| Metric | 3600_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 49.16% | 48.75% |
| Max Drawdown | -26.77% | -31.17% |
| Sharpe | 0.26 | 0.18 |
| Sortino | 0.38 | 0.26 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.07 | 1.03 |
| Common Sense Ratio | 1.18 | 1.02 |
| CPC Index | 0.56 | 0.55 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 13.82 | 3.55 |
| Outlier Loss Ratio | 5.55 | 3.57 |
| Volatility (ann.) | 5.86% | 10.48% |
| R^2 | 0.37 | 0.37 |
| Calmar | 1.45 | 1.23 |
| Skew | -0.13 | -0.09 |
| Kurtosis | 37.45 | 9.66 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.53% | 2.51% |
| Expected Yearly % | 22.13% | 21.97% |
| Kelly Criterion | 1.3% | 4.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -0.9% |
| Expected Shortfall (cVaR) | -0.5% | -0.9% |
| Year | BTCUSD | 3600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 61.87 | 1.87 | + |
| 2025 | 11.80 | -7.85 | -0.67 | - |
| Metric | 3600_fwd_ | BTCUSD |
|---|---|---|
| MTD | -3.41% | -0.27% |
| 3M | 13.65% | 26.2% |
| 6M | -13.11% | -1.67% |
| YTD | -7.85% | 11.8% |
| 1Y | 43.29% | 56.98% |
| 3Y (ann.) | 38.71% | 38.4% |
| 5Y (ann.) | 38.71% | 38.4% |
| Metric | 3600_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -26.77% | -31.17% |
| Longest DD Days | 195.0 | 204.0 |
| Avg. Drawdown | -1.79% | -3.42% |
| Avg. Drawdown Days | 6.0 | 10.0 |
| Recovery Factor | 1.84 | 1.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-06-18 | -26.77 | 195 |
| 2024-08-08 | 2024-09-27 | -9.92 | 49 |
| 2024-07-01 | 2024-07-14 | -8.56 | 13 |
| 2024-07-29 | 2024-08-08 | -8.29 | 10 |
| 2024-04-01 | 2024-05-15 | -8.26 | 44 |
| 2024-09-27 | 2024-10-14 | -4.90 | 16 |
| 2024-05-21 | 2024-06-30 | -4.84 | 40 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-10-15 | 2024-10-16 | -3.38 | 0 |
| 2024-07-16 | 2024-07-16 | -3.18 | 0 |
| Metric | 3600_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 16.2% | 18.93% |
| Worst Week | -8.41% | -12.33% |
| Best Month | 26.13% | 37.42% |
| Worst Month | -7.14% | -17.69% |
| Best Year | 61.87% | 33.06% |
| Worst Year | -7.85% | 11.8% |
| Avg. Up Day | 0.26% | 0.35% |
| Avg. Down Day | -0.24% | -0.33% |
| Avg. Up Week | 4.45% | 6.98% |
| Avg. Down Week | -2.07% | -4.3% |
| Avg. Up Month | 8.61% | 12.11% |
| Avg. Down Month | -5.45% | -7.65% |
| Win Days % | 48.65% | 50.68% |
| Win Month % | 62.5% | 56.25% |
| Win Week % | 46.03% | 50.0% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |