| Metric | ml.m_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 63.19% | 58.42% |
| Max Drawdown | -6.78% | -28.21% |
| Sharpe | 3.29 | 1.14 |
| Sortino | 6.89 | 1.67 |
| Payoff Ratio | 1.66 | 1.04 |
| Profit Factor | 1.91 | 1.18 |
| Common Sense Ratio | 3.51 | 1.27 |
| CPC Index | 1.66 | 0.66 |
| Tail Ratio | 1.84 | 1.07 |
| Outlier Win Ratio | 9.79 | 2.79 |
| Outlier Loss Ratio | 13.92 | 2.33 |
| Volatility (ann.) | 14.55% | 49.16% |
| R^2 | 0.53 | 0.53 |
| Calmar | 8.83 | 1.96 |
| Skew | 2.17 | -0.21 |
| Kurtosis | 13.58 | 3.19 |
| Expected Daily % | 0.13% | 0.12% |
| Expected Monthly % | 3.84% | 3.6% |
| Expected Yearly % | 27.75% | 25.86% |
| Kelly Criterion | 23.67% | 9.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -4.08% |
| Expected Shortfall (cVaR) | -1.12% | -4.08% |
| Year | BTCUSD | ml.m_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 36.99 | 1.01 | + |
| 2025 | 15.88 | 19.13 | 1.20 | + |
| Metric | ml.m_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.63% | 3.45% |
| 3M | 10.56% | 26.99% |
| 6M | 17.93% | 4.93% |
| YTD | 19.13% | 15.88% |
| 1Y | 65.37% | 61.8% |
| 3Y (ann.) | 59.87% | 55.39% |
| 5Y (ann.) | 59.87% | 55.39% |
| Metric | ml.m_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.78% | -28.21% |
| Longest DD Days | 64.0 | 154.0 |
| Avg. Drawdown | -1.05% | -8.43% |
| Avg. Drawdown Days | 8.0 | 36.0 |
| Recovery Factor | 9.32 | 2.07 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-09 | -6.78 | 64 |
| 2025-01-23 | 2025-03-03 | -4.99 | 39 |
| 2024-08-12 | 2024-09-12 | -3.23 | 31 |
| 2024-12-06 | 2024-12-16 | -2.78 | 10 |
| 2024-12-22 | 2025-01-04 | -2.40 | 13 |
| 2025-03-27 | 2025-04-13 | -2.26 | 17 |
| 2024-10-08 | 2024-10-12 | -1.99 | 4 |
| 2025-01-07 | 2025-01-17 | -1.76 | 10 |
| 2025-03-07 | 2025-03-13 | -1.22 | 6 |
| 2025-06-04 | 2025-06-08 | -1.15 | 4 |
| Metric | ml.m_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.87% | 9.49% |
| Worst Day | -2.96% | -13.23% |
| Best Week | 6.75% | 15.41% |
| Worst Week | -2.52% | -18.81% |
| Best Month | 17.19% | 34.43% |
| Worst Month | -4.97% | -23.44% |
| Best Year | 36.99% | 36.7% |
| Worst Year | 19.13% | 15.88% |
| Avg. Up Day | 0.58% | 2.0% |
| Avg. Down Day | -0.35% | -1.93% |
| Avg. Up Week | 2.27% | 6.0% |
| Avg. Down Week | -0.94% | -4.22% |
| Avg. Up Month | 5.73% | 12.02% |
| Avg. Down Month | -3.74% | -16.85% |
| Win Days % | 52.37% | 53.81% |
| Win Month % | 84.62% | 69.23% |
| Win Week % | 58.93% | 53.57% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |