| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 117.03% | 37.01% |
| Max Drawdown | -9.67% | -29.51% |
| Sharpe | 1.33 | 0.35 |
| Sortino | 2.15 | 0.5 |
| Payoff Ratio | 1.19 | 1.01 |
| Profit Factor | 1.3 | 1.06 |
| Common Sense Ratio | 1.61 | 0.93 |
| CPC Index | 0.78 | 0.56 |
| Tail Ratio | 1.24 | 0.88 |
| Outlier Win Ratio | 8.35 | 3.23 |
| Outlier Loss Ratio | 9.04 | 3.03 |
| Volatility (ann.) | 10.38% | 23.19% |
| R^2 | 0.47 | 0.47 |
| Calmar | 7.22 | 0.81 |
| Skew | 1.34 | 0.15 |
| Kurtosis | 20.22 | 7.38 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.4% | 1.76% |
| Expected Yearly % | 47.32% | 17.05% |
| Kelly Criterion | 8.98% | 4.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -1.97% |
| Expected Shortfall (cVaR) | -0.86% | -1.97% |
| Year | BTCUSD | master.trimmed.21600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 47.54 | 1.25 | + |
| 2025 | -0.73 | 47.10 | -64.47 | + |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| MTD | -7.22% | -15.41% |
| 3M | -1.18% | -21.12% |
| 6M | 14.2% | -12.97% |
| YTD | 47.1% | -0.73% |
| 1Y | 43.75% | 2.25% |
| 3Y (ann.) | 69.83% | 24.02% |
| 5Y (ann.) | 69.83% | 24.02% |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.67% | -29.51% |
| Longest DD Days | 43.0 | 144.0 |
| Avg. Drawdown | -1.5% | -5.71% |
| Avg. Drawdown Days | 6.0 | 17.0 |
| Recovery Factor | 12.1 | 1.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-11-17 | -9.67 | 21 |
| 2025-03-03 | 2025-04-11 | -7.56 | 39 |
| 2024-12-18 | 2025-01-17 | -7.32 | 29 |
| 2024-06-05 | 2024-07-19 | -7.15 | 43 |
| 2025-06-11 | 2025-07-14 | -6.16 | 33 |
| 2024-07-29 | 2024-08-06 | -5.13 | 7 |
| 2025-04-14 | 2025-05-08 | -4.45 | 23 |
| 2024-10-07 | 2024-10-12 | -3.98 | 4 |
| 2024-08-09 | 2024-09-09 | -3.83 | 31 |
| 2025-05-14 | 2025-06-09 | -3.48 | 26 |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.66% | 9.33% |
| Worst Day | -4.11% | -9.32% |
| Best Week | 15.4% | 18.93% |
| Worst Week | -5.37% | -12.33% |
| Best Month | 22.71% | 37.42% |
| Worst Month | -7.22% | -17.69% |
| Best Year | 47.54% | 38.02% |
| Worst Year | 47.1% | -0.73% |
| Avg. Up Day | 0.37% | 0.88% |
| Avg. Down Day | -0.31% | -0.87% |
| Avg. Up Week | 2.82% | 5.25% |
| Avg. Down Week | -1.29% | -4.48% |
| Avg. Up Month | 7.67% | 10.95% |
| Avg. Down Month | -4.53% | -8.66% |
| Win Days % | 50.5% | 52.1% |
| Win Month % | 83.33% | 55.56% |
| Win Week % | 61.54% | 52.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |