| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 76.0% | 100.0% |
| Cumulative Return | 26.36% | 63.31% |
| Max Drawdown | -16.66% | -28.17% |
| Sharpe | 0.72 | 0.99 |
| Sortino | 1.15 | 1.52 |
| Payoff Ratio | 1.17 | 1.13 |
| Profit Factor | 1.16 | 1.16 |
| Common Sense Ratio | 1.28 | 1.28 |
| CPC Index | 0.66 | 0.67 |
| Tail Ratio | 1.1 | 1.11 |
| Outlier Win Ratio | 8.68 | 3.22 |
| Outlier Loss Ratio | 5.48 | 2.96 |
| Volatility (ann.) | 28.52% | 45.25% |
| R^2 | 0.59 | 0.59 |
| Calmar | 1.07 | 1.46 |
| Skew | 1.27 | 0.47 |
| Kurtosis | 15.03 | 2.97 |
| Expected Daily % | 0.05% | 0.09% |
| Expected Monthly % | 1.31% | 2.76% |
| Expected Yearly % | 12.41% | 27.79% |
| Kelly Criterion | 3.86% | 8.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.4% | -3.77% |
| Expected Shortfall (cVaR) | -2.4% | -3.77% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 35.33 | 0.93 | - |
| 2025 | 18.46 | -6.63 | -0.36 | - |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.56% | 0.95% |
| 3M | -10.28% | -2.34% |
| 6M | -9.14% | 14.09% |
| YTD | -6.63% | 18.46% |
| 1Y | 15.51% | 59.2% |
| 3Y (ann.) | 17.89% | 41.19% |
| 5Y (ann.) | 17.89% | 41.19% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -28.17% |
| Longest DD Days | 244.0 | 145.0 |
| Avg. Drawdown | -4.45% | -7.56% |
| Avg. Drawdown Days | 34.0 | 27.0 |
| Recovery Factor | 1.58 | 2.25 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-02 | -16.66 | 244 |
| 2024-07-22 | 2024-11-10 | -16.30 | 111 |
| 2025-01-22 | 2025-03-02 | -7.20 | 39 |
| 2024-11-23 | 2024-12-11 | -5.82 | 18 |
| 2024-07-02 | 2024-07-13 | -4.10 | 11 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-12-17 | 2025-01-21 | -3.04 | 35 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-12-12 | 2024-12-13 | -1.02 | 1 |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 14.89% | 18.93% |
| Worst Week | -7.16% | -12.33% |
| Best Month | 19.97% | 37.42% |
| Worst Month | -9.58% | -17.69% |
| Best Year | 35.33% | 37.85% |
| Worst Year | -6.63% | 18.46% |
| Avg. Up Day | 1.08% | 1.91% |
| Avg. Down Day | -0.93% | -1.68% |
| Avg. Up Week | 2.47% | 5.45% |
| Avg. Down Week | -1.98% | -4.38% |
| Avg. Up Month | 4.67% | 10.24% |
| Avg. Down Month | -4.54% | -7.79% |
| Win Days % | 48.22% | 51.25% |
| Win Month % | 66.67% | 61.11% |
| Win Week % | 53.12% | 55.26% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |