| Metric | master.trimmed.21600.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 79.0% | 100.0% |
| Cumulative Return | 68.48% | 37.99% |
| Max Drawdown | -12.53% | -32.7% |
| Sharpe | 2.15 | 0.69 |
| Sortino | 3.6 | 0.99 |
| Payoff Ratio | 1.37 | 1.08 |
| Profit Factor | 1.53 | 1.11 |
| Common Sense Ratio | 2.63 | 1.17 |
| CPC Index | 1.06 | 0.62 |
| Tail Ratio | 1.72 | 1.06 |
| Outlier Win Ratio | 10.84 | 2.94 |
| Outlier Loss Ratio | 9.55 | 2.71 |
| Volatility (ann.) | 16.34% | 45.4% |
| R^2 | 0.51 | 0.51 |
| Calmar | 3.21 | 0.71 |
| Skew | 0.55 | -0.18 |
| Kurtosis | 9.37 | 3.47 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.78% | 1.71% |
| Expected Yearly % | 29.8% | 17.47% |
| Kelly Criterion | 14.58% | 7.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -3.82% |
| Expected Shortfall (cVaR) | -1.31% | -3.82% |
| Year | BTCUSD | master.trimmed.21600.btc_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 39.93 | 0.99 | - |
| 2025 | -1.78 | 20.40 | -11.49 | + |
| Metric | master.trimmed.21600.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -7.7% | -17.36% |
| 3M | -3.11% | -18.41% |
| 6M | 0.55% | -14.42% |
| YTD | 20.4% | -1.78% |
| 1Y | 24.4% | -5.58% |
| 3Y (ann.) | 40.24% | 23.22% |
| 5Y (ann.) | 40.24% | 23.22% |
| Metric | master.trimmed.21600.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.53% | -32.7% |
| Longest DD Days | 64.0 | 154.0 |
| Avg. Drawdown | -1.53% | -9.69% |
| Avg. Drawdown Days | 11.0 | 38.0 |
| Recovery Factor | 5.46 | 1.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-28 | 2025-11-30 | -12.53 | 33 |
| 2024-06-06 | 2024-08-09 | -8.45 | 64 |
| 2025-01-23 | 2025-03-01 | -5.30 | 37 |
| 2024-12-06 | 2024-12-16 | -3.63 | 10 |
| 2025-10-06 | 2025-10-27 | -2.99 | 21 |
| 2025-07-29 | 2025-09-14 | -2.98 | 47 |
| 2024-08-12 | 2024-09-10 | -2.86 | 29 |
| 2025-03-27 | 2025-04-23 | -2.77 | 27 |
| 2024-12-22 | 2025-01-03 | -2.56 | 12 |
| 2025-06-18 | 2025-06-25 | -2.56 | 7 |
| Metric | master.trimmed.21600.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.09% | 9.49% |
| Worst Day | -5.12% | -13.23% |
| Best Week | 7.1% | 15.41% |
| Worst Week | -8.33% | -18.81% |
| Best Month | 14.03% | 34.43% |
| Worst Month | -7.7% | -23.44% |
| Best Year | 39.93% | 40.49% |
| Worst Year | 20.4% | -1.78% |
| Avg. Up Day | 0.72% | 1.78% |
| Avg. Down Day | -0.53% | -1.65% |
| Avg. Up Week | 2.0% | 4.91% |
| Avg. Down Week | -1.19% | -4.45% |
| Avg. Up Month | 5.06% | 10.61% |
| Avg. Down Month | -4.61% | -15.05% |
| Win Days % | 50.68% | 52.04% |
| Win Month % | 78.95% | 63.16% |
| Win Week % | 57.32% | 54.22% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |