| Metric | /tmp/btcusd.10_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 62.21% | 68.5% |
| Max Drawdown | -11.91% | -28.21% |
| Sharpe | 2.06 | 1.17 |
| Sortino | 3.7 | 1.73 |
| Payoff Ratio | 1.33 | 1.09 |
| Profit Factor | 1.6 | 1.19 |
| Common Sense Ratio | 2.45 | 1.27 |
| CPC Index | 1.12 | 0.69 |
| Tail Ratio | 1.54 | 1.07 |
| Outlier Win Ratio | 13.56 | 3.19 |
| Outlier Loss Ratio | 5.73 | 2.71 |
| Volatility (ann.) | 21.14% | 47.65% |
| R^2 | 0.35 | 0.35 |
| Calmar | 4.3 | 1.99 |
| Skew | 1.44 | -0.17 |
| Kurtosis | 10.32 | 3.38 |
| Expected Daily % | 0.11% | 0.12% |
| Expected Monthly % | 3.28% | 3.54% |
| Expected Yearly % | 27.36% | 29.81% |
| Kelly Criterion | 17.41% | 10.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.95% |
| Expected Shortfall (cVaR) | -1.7% | -3.95% |
| Year | BTCUSD | /tmp/btcusd.10_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 30.28 | 0.83 | - |
| 2025 | 23.26 | 24.51 | 1.05 | + |
| Metric | /tmp/btcusd.10_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -3.71% | -3.71% |
| 3M | 6.72% | 19.84% |
| 6M | 15.25% | 8.13% |
| YTD | 24.51% | 23.26% |
| 1Y | 73.0% | 77.33% |
| 3Y (ann.) | 51.21% | 56.2% |
| 5Y (ann.) | 51.21% | 56.2% |
| Metric | /tmp/btcusd.10_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.91% | -28.21% |
| Longest DD Days | 64.0 | 154.0 |
| Avg. Drawdown | -2.53% | -7.71% |
| Avg. Drawdown Days | 14.0 | 33.0 |
| Recovery Factor | 5.22 | 2.43 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-09 | -11.91 | 64 |
| 2025-02-01 | 2025-03-01 | -5.71 | 28 |
| 2024-12-22 | 2025-01-05 | -5.64 | 14 |
| 2024-12-06 | 2024-12-16 | -5.44 | 10 |
| 2024-08-12 | 2024-09-10 | -4.15 | 29 |
| 2025-06-11 | 2025-08-02 | -4.04 | 52 |
| 2025-03-04 | 2025-03-15 | -3.86 | 11 |
| 2024-10-10 | 2024-10-12 | -3.10 | 2 |
| 2025-06-04 | 2025-06-10 | -2.37 | 6 |
| 2025-01-08 | 2025-01-15 | -2.09 | 7 |
| Metric | /tmp/btcusd.10_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.06% | 9.49% |
| Worst Day | -4.63% | -13.23% |
| Best Week | 10.7% | 15.41% |
| Worst Week | -3.77% | -18.81% |
| Best Month | 9.19% | 34.43% |
| Worst Month | -10.12% | -23.44% |
| Best Year | 30.28% | 36.7% |
| Worst Year | 24.51% | 23.26% |
| Avg. Up Day | 1.2% | 1.98% |
| Avg. Down Day | -0.9% | -1.81% |
| Avg. Up Week | 3.19% | 6.01% |
| Avg. Down Week | -1.96% | -4.73% |
| Avg. Up Month | 5.39% | 11.86% |
| Avg. Down Month | -5.39% | -12.47% |
| Win Days % | 52.91% | 53.16% |
| Win Month % | 80.0% | 66.67% |
| Win Week % | 59.57% | 53.97% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |