| Metric | btc.u_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 57.77% | 79.62% |
| Max Drawdown | -10.45% | -29.51% |
| Sharpe | 1.12 | 0.65 |
| Sortino | 1.78 | 0.96 |
| Payoff Ratio | 1.22 | 1.14 |
| Profit Factor | 1.31 | 1.11 |
| Common Sense Ratio | 1.68 | 1.08 |
| CPC Index | 0.8 | 0.66 |
| Tail Ratio | 1.28 | 0.98 |
| Outlier Win Ratio | 15.76 | 3.22 |
| Outlier Loss Ratio | 8.55 | 3.07 |
| Volatility (ann.) | 9.52% | 24.6% |
| R^2 | 0.41 | 0.41 |
| Calmar | 4.82 | 2.33 |
| Skew | 1.16 | 0.2 |
| Kurtosis | 18.65 | 7.22 |
| Expected Daily % | 0.03% | 0.04% |
| Expected Monthly % | 3.31% | 4.27% |
| Expected Yearly % | 25.61% | 34.02% |
| Kelly Criterion | 9.22% | 9.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.07% |
| Expected Shortfall (cVaR) | -0.79% | -2.07% |
| Year | BTCUSD | btc.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.17 | 0.64 | - |
| 2025 | 30.14 | 27.06 | 0.90 | - |
| Metric | btc.u_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.34% | 13.36% |
| 3M | 9.56% | 45.08% |
| 6M | 24.41% | 28.47% |
| YTD | 27.06% | 30.14% |
| 1Y | 65.32% | 105.13% |
| 3Y (ann.) | 50.37% | 68.87% |
| 5Y (ann.) | 50.37% | 68.87% |
| Metric | btc.u_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.45% | -29.51% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -1.27% | -4.58% |
| Avg. Drawdown Days | 6.0 | 14.0 |
| Recovery Factor | 5.53 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -10.45 | 64 |
| 2025-01-28 | 2025-02-28 | -5.87 | 31 |
| 2024-12-05 | 2024-12-15 | -5.77 | 9 |
| 2025-06-10 | 2025-07-14 | -5.70 | 34 |
| 2024-12-17 | 2025-01-02 | -4.25 | 15 |
| 2024-09-28 | 2024-10-11 | -3.57 | 13 |
| 2024-08-09 | 2024-09-09 | -3.54 | 31 |
| 2025-03-13 | 2025-03-14 | -3.33 | 1 |
| 2025-06-03 | 2025-06-08 | -3.32 | 4 |
| 2025-01-04 | 2025-01-14 | -3.23 | 10 |
| Metric | btc.u_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.01% | 9.33% |
| Worst Day | -3.09% | -9.32% |
| Best Week | 6.96% | 18.93% |
| Worst Week | -4.2% | -12.33% |
| Best Month | 7.32% | 37.42% |
| Worst Month | -5.3% | -17.69% |
| Best Year | 27.06% | 38.02% |
| Worst Year | 24.17% | 30.14% |
| Avg. Up Day | 0.39% | 0.93% |
| Avg. Down Day | -0.32% | -0.82% |
| Avg. Up Week | 1.88% | 5.66% |
| Avg. Down Week | -1.41% | -4.37% |
| Avg. Up Month | 3.72% | 12.16% |
| Avg. Down Month | -5.3% | -7.35% |
| Win Days % | 50.15% | 51.93% |
| Win Month % | 92.86% | 64.29% |
| Win Week % | 62.71% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |