| Metric | all.f_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 30.36% | 49.7% |
| Max Drawdown | -33.38% | -28.17% |
| Sharpe | 0.74 | 0.8 |
| Sortino | 1.16 | 1.23 |
| Payoff Ratio | 1.06 | 1.12 |
| Profit Factor | 1.13 | 1.12 |
| Common Sense Ratio | 1.35 | 1.24 |
| CPC Index | 0.6 | 0.64 |
| Tail Ratio | 1.2 | 1.1 |
| Outlier Win Ratio | 6.68 | 3.74 |
| Outlier Loss Ratio | 5.37 | 2.92 |
| Volatility (ann.) | 28.64% | 45.66% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.56 | 1.06 |
| Skew | 0.65 | 0.52 |
| Kurtosis | 5.32 | 2.82 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.41% | 2.15% |
| Expected Yearly % | 14.17% | 22.35% |
| Kelly Criterion | 3.01% | 6.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.41% | -3.83% |
| Expected Shortfall (cVaR) | -2.41% | -3.83% |
| Year | BTCUSD | all.f_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 77.51 | 1.60 | + |
| 2025 | 0.89 | -26.56 | -29.88 | - |
| Metric | all.f_fwd_ | BTCUSD |
|---|---|---|
| MTD | -6.35% | -14.03% |
| 3M | -20.52% | -19.8% |
| 6M | -19.37% | -9.0% |
| YTD | -26.56% | 0.89% |
| 1Y | 1.81% | 3.43% |
| 3Y (ann.) | 18.79% | 29.96% |
| 5Y (ann.) | 18.79% | 29.96% |
| Metric | all.f_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -33.38% | -28.17% |
| Longest DD Days | 342.0 | 161.0 |
| Avg. Drawdown | -6.74% | -7.33% |
| Avg. Drawdown Days | 52.0 | 25.0 |
| Recovery Factor | 0.91 | 1.76 |
| Ulcer Index | 1.05 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-11-16 | -33.38 | 342 |
| 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_ | 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 | -26.56% | 0.89% |
| Avg. Up Day | 1.1% | 2.04% |
| Avg. Down Day | -1.04% | -1.82% |
| Avg. Up Week | 3.32% | 5.91% |
| Avg. Down Week | -2.3% | -4.41% |
| Avg. Up Month | 11.08% | 12.42% |
| Avg. Down Month | -4.39% | -8.59% |
| Win Days % | 50.09% | 50.71% |
| Win Month % | 42.11% | 57.89% |
| Win Week % | 46.34% | 52.44% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 100.0% |