| Metric | g_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 19.68% | 28.49% |
| Max Drawdown | -3.45% | -26.06% |
| Sharpe | 2.33 | 0.85 |
| Sortino | 4.68 | 1.24 |
| Payoff Ratio | 1.4 | 1.2 |
| Profit Factor | 1.94 | 1.13 |
| Common Sense Ratio | 3.43 | 1.15 |
| CPC Index | 1.48 | 0.71 |
| Tail Ratio | 1.77 | 1.01 |
| Outlier Win Ratio | 28.07 | 2.33 |
| Outlier Loss Ratio | 13.64 | 2.17 |
| Volatility (ann.) | 9.68% | 51.82% |
| R^2 | 0.16 | 0.16 |
| Calmar | 7.2 | 1.39 |
| Skew | 3.11 | -0.21 |
| Kurtosis | 27.94 | 2.89 |
| Expected Daily % | 0.06% | 0.08% |
| Expected Monthly % | 1.81% | 2.54% |
| Expected Yearly % | 9.4% | 13.36% |
| Kelly Criterion | 21.74% | 12.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -4.34% |
| Expected Shortfall (cVaR) | -0.77% | -4.34% |
| Year | BTCUSD | g_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 15.99 | 0.44 | - |
| 2025 | -6.00 | 3.18 | -0.53 | + |
| Metric | g_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.8% | 8.82% |
| 3M | -0.2% | -11.89% |
| 6M | 8.2% | 38.13% |
| YTD | 3.18% | -6.0% |
| 1Y | 19.68% | 28.49% |
| 3Y (ann.) | 24.8% | 36.23% |
| 5Y (ann.) | 24.8% | 36.23% |
| Metric | g_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -3.45% | -26.06% |
| Longest DD Days | 40.0 | 144.0 |
| Avg. Drawdown | -0.79% | -8.25% |
| Avg. Drawdown Days | 12.0 | 30.0 |
| Recovery Factor | 5.71 | 1.09 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-01-28 | -3.45 | 39 |
| 2025-02-12 | 2025-03-24 | -2.04 | 40 |
| 2024-08-12 | 2024-08-25 | -1.99 | 13 |
| 2024-09-11 | 2024-09-12 | -1.51 | 1 |
| 2024-06-21 | 2024-07-26 | -1.14 | 35 |
| 2024-09-04 | 2024-09-10 | -1.13 | 6 |
| 2024-09-29 | 2024-10-12 | -1.10 | 13 |
| 2024-08-10 | 2024-08-11 | -0.84 | 1 |
| 2025-01-29 | 2025-02-11 | -0.81 | 13 |
| 2024-11-27 | 2024-12-05 | -0.47 | 8 |
| Metric | g_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 4.68% | 9.49% |
| Worst Day | -1.99% | -13.23% |
| Best Week | 8.09% | 15.41% |
| Worst Week | -2.73% | -18.81% |
| Best Month | 8.13% | 34.43% |
| Worst Month | -2.31% | -23.44% |
| Best Year | 15.99% | 36.7% |
| Worst Year | 3.18% | -6.0% |
| Avg. Up Day | 0.59% | 2.16% |
| Avg. Down Day | -0.42% | -1.8% |
| Avg. Up Week | 1.0% | 6.07% |
| Avg. Down Week | -0.67% | -5.07% |
| Avg. Up Month | 2.26% | 14.34% |
| Avg. Down Month | -1.76% | -14.13% |
| Win Days % | 54.29% | 52.36% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 58.97% | 50.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |