| Metric | ml.m_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 42.83% | 54.3% |
| Max Drawdown | -13.09% | -29.51% |
| Sharpe | 0.92 | 0.54 |
| Sortino | 1.21 | 0.78 |
| Payoff Ratio | 1.21 | 1.06 |
| Profit Factor | 1.26 | 1.09 |
| Common Sense Ratio | 1.66 | 1.06 |
| CPC Index | 0.76 | 0.6 |
| Tail Ratio | 1.31 | 0.97 |
| Outlier Win Ratio | 11.11 | 2.92 |
| Outlier Loss Ratio | 12.26 | 2.76 |
| Volatility (ann.) | 9.81% | 25.08% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.1 | 1.74 |
| Skew | -7.31 | 0.21 |
| Kurtosis | 213.72 | 7.02 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.78% | 3.39% |
| Expected Yearly % | 19.51% | 24.22% |
| Kelly Criterion | 8.31% | 6.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.12% |
| Expected Shortfall (cVaR) | -0.82% | -2.12% |
| Year | BTCUSD | ml.m_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 37.58 | 0.99 | - |
| 2025 | 11.80 | 3.81 | 0.32 | - |
| Metric | ml.m_fwd_ | BTCUSD |
|---|---|---|
| MTD | -10.56% | -0.27% |
| 3M | -2.74% | 26.2% |
| 6M | 2.47% | -1.67% |
| YTD | 3.81% | 11.8% |
| 1Y | 44.47% | 56.98% |
| 3Y (ann.) | 40.58% | 51.35% |
| 5Y (ann.) | 40.58% | 51.35% |
| Metric | ml.m_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.09% | -29.51% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -1.08% | -4.82% |
| Avg. Drawdown Days | 5.0 | 14.0 |
| Recovery Factor | 3.27 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-10 | 2025-06-18 | -13.09 | 8 |
| 2024-06-05 | 2024-08-08 | -7.39 | 63 |
| 2025-01-20 | 2025-03-02 | -5.38 | 41 |
| 2024-08-09 | 2024-09-12 | -4.36 | 34 |
| 2024-12-05 | 2024-12-15 | -3.83 | 10 |
| 2025-01-07 | 2025-01-20 | -3.22 | 13 |
| 2024-10-07 | 2024-10-11 | -3.09 | 3 |
| 2025-05-19 | 2025-05-20 | -2.61 | 1 |
| 2025-03-24 | 2025-04-12 | -2.57 | 18 |
| 2024-12-21 | 2025-01-03 | -2.40 | 13 |
| Metric | ml.m_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.7% | 9.33% |
| Worst Day | -12.07% | -9.32% |
| Best Week | 7.48% | 18.93% |
| Worst Week | -12.24% | -12.33% |
| Best Month | 17.23% | 37.42% |
| Worst Month | -10.56% | -17.69% |
| Best Year | 37.58% | 38.02% |
| Worst Year | 3.81% | 11.8% |
| Avg. Up Day | 0.25% | 0.92% |
| Avg. Down Day | -0.21% | -0.87% |
| Avg. Up Week | 2.05% | 5.33% |
| Avg. Down Week | -1.75% | -3.89% |
| Avg. Up Month | 5.89% | 13.38% |
| Avg. Down Month | -4.91% | -8.43% |
| Win Days % | 49.73% | 51.76% |
| Win Month % | 76.92% | 53.85% |
| Win Week % | 62.5% | 55.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |