| Metric | b_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 20.22% | 41.66% |
| Max Drawdown | -8.94% | -28.21% |
| Sharpe | 1.06 | 0.75 |
| Sortino | 1.58 | 1.09 |
| Payoff Ratio | 1.24 | 1.16 |
| Profit Factor | 1.36 | 1.12 |
| Common Sense Ratio | 2.2 | 1.2 |
| CPC Index | 0.83 | 0.67 |
| Tail Ratio | 1.61 | 1.07 |
| Outlier Win Ratio | 24.54 | 2.73 |
| Outlier Loss Ratio | 11.08 | 2.57 |
| Volatility (ann.) | 12.6% | 45.36% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.5 | 0.95 |
| Skew | -0.35 | -0.17 |
| Kurtosis | 29.1 | 3.57 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 1.03% | 1.95% |
| Expected Yearly % | 9.65% | 19.02% |
| Kelly Criterion | 7.91% | 10.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -3.81% |
| Expected Shortfall (cVaR) | -1.05% | -3.81% |
| Year | BTCUSD | b_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 15.99 | 0.44 | - |
| 2025 | 3.62 | 3.65 | 1.01 | + |
| Metric | b_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -6.91% | -12.81% |
| 3M | 3.42% | -19.54% |
| 6M | 6.24% | -7.82% |
| YTD | 3.65% | 3.62% |
| 1Y | 1.46% | 9.16% |
| 3Y (ann.) | 13.44% | 26.93% |
| 5Y (ann.) | 13.44% | 26.93% |
| Metric | b_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.94% | -28.21% |
| Longest DD Days | 234.0 | 154.0 |
| Avg. Drawdown | -1.32% | -9.3% |
| Avg. Drawdown Days | 19.0 | 39.0 |
| Recovery Factor | 2.26 | 1.48 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-12 | 2025-10-04 | -8.94 | 234 |
| 2025-10-28 | 2025-11-16 | -7.50 | 19 |
| 2024-12-20 | 2025-01-28 | -3.45 | 39 |
| 2025-10-21 | 2025-10-27 | -2.65 | 6 |
| 2024-08-12 | 2024-08-25 | -1.99 | 13 |
| 2024-09-11 | 2024-09-12 | -1.51 | 1 |
| 2024-06-21 | 2024-07-26 | -1.14 | 35 |
| 2024-09-04 | 2024-09-10 | -1.13 | 6 |
| 2024-09-29 | 2024-10-12 | -1.10 | 13 |
| 2024-08-10 | 2024-08-11 | -0.84 | 1 |
| Metric | b_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 4.68% | 9.49% |
| Worst Day | -6.15% | -13.23% |
| Best Week | 8.09% | 15.41% |
| Worst Week | -4.78% | -18.81% |
| Best Month | 10.94% | 34.43% |
| Worst Month | -6.91% | -23.44% |
| Best Year | 15.99% | 36.7% |
| Worst Year | 3.65% | 3.62% |
| Avg. Up Day | 0.62% | 1.84% |
| Avg. Down Day | -0.5% | -1.59% |
| Avg. Up Week | 1.23% | 5.15% |
| Avg. Down Week | -0.94% | -4.37% |
| Avg. Up Month | 2.29% | 11.98% |
| Avg. Down Month | -3.13% | -12.29% |
| Win Days % | 49.1% | 51.97% |
| Win Month % | 61.11% | 61.11% |
| Win Week % | 47.95% | 53.85% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |