| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 133.09% | 60.59% |
| Max Drawdown | -7.56% | -29.51% |
| Sharpe | 1.52 | 0.48 |
| Sortino | 2.52 | 0.7 |
| Payoff Ratio | 1.23 | 1.04 |
| Profit Factor | 1.35 | 1.08 |
| Common Sense Ratio | 1.73 | 0.99 |
| CPC Index | 0.84 | 0.59 |
| Tail Ratio | 1.28 | 0.92 |
| Outlier Win Ratio | 8.37 | 3.24 |
| Outlier Loss Ratio | 9.36 | 3.13 |
| Volatility (ann.) | 10.38% | 23.2% |
| R^2 | 0.47 | 0.47 |
| Calmar | 11.1 | 1.38 |
| Skew | 1.51 | 0.19 |
| Kurtosis | 20.82 | 7.7 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 5.1% | 2.83% |
| Expected Yearly % | 52.67% | 26.72% |
| Kelly Criterion | 10.81% | 6.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -1.97% |
| Expected Shortfall (cVaR) | -0.85% | -1.97% |
| Year | BTCUSD | master.trimmed.21600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 47.54 | 1.25 | + |
| 2025 | 16.35 | 57.99 | 3.55 | + |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| MTD | 2.68% | -4.78% |
| 3M | 15.96% | -7.51% |
| 6M | 31.92% | 27.52% |
| YTD | 57.99% | 16.35% |
| 1Y | 87.91% | 57.38% |
| 3Y (ann.) | 83.9% | 40.64% |
| 5Y (ann.) | 83.9% | 40.64% |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.56% | -29.51% |
| Longest DD Days | 43.0 | 144.0 |
| Avg. Drawdown | -1.4% | -5.36% |
| Avg. Drawdown Days | 6.0 | 16.0 |
| Recovery Factor | 17.6 | 2.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-11 | -7.56 | 39 |
| 2024-12-18 | 2025-01-17 | -7.32 | 29 |
| 2024-06-05 | 2024-07-19 | -7.15 | 43 |
| 2025-06-11 | 2025-07-14 | -6.16 | 33 |
| 2024-07-29 | 2024-08-06 | -5.13 | 7 |
| 2025-04-14 | 2025-05-08 | -4.45 | 23 |
| 2024-10-07 | 2024-10-12 | -3.98 | 4 |
| 2024-08-09 | 2024-09-09 | -3.83 | 31 |
| 2025-05-14 | 2025-06-09 | -3.48 | 26 |
| 2025-02-04 | 2025-03-02 | -3.46 | 26 |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.66% | 9.33% |
| Worst Day | -4.11% | -9.32% |
| Best Week | 15.4% | 18.93% |
| Worst Week | -3.49% | -12.33% |
| Best Month | 22.71% | 37.42% |
| Worst Month | -3.68% | -17.69% |
| Best Year | 57.99% | 38.02% |
| Worst Year | 47.54% | 16.35% |
| Avg. Up Day | 0.37% | 0.89% |
| Avg. Down Day | -0.3% | -0.86% |
| Avg. Up Week | 2.89% | 5.28% |
| Avg. Down Week | -1.18% | -4.5% |
| Avg. Up Month | 7.67% | 10.95% |
| Avg. Down Month | -3.18% | -5.29% |
| Win Days % | 50.74% | 52.05% |
| Win Month % | 88.24% | 58.82% |
| Win Week % | 63.51% | 55.41% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |