| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 133.39% | 66.32% |
| Max Drawdown | -6.16% | -28.21% |
| Sharpe | 3.23 | 1.04 |
| Sortino | 6.21 | 1.52 |
| Payoff Ratio | 1.6 | 1.1 |
| Profit Factor | 1.83 | 1.17 |
| Common Sense Ratio | 3.47 | 1.23 |
| CPC Index | 1.53 | 0.68 |
| Tail Ratio | 1.9 | 1.05 |
| Outlier Win Ratio | 7.17 | 3.01 |
| Outlier Loss Ratio | 10.52 | 2.93 |
| Volatility (ann.) | 19.72% | 45.67% |
| R^2 | 0.43 | 0.43 |
| Calmar | 13.87 | 1.59 |
| Skew | 1.46 | -0.2 |
| Kurtosis | 8.85 | 3.69 |
| Expected Daily % | 0.17% | 0.1% |
| Expected Monthly % | 5.11% | 3.04% |
| Expected Yearly % | 52.77% | 28.97% |
| Kelly Criterion | 22.74% | 10.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -3.8% |
| Expected Shortfall (cVaR) | -1.52% | -3.8% |
| Year | BTCUSD | master.trimmed.21600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 47.41 | 1.29 | + |
| 2025 | 21.67 | 58.32 | 2.69 | + |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.55% | -1.28% |
| 3M | 16.81% | -8.17% |
| 6M | 31.33% | 33.04% |
| YTD | 58.32% | 21.67% |
| 1Y | 96.21% | 76.05% |
| 3Y (ann.) | 85.42% | 44.87% |
| 5Y (ann.) | 85.42% | 44.87% |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.16% | -28.21% |
| Longest DD Days | 41.0 | 154.0 |
| Avg. Drawdown | -1.36% | -8.32% |
| Avg. Drawdown Days | 8.0 | 36.0 |
| Recovery Factor | 21.66 | 2.35 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-07-17 | -6.16 | 41 |
| 2025-03-04 | 2025-04-12 | -5.53 | 39 |
| 2024-12-18 | 2025-01-18 | -5.17 | 31 |
| 2025-06-12 | 2025-07-03 | -4.85 | 21 |
| 2024-07-30 | 2024-08-06 | -4.70 | 7 |
| 2024-08-10 | 2024-09-10 | -3.26 | 31 |
| 2025-10-08 | 2025-10-15 | -3.18 | 7 |
| 2025-04-16 | 2025-04-21 | -2.84 | 5 |
| 2025-01-25 | 2025-02-11 | -2.75 | 17 |
| 2025-07-19 | 2025-08-08 | -2.72 | 20 |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.24% | 9.49% |
| Worst Day | -3.44% | -13.23% |
| Best Week | 14.82% | 15.41% |
| Worst Week | -4.62% | -18.81% |
| Best Month | 23.41% | 34.43% |
| Worst Month | -4.63% | -23.44% |
| Best Year | 58.32% | 36.7% |
| Worst Year | 47.41% | 21.67% |
| Avg. Up Day | 0.84% | 1.92% |
| Avg. Down Day | -0.53% | -1.74% |
| Avg. Up Week | 2.85% | 5.45% |
| Avg. Down Week | -1.24% | -4.97% |
| Avg. Up Month | 7.26% | 11.21% |
| Avg. Down Month | -3.97% | -7.54% |
| Win Days % | 52.47% | 52.89% |
| Win Month % | 88.24% | 64.71% |
| Win Week % | 64.38% | 56.16% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |