| Metric | master.trimmed.21600.btc_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 73.0% | 100.0% |
| Cumulative Return | 68.43% | 37.9% |
| Max Drawdown | -14.02% | -34.42% |
| Sharpe | 0.98 | 0.34 |
| Sortino | 1.51 | 0.48 |
| Payoff Ratio | 1.13 | 1.07 |
| Profit Factor | 1.23 | 1.06 |
| Common Sense Ratio | 1.59 | 0.94 |
| CPC Index | 0.71 | 0.59 |
| Tail Ratio | 1.29 | 0.89 |
| Outlier Win Ratio | 12.6 | 3.13 |
| Outlier Loss Ratio | 8.61 | 3.05 |
| Volatility (ann.) | 8.96% | 23.43% |
| R^2 | 0.53 | 0.53 |
| Calmar | 2.86 | 0.67 |
| Skew | 0.51 | 0.1 |
| Kurtosis | 15.99 | 7.03 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.64% | 1.62% |
| Expected Yearly % | 29.78% | 17.43% |
| Kelly Criterion | 7.25% | 7.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.0% |
| Expected Shortfall (cVaR) | -0.75% | -2.0% |
| Year | BTCUSD | master.trimmed.21600.btc_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 42.64 | 0.86 | - |
| 2025 | -7.74 | 18.08 | -2.34 | + |
| Metric | master.trimmed.21600.btc_fwd_ | BTCUSD |
|---|---|---|
| MTD | -1.08% | -4.71% |
| 3M | -3.44% | -20.44% |
| 6M | -1.18% | -17.7% |
| YTD | 18.08% | -7.74% |
| 1Y | 22.81% | -10.72% |
| 3Y (ann.) | 40.05% | 23.08% |
| 5Y (ann.) | 40.05% | 23.08% |
| Metric | master.trimmed.21600.btc_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.02% | -34.42% |
| Longest DD Days | 56.0 | 144.0 |
| Avg. Drawdown | -1.31% | -6.3% |
| Avg. Drawdown Days | 6.0 | 18.0 |
| Recovery Factor | 4.88 | 1.1 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-12-01 | -14.02 | 34 |
| 2024-06-12 | 2024-08-08 | -9.62 | 56 |
| 2025-01-20 | 2025-03-01 | -5.92 | 40 |
| 2024-12-05 | 2024-12-15 | -5.23 | 10 |
| 2025-06-10 | 2025-07-03 | -4.52 | 23 |
| 2025-01-04 | 2025-01-15 | -4.26 | 11 |
| 2025-07-28 | 2025-09-03 | -3.61 | 37 |
| 2024-08-09 | 2024-09-09 | -3.56 | 31 |
| 2025-10-06 | 2025-10-26 | -3.55 | 19 |
| 2024-12-21 | 2025-01-02 | -3.36 | 12 |
| Metric | master.trimmed.21600.btc_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 4.43% | 9.33% |
| Worst Day | -3.74% | -9.32% |
| Best Week | 6.98% | 18.93% |
| Worst Week | -8.37% | -12.33% |
| Best Month | 14.03% | 37.42% |
| Worst Month | -7.82% | -17.69% |
| Best Year | 42.64% | 49.48% |
| Worst Year | 18.08% | -7.74% |
| Avg. Up Day | 0.35% | 0.86% |
| Avg. Down Day | -0.31% | -0.8% |
| Avg. Up Week | 1.99% | 5.15% |
| Avg. Down Week | -1.59% | -4.33% |
| Avg. Up Month | 5.0% | 10.95% |
| Avg. Down Month | -3.58% | -8.96% |
| Win Days % | 50.74% | 52.08% |
| Win Month % | 75.0% | 55.0% |
| Win Week % | 62.5% | 53.01% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 50.0% |