| Metric | b_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 20.2% | 40.54% |
| Max Drawdown | -9.42% | -29.51% |
| Sharpe | 0.56 | 0.37 |
| Sortino | 0.88 | 0.53 |
| Payoff Ratio | 1.15 | 1.06 |
| Profit Factor | 1.19 | 1.06 |
| Common Sense Ratio | 1.61 | 0.96 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.35 | 0.9 |
| Outlier Win Ratio | 30.59 | 2.77 |
| Outlier Loss Ratio | 10.14 | 2.59 |
| Volatility (ann.) | 5.93% | 23.17% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.42 | 0.89 |
| Skew | 2.2 | 0.15 |
| Kurtosis | 58.0 | 7.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.03% | 1.91% |
| Expected Yearly % | 9.64% | 18.55% |
| Kelly Criterion | 1.25% | 7.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -1.97% |
| Expected Shortfall (cVaR) | -0.5% | -1.97% |
| Year | BTCUSD | b_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 16.64 | 0.44 | - |
| 2025 | 1.83 | 3.05 | 1.67 | + |
| Metric | b_fwd_ | BTCUSD |
|---|---|---|
| MTD | -6.92% | -13.23% |
| 3M | 3.41% | -19.07% |
| 6M | 6.22% | -7.85% |
| YTD | 3.05% | 1.83% |
| 1Y | 1.44% | 4.88% |
| 3Y (ann.) | 13.4% | 26.19% |
| 5Y (ann.) | 13.4% | 26.19% |
| Metric | b_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.42% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -1.14% | -5.67% |
| Avg. Drawdown Days | 13.0 | 17.0 |
| Recovery Factor | 2.14 | 1.37 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-11 | 2025-10-02 | -9.42 | 233 |
| 2025-10-27 | 2025-11-17 | -7.56 | 20 |
| 2024-12-19 | 2025-01-27 | -3.45 | 39 |
| 2025-10-21 | 2025-10-26 | -2.81 | 4 |
| 2024-08-09 | 2024-09-12 | -2.68 | 34 |
| 2025-10-20 | 2025-10-21 | -2.65 | 1 |
| 2024-09-28 | 2024-10-11 | -2.20 | 13 |
| 2024-08-07 | 2024-08-08 | -2.15 | 0 |
| 2024-06-20 | 2024-08-05 | -1.72 | 46 |
| 2025-02-07 | 2025-02-11 | -1.12 | 3 |
| Metric | b_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.17% | 9.33% |
| Worst Day | -2.73% | -9.32% |
| Best Week | 7.9% | 18.93% |
| Worst Week | -5.36% | -12.33% |
| Best Month | 10.75% | 37.42% |
| Worst Month | -6.92% | -17.69% |
| Best Year | 16.64% | 38.02% |
| Worst Year | 3.05% | 1.83% |
| Avg. Up Day | 0.28% | 0.8% |
| Avg. Down Day | -0.24% | -0.75% |
| Avg. Up Week | 1.16% | 4.95% |
| Avg. Down Week | -0.91% | -4.32% |
| Avg. Up Month | 2.24% | 10.53% |
| Avg. Down Month | -2.55% | -8.55% |
| Win Days % | 47.13% | 52.11% |
| Win Month % | 61.11% | 55.56% |
| Win Week % | 50.0% | 53.85% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |