| Metric | master.trimmed.21600.btc_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 73.0% | 100.0% |
| Cumulative Return | 67.91% | 36.61% |
| Max Drawdown | -14.02% | -34.42% |
| Sharpe | 0.99 | 0.33 |
| Sortino | 1.51 | 0.48 |
| Payoff Ratio | 1.14 | 1.08 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 1.61 | 0.94 |
| CPC Index | 0.71 | 0.59 |
| Tail Ratio | 1.3 | 0.89 |
| Outlier Win Ratio | 12.57 | 3.14 |
| Outlier Loss Ratio | 8.66 | 3.07 |
| Volatility (ann.) | 8.99% | 23.45% |
| R^2 | 0.53 | 0.53 |
| Calmar | 2.89 | 0.66 |
| Skew | 0.51 | 0.11 |
| Kurtosis | 15.91 | 7.09 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.77% | 1.66% |
| Expected Yearly % | 29.58% | 16.88% |
| Kelly Criterion | 7.25% | 7.36% |
| 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 | 38.02 | 39.94 | 1.05 | + |
| 2025 | -1.03 | 19.99 | -19.49 | + |
| Metric | master.trimmed.21600.btc_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.51% | 2.23% |
| 3M | -3.31% | -17.17% |
| 6M | -2.68% | -16.23% |
| YTD | 19.99% | -1.03% |
| 1Y | 24.0% | -5.06% |
| 3Y (ann.) | 40.44% | 22.68% |
| 5Y (ann.) | 40.44% | 22.68% |
| Metric | master.trimmed.21600.btc_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.02% | -34.42% |
| Longest DD Days | 56.0 | 144.0 |
| Avg. Drawdown | -1.35% | -5.99% |
| Avg. Drawdown Days | 6.0 | 18.0 |
| Recovery Factor | 4.85 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-12-10 | -14.02 | 43 |
| 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 | 39.94% | 38.02% |
| Worst Year | 19.99% | -1.03% |
| Avg. Up Day | 0.35% | 0.86% |
| Avg. Down Day | -0.31% | -0.8% |
| Avg. Up Week | 2.01% | 5.12% |
| Avg. Down Week | -1.61% | -4.3% |
| Avg. Up Month | 4.86% | 10.37% |
| Avg. Down Month | -4.42% | -10.44% |
| Win Days % | 50.59% | 51.97% |
| Win Month % | 78.95% | 57.89% |
| Win Week % | 62.82% | 53.09% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |