| Metric | 3600_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 53.24% | 53.25% |
| Max Drawdown | -24.89% | -27.95% |
| Sharpe | 1.29 | 0.96 |
| Sortino | 2.23 | 1.46 |
| Payoff Ratio | 1.5 | 1.29 |
| Profit Factor | 1.32 | 1.15 |
| Common Sense Ratio | 1.72 | 1.26 |
| CPC Index | 0.88 | 0.75 |
| Tail Ratio | 1.3 | 1.1 |
| Outlier Win Ratio | 9.37 | 3.37 |
| Outlier Loss Ratio | 5.28 | 2.74 |
| Volatility (ann.) | 30.8% | 49.05% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.69 | 1.5 |
| Skew | 1.52 | 0.33 |
| Kurtosis | 12.7 | 1.58 |
| Expected Daily % | 0.1% | 0.1% |
| Expected Monthly % | 2.7% | 2.7% |
| Expected Yearly % | 23.79% | 23.8% |
| Kelly Criterion | 7.02% | 12.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.54% | -4.09% |
| Expected Shortfall (cVaR) | -2.54% | -4.09% |
| Year | BTCUSD | 3600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 62.20 | 1.95 | + |
| 2025 | 16.24 | -5.52 | -0.34 | - |
| Metric | 3600_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.97% | 3.15% |
| 3M | 14.25% | 27.32% |
| 6M | -6.73% | 5.77% |
| YTD | -5.52% | 16.24% |
| 1Y | 46.87% | 62.22% |
| 3Y (ann.) | 42.03% | 42.04% |
| 5Y (ann.) | 42.03% | 42.04% |
| Metric | 3600_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -24.89% | -27.95% |
| Longest DD Days | 180.0 | 203.0 |
| Avg. Drawdown | -4.54% | -7.65% |
| Avg. Drawdown Days | 25.0 | 35.0 |
| Recovery Factor | 2.14 | 1.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-06-17 | -24.89 | 180 |
| 2024-07-02 | 2024-07-15 | -7.24 | 13 |
| 2024-04-02 | 2024-05-16 | -7.13 | 44 |
| 2024-08-10 | 2024-09-25 | -6.96 | 46 |
| 2024-07-23 | 2024-08-09 | -6.49 | 17 |
| 2024-11-24 | 2024-12-17 | -5.06 | 23 |
| 2024-05-22 | 2024-07-01 | -4.30 | 40 |
| 2024-09-29 | 2024-10-15 | -3.87 | 16 |
| 2024-10-21 | 2024-10-29 | -1.53 | 8 |
| 2024-11-13 | 2024-11-14 | -1.04 | 1 |
| Metric | 3600_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.68% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 16.44% | 15.55% |
| Worst Week | -11.26% | -14.34% |
| Best Month | 25.66% | 34.46% |
| Worst Month | -8.79% | -19.77% |
| Best Year | 62.2% | 31.85% |
| Worst Year | -5.52% | 16.24% |
| Avg. Up Day | 1.61% | 2.19% |
| Avg. Down Day | -1.08% | -1.7% |
| Avg. Up Week | 4.57% | 6.42% |
| Avg. Down Week | -2.16% | -4.73% |
| Avg. Up Month | 8.66% | 13.7% |
| Avg. Down Month | -4.87% | -7.09% |
| Win Days % | 44.22% | 50.68% |
| Win Month % | 62.5% | 56.25% |
| Win Week % | 45.31% | 58.46% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 100.0% |