| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 22.19% | 3.47% |
| Max Drawdown | -3.29% | -15.69% |
| Sharpe | 2.17 | 0.25 |
| Sortino | 3.81 | 0.35 |
| Payoff Ratio | 1.35 | 0.93 |
| Profit Factor | 1.53 | 1.04 |
| Common Sense Ratio | 2.27 | 1.09 |
| CPC Index | 1.08 | 0.51 |
| Tail Ratio | 1.48 | 1.05 |
| Outlier Win Ratio | 8.01 | 3.46 |
| Outlier Loss Ratio | 10.41 | 3.21 |
| Volatility (ann.) | 7.44% | 15.73% |
| R^2 | 0.29 | 0.29 |
| Calmar | 27.02 | 0.73 |
| Skew | 1.16 | -0.17 |
| Kurtosis | 8.85 | 3.91 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.09% | 0.69% |
| Expected Yearly % | 22.19% | 3.47% |
| Kelly Criterion | 16.19% | 1.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -1.34% |
| Expected Shortfall (cVaR) | -0.6% | -1.34% |
| Year | BTCUSD | master.trimmed.21600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.47 | 22.19 | 6.39 | + |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| MTD | 4.0% | -2.65% |
| 3M | 19.5% | -5.35% |
| 6M | 22.19% | 3.47% |
| YTD | 22.19% | 3.47% |
| 1Y | 22.19% | 3.47% |
| 3Y (ann.) | 88.92% | 11.44% |
| 5Y (ann.) | 88.92% | 11.44% |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -3.29% | -15.69% |
| Longest DD Days | 20.0 | 52.0 |
| Avg. Drawdown | -0.87% | -3.63% |
| Avg. Drawdown Days | 4.0 | 9.0 |
| Recovery Factor | 6.74 | 0.22 |
| Ulcer Index | 1.02 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-07 | 2025-10-20 | -3.29 | 13 |
| 2025-09-03 | 2025-09-11 | -3.00 | 8 |
| 2025-07-28 | 2025-08-04 | -2.38 | 7 |
| 2025-08-14 | 2025-09-03 | -2.03 | 20 |
| 2025-09-14 | 2025-10-01 | -1.89 | 17 |
| 2025-08-05 | 2025-08-07 | -1.77 | 2 |
| 2025-08-11 | 2025-08-12 | -1.23 | 1 |
| 2025-06-30 | 2025-07-02 | -0.99 | 2 |
| 2025-07-03 | 2025-07-11 | -0.76 | 7 |
| 2025-06-27 | 2025-06-28 | -0.60 | 1 |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 2.06% | 4.2% |
| Worst Day | -1.63% | -3.97% |
| Best Week | 7.12% | 11.52% |
| Worst Week | -1.71% | -7.65% |
| Best Month | 11.52% | 8.01% |
| Worst Month | 0.76% | -6.49% |
| Best Year | 22.19% | 3.47% |
| Worst Year | 22.19% | 3.47% |
| Avg. Up Day | 0.27% | 0.61% |
| Avg. Down Day | -0.2% | -0.66% |
| Avg. Up Week | 2.78% | 4.07% |
| Avg. Down Week | -0.81% | -4.07% |
| Avg. Up Month | 2.26% | 6.69% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 51.81% | 52.49% |
| Win Month % | 100.0% | 40.0% |
| Win Week % | 66.67% | 50.0% |
| Win Quarter % | 100.0% | 33.33% |
| Win Year % | 100.0% | 100.0% |