| Metric | /tmp/btcusd.10_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 60.0% | 100.0% |
| Cumulative Return | 60.23% | 68.34% |
| Max Drawdown | -13.45% | -29.51% |
| Sharpe | 0.93 | 0.58 |
| Sortino | 1.46 | 0.84 |
| Payoff Ratio | 1.17 | 1.07 |
| Profit Factor | 1.24 | 1.1 |
| Common Sense Ratio | 1.54 | 1.04 |
| CPC Index | 0.73 | 0.61 |
| Tail Ratio | 1.24 | 0.95 |
| Outlier Win Ratio | 13.75 | 3.47 |
| Outlier Loss Ratio | 6.65 | 3.29 |
| Volatility (ann.) | 11.54% | 24.2% |
| R^2 | 0.46 | 0.46 |
| Calmar | 3.68 | 1.89 |
| Skew | 0.99 | 0.21 |
| Kurtosis | 17.32 | 7.42 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.19% | 3.53% |
| Expected Yearly % | 26.58% | 29.74% |
| Kelly Criterion | 7.74% | 6.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.05% |
| Expected Shortfall (cVaR) | -0.96% | -2.05% |
| Year | BTCUSD | /tmp/btcusd.10_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 28.94 | 0.76 | - |
| 2025 | 21.96 | 24.27 | 1.10 | + |
| Metric | /tmp/btcusd.10_fwd_ | BTCUSD |
|---|---|---|
| MTD | -1.64% | -1.64% |
| 3M | 6.88% | 18.77% |
| 6M | 17.88% | 11.18% |
| YTD | 24.27% | 21.96% |
| 1Y | 73.44% | 85.38% |
| 3Y (ann.) | 49.49% | 55.91% |
| 5Y (ann.) | 49.49% | 55.91% |
| Metric | /tmp/btcusd.10_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.45% | -29.51% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -1.58% | -4.85% |
| Avg. Drawdown Days | 8.0 | 15.0 |
| Recovery Factor | 4.48 | 2.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-09-12 | -13.45 | 98 |
| 2024-12-05 | 2024-12-15 | -7.48 | 9 |
| 2025-03-06 | 2025-04-11 | -6.02 | 36 |
| 2025-06-10 | 2025-08-03 | -5.81 | 54 |
| 2025-01-07 | 2025-02-28 | -5.32 | 52 |
| 2024-12-17 | 2025-01-03 | -5.08 | 16 |
| 2024-10-07 | 2024-10-11 | -4.91 | 3 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-06-02 | 2025-06-02 | -1.53 | 0 |
| Metric | /tmp/btcusd.10_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.48% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 9.51% | 18.93% |
| Worst Week | -5.23% | -12.33% |
| Best Month | 9.33% | 37.42% |
| Worst Month | -7.99% | -17.69% |
| Best Year | 28.94% | 38.02% |
| Worst Year | 24.27% | 21.96% |
| Avg. Up Day | 0.5% | 0.91% |
| Avg. Down Day | -0.43% | -0.85% |
| Avg. Up Week | 2.42% | 5.08% |
| Avg. Down Week | -2.08% | -3.7% |
| Avg. Up Month | 5.12% | 12.01% |
| Avg. Down Month | -4.82% | -4.5% |
| Win Days % | 50.29% | 51.72% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 67.31% | 57.14% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |