| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 34.34% | 51.86% |
| Max Drawdown | -31.59% | -28.17% |
| Sharpe | 0.81 | 0.82 |
| Sortino | 1.28 | 1.26 |
| Payoff Ratio | 1.07 | 1.12 |
| Profit Factor | 1.15 | 1.13 |
| Common Sense Ratio | 1.37 | 1.24 |
| CPC Index | 0.61 | 0.64 |
| Tail Ratio | 1.2 | 1.1 |
| Outlier Win Ratio | 6.68 | 3.74 |
| Outlier Loss Ratio | 5.41 | 2.92 |
| Volatility (ann.) | 28.57% | 45.68% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.67 | 1.11 |
| Skew | 0.67 | 0.52 |
| Kurtosis | 5.38 | 2.81 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.57% | 2.22% |
| Expected Yearly % | 15.91% | 23.23% |
| Kelly Criterion | 3.58% | 6.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.4% | -3.83% |
| Expected Shortfall (cVaR) | -2.4% | -3.83% |
| Year | BTCUSD | all.f_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 77.51 | 1.60 | + |
| 2025 | 2.35 | -24.32 | -10.36 | - |
| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -3.49% | -12.79% |
| 3M | -18.68% | -19.3% |
| 6M | -17.3% | -7.94% |
| YTD | -24.32% | 2.35% |
| 1Y | 9.32% | 9.39% |
| 3Y (ann.) | 21.18% | 31.24% |
| 5Y (ann.) | 21.18% | 31.24% |
| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -31.59% | -28.17% |
| Longest DD Days | 341.0 | 161.0 |
| Avg. Drawdown | -6.57% | -7.32% |
| Avg. Drawdown Days | 52.0 | 25.0 |
| Recovery Factor | 1.09 | 1.84 |
| Ulcer Index | 1.05 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-15 | -31.59 | 341 |
| 2024-07-22 | 2024-11-06 | -10.17 | 107 |
| 2024-05-22 | 2024-07-14 | -5.53 | 53 |
| 2024-11-12 | 2024-11-16 | -5.01 | 4 |
| 2024-11-25 | 2024-11-27 | -3.42 | 2 |
| 2024-11-17 | 2024-11-18 | -3.29 | 1 |
| 2024-11-19 | 2024-11-21 | -3.14 | 2 |
| 2024-12-05 | 2024-12-06 | -1.60 | 1 |
| 2024-07-17 | 2024-07-19 | -1.42 | 2 |
| 2024-05-08 | 2024-05-16 | -0.50 | 8 |
| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.15% | 11.89% |
| Worst Day | -6.72% | -8.6% |
| Best Week | 16.06% | 18.93% |
| Worst Week | -10.33% | -12.33% |
| Best Month | 62.52% | 37.42% |
| Worst Month | -11.33% | -17.69% |
| Best Year | 77.51% | 48.38% |
| Worst Year | -24.32% | 2.35% |
| Avg. Up Day | 1.1% | 2.04% |
| Avg. Down Day | -1.03% | -1.82% |
| Avg. Up Week | 3.23% | 5.77% |
| Avg. Down Week | -2.29% | -4.53% |
| Avg. Up Month | 11.08% | 12.42% |
| Avg. Down Month | -3.98% | -8.41% |
| Win Days % | 50.18% | 50.8% |
| Win Month % | 42.11% | 57.89% |
| Win Week % | 47.56% | 53.66% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 100.0% |