| Metric | master.trimmed_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 123.54% | 64.46% |
| Max Drawdown | -9.9% | -29.51% |
| Sharpe | 1.29 | 0.51 |
| Sortino | 2.02 | 0.73 |
| Payoff Ratio | 1.16 | 1.04 |
| Profit Factor | 1.3 | 1.08 |
| Common Sense Ratio | 1.7 | 1.01 |
| CPC Index | 0.77 | 0.59 |
| Tail Ratio | 1.3 | 0.93 |
| Outlier Win Ratio | 8.59 | 3.42 |
| Outlier Loss Ratio | 8.17 | 3.26 |
| Volatility (ann.) | 11.86% | 23.21% |
| R^2 | 0.42 | 0.42 |
| Calmar | 8.05 | 1.48 |
| Skew | 0.67 | 0.2 |
| Kurtosis | 19.46 | 7.77 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.85% | 2.97% |
| Expected Yearly % | 49.51% | 28.24% |
| Kelly Criterion | 8.66% | 5.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -1.97% |
| Expected Shortfall (cVaR) | -0.98% | -1.97% |
| Year | BTCUSD | master.trimmed_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 48.55 | 1.28 | + |
| 2025 | 19.16 | 50.48 | 2.63 | + |
| Metric | master.trimmed_fwd_ | BTCUSD |
|---|---|---|
| MTD | 2.97% | -2.48% |
| 3M | 18.68% | -5.56% |
| 6M | 32.88% | 33.01% |
| YTD | 50.48% | 19.16% |
| 1Y | 79.81% | 68.38% |
| 3Y (ann.) | 79.69% | 43.69% |
| 5Y (ann.) | 79.69% | 43.69% |
| Metric | master.trimmed_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.9% | -29.51% |
| Longest DD Days | 34.0 | 144.0 |
| Avg. Drawdown | -1.55% | -5.23% |
| Avg. Drawdown Days | 5.0 | 16.0 |
| Recovery Factor | 12.48 | 2.18 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-01-18 | -9.90 | 30 |
| 2025-03-09 | 2025-04-12 | -9.82 | 34 |
| 2025-06-11 | 2025-07-02 | -8.56 | 21 |
| 2024-06-12 | 2024-07-15 | -7.85 | 33 |
| 2025-06-04 | 2025-06-09 | -5.16 | 5 |
| 2025-10-07 | 2025-10-15 | -4.89 | 8 |
| 2025-04-14 | 2025-05-10 | -4.60 | 26 |
| 2025-01-24 | 2025-02-03 | -4.20 | 10 |
| 2024-08-07 | 2024-08-08 | -4.16 | 1 |
| 2024-08-09 | 2024-08-14 | -3.92 | 5 |
| Metric | master.trimmed_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.32% | 9.33% |
| Worst Day | -5.63% | -9.32% |
| Best Week | 14.47% | 18.93% |
| Worst Week | -5.07% | -12.33% |
| Best Month | 21.7% | 37.42% |
| Worst Month | -3.77% | -17.69% |
| Best Year | 50.48% | 38.02% |
| Worst Year | 48.55% | 19.16% |
| Avg. Up Day | 0.42% | 0.89% |
| Avg. Down Day | -0.36% | -0.85% |
| Avg. Up Week | 2.81% | 5.06% |
| Avg. Down Week | -1.53% | -4.12% |
| Avg. Up Month | 6.69% | 10.95% |
| Avg. Down Month | -2.36% | -4.22% |
| Win Days % | 50.9% | 51.99% |
| Win Month % | 82.35% | 58.82% |
| Win Week % | 68.49% | 54.79% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |