -11.8% | -29.51% |
| Sharpe | 1.26 | 0.59 |
| Sortino | 2.09 | 0.85 |
| Payoff Ratio | 1.32 | 1.11 |
| Profit Factor | 1.37 | 1.1 |
| Common Sense Ratio | 1.96 | 1.07 |
| CPC Index | 0.9 | 0.63 |
| Tail Ratio | 1.43 | 0.98 |
| Outlier Win Ratio | 13.34 | 3.36 |
| Outlier Loss Ratio | 8.76 | 3.09 |
| Volatility (ann.) | 11.41% | 25.19% |
| R^2 | 0.42 | 0.42 |
| Calmar | 6.21 | 2.0 |
| Skew | 1.74 | 0.21 |
| Kurtosis | 25.02 | 7.02 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.44% | 3.74% |
| Expected Yearly % | 32.62% | 26.95% |
| Kelly Criterion | 11.24% | 8.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.13% |
| Expected Shortfall (cVaR) | -0.94% | -2.13% |
| Year | BTCUSD | ml_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 34.30 | 0.90 | - |
| 2025 | 16.76 | 30.97 | 1.85 | + |
| Metric | ml_fwd_ | BTCUSD |
|---|---|---|
| MTD | 3.27% | 4.16% |
| 3M | 16.63% | 31.46% |
| 6M | 35.06% | 12.77% |
| YTD | 30.97% | 16.76% |
| 1Y | 71.0% | 56.84% |
| 3Y (ann.) | 73.26% | 59.12% |
| 5Y (ann.) | 73.26% | 59.12% |
| Metric | ml_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.8% | -29.51% |
| Longest DD Days | 59.0 | 144.0 |
| Avg. Drawdown | -1.44% | -4.82% |
| Avg. Drawdown Days | 5.0 | 14.0 |
| Recovery Factor | 6.43 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-08-08 | -11.80 | 59 |
| 2025-01-30 | 2025-03-01 | -7.11 | 29 |
| 2024-12-05 | 2024-12-16 | -6.62 | 10 |
| 2024-08-09 | 2024-09-10 | -5.79 | 32 |
| 2024-10-07 | 2024-10-11 | -5.00 | 3 |
| 2024-12-21 | 2025-01-06 | -4.21 | 16 |
| 2025-03-13 | 2025-03-14 | -3.49 | 1 |
| 2025-06-03 | 2025-06-08 | -3.36 | 4 |
| 2025-03-06 | 2025-03-12 | -3.36 | 6 |
| 2025-05-19 | 2025-05-20 | -3.27 | 1 |
| Metric | ml_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.14% | 9.33% |
| Worst Day | -4.22% | -9.32% |
| Best Week | 10.51% | 18.93% |
| Worst Week | -4.83% | -12.33% |
| Best Month | 10.85% | 37.42% |
| Worst Month | -5.9% | -17.69% |
| Best Year | 34.3% | 38.02% |
| Worst Year | 30.97% | 16.76% |
| Avg. Up Day | 0.43% | 0.95% |
| Avg. Down Day | -0.32% | -0.86% |
| Avg. Up Week | 2.96% | 6.0% |
| Avg. Down Week | -1.74% | -3.54% |
| Avg. Up Month | 5.23% | 12.23% |
| Avg. Down Month | -5.9% | -7.35% |
| Win Days % | 49.47% | 51.86% |
| Win Month % | 92.31% | 61.54% |
| Win Week % | 60.87% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |