| Metric | btc.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 70.0% | 100.0% |
| Cumulative Return | 57.77% | 74.18% |
| Max Drawdown | -9.43% | -28.21% |
| Sharpe | 2.44 | 1.27 |
| Sortino | 4.53 | 1.88 |
| Payoff Ratio | 1.48 | 1.31 |
| Profit Factor | 1.74 | 1.21 |
| Common Sense Ratio | 2.92 | 1.31 |
| CPC Index | 1.36 | 0.84 |
| Tail Ratio | 1.68 | 1.08 |
| Outlier Win Ratio | 13.29 | 2.97 |
| Outlier Loss Ratio | 9.59 | 2.66 |
| Volatility (ann.) | 17.36% | 48.24% |
| R^2 | 0.37 | 0.37 |
| Calmar | 5.36 | 2.29 |
| Skew | 1.42 | -0.18 |
| Kurtosis | 9.98 | 3.34 |
| Expected Daily % | 0.11% | 0.14% |
| Expected Monthly % | 3.31% | 4.04% |
| Expected Yearly % | 25.61% | 31.98% |
| Kelly Criterion | 20.7% | 17.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -3.99% |
| Expected Shortfall (cVaR) | -1.38% | -3.99% |
| Year | BTCUSD | btc.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 23.30 | 0.63 | - |
| 2025 | 27.41 | 27.96 | 1.02 | + |
| Metric | btc.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.32% | 8.76% |
| 3M | 11.89% | 45.86% |
| 6M | 24.51% | 25.38% |
| YTD | 27.96% | 27.41% |
| 1Y | 65.61% | 106.55% |
| 3Y (ann.) | 50.52% | 64.48% |
| 5Y (ann.) | 50.52% | 64.48% |
| Metric | btc.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.43% | -28.21% |
| Longest DD Days | 64.0 | 154.0 |
| Avg. Drawdown | -1.41% | -7.78% |
| Avg. Drawdown Days | 10.0 | 34.0 |
| Recovery Factor | 6.13 | 2.63 |
| Ulcer Index | 1.0 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-09 | -9.43 | 64 |
| 2025-01-29 | 2025-03-01 | -5.87 | 31 |
| 2024-12-06 | 2024-12-16 | -3.96 | 10 |
| 2025-06-18 | 2025-07-13 | -3.31 | 25 |
| 2024-12-17 | 2025-01-03 | -3.18 | 17 |
| 2024-08-12 | 2024-08-24 | -2.64 | 12 |
| 2024-09-29 | 2024-10-12 | -2.38 | 13 |
| 2024-09-07 | 2024-09-10 | -2.36 | 3 |
| 2025-06-04 | 2025-06-10 | -1.87 | 6 |
| 2025-01-05 | 2025-01-15 | -1.56 | 10 |
| Metric | btc.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.07% | 9.49% |
| Worst Day | -4.47% | -13.23% |
| Best Week | 9.23% | 15.41% |
| Worst Week | -3.43% | -18.81% |
| Best Month | 11.04% | 34.43% |
| Worst Month | -7.4% | -23.44% |
| Best Year | 27.96% | 36.7% |
| Worst Year | 23.3% | 27.41% |
| Avg. Up Day | 0.81% | 2.15% |
| Avg. Down Day | -0.55% | -1.64% |
| Avg. Up Week | 2.0% | 5.94% |
| Avg. Down Week | -1.3% | -4.55% |
| Avg. Up Month | 4.75% | 11.81% |
| Avg. Down Month | -5.06% | -16.85% |
| Win Days % | 52.65% | 53.32% |
| Win Month % | 85.71% | 71.43% |
| Win Week % | 66.67% | 55.0% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |