| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 159.29% | 66.32% |
| Max Drawdown | -5.58% | -28.21% |
| Sharpe | 3.64 | 1.04 |
| Sortino | 7.18 | 1.52 |
| Payoff Ratio | 1.59 | 1.07 |
| Profit Factor | 1.99 | 1.17 |
| Common Sense Ratio | 3.85 | 1.23 |
| CPC Index | 1.76 | 0.66 |
| Tail Ratio | 1.94 | 1.05 |
| Outlier Win Ratio | 7.38 | 2.98 |
| Outlier Loss Ratio | 10.31 | 2.9 |
| Volatility (ann.) | 19.57% | 45.67% |
| R^2 | 0.43 | 0.43 |
| Calmar | 17.96 | 1.59 |
| Skew | 1.5 | -0.2 |
| Kurtosis | 8.98 | 3.69 |
| Expected Daily % | 0.19% | 0.1% |
| Expected Monthly % | 5.76% | 3.04% |
| Expected Yearly % | 61.02% | 28.97% |
| Kelly Criterion | 27.94% | 8.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -3.8% |
| Expected Shortfall (cVaR) | -1.49% | -3.8% |
| Year | BTCUSD | master.trimmed.21600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 52.54 | 1.43 | + |
| 2025 | 21.67 | 69.99 | 3.23 | + |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.99% | -1.28% |
| 3M | 19.07% | -8.17% |
| 6M | 36.0% | 33.04% |
| YTD | 69.99% | 21.67% |
| 1Y | 112.89% | 76.05% |
| 3Y (ann.) | 100.2% | 44.87% |
| 5Y (ann.) | 100.2% | 44.87% |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.58% | -28.21% |
| Longest DD Days | 40.0 | 154.0 |
| Avg. Drawdown | -1.29% | -8.32% |
| Avg. Drawdown Days | 8.0 | 36.0 |
| Recovery Factor | 28.56 | 2.35 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-07-16 | -5.58 | 40 |
| 2025-03-04 | 2025-04-11 | -5.17 | 38 |
| 2024-07-30 | 2024-08-06 | -4.87 | 7 |
| 2024-12-18 | 2025-01-16 | -4.86 | 29 |
| 2025-06-12 | 2025-07-03 | -4.37 | 21 |
| 2024-08-10 | 2024-09-10 | -3.28 | 31 |
| 2025-10-08 | 2025-10-15 | -3.08 | 7 |
| 2025-04-16 | 2025-04-23 | -2.77 | 7 |
| 2025-07-19 | 2025-08-07 | -2.49 | 19 |
| 2025-06-05 | 2025-06-10 | -2.46 | 5 |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.28% | 9.49% |
| Worst Day | -3.44% | -13.23% |
| Best Week | 15.08% | 15.41% |
| Worst Week | -4.26% | -18.81% |
| Best Month | 23.93% | 34.43% |
| Worst Month | -3.92% | -23.44% |
| Best Year | 69.99% | 36.7% |
| Worst Year | 52.54% | 21.67% |
| Avg. Up Day | 0.84% | 1.89% |
| Avg. Down Day | -0.53% | -1.78% |
| Avg. Up Week | 2.93% | 5.31% |
| Avg. Down Week | -1.23% | -4.15% |
| Avg. Up Month | 8.0% | 11.21% |
| Avg. Down Month | -3.32% | -7.54% |
| Win Days % | 55.76% | 52.89% |
| Win Month % | 88.24% | 64.71% |
| Win Week % | 68.49% | 56.16% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |