| Metric | /tmp/btc_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 48.78% | 31.7% |
| Max Drawdown | -8.62% | -26.06% |
| Sharpe | 2.02 | 0.88 |
| Sortino | 3.95 | 1.29 |
| Payoff Ratio | 1.42 | 1.37 |
| Profit Factor | 1.71 | 1.14 |
| Common Sense Ratio | 3.29 | 1.19 |
| CPC Index | 1.26 | 0.81 |
| Tail Ratio | 1.92 | 1.05 |
| Outlier Win Ratio | 14.33 | 2.95 |
| Outlier Loss Ratio | 4.9 | 2.66 |
| Volatility (ann.) | 24.29% | 51.1% |
| R^2 | 0.27 | 0.27 |
| Calmar | 6.84 | 1.45 |
| Skew | 2.41 | -0.18 |
| Kurtosis | 17.31 | 2.98 |
| Expected Daily % | 0.13% | 0.09% |
| Expected Monthly % | 3.68% | 2.53% |
| Expected Yearly % | 21.98% | 14.76% |
| Kelly Criterion | 18.32% | 17.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.96% | -4.28% |
| Expected Shortfall (cVaR) | -1.96% | -4.28% |
| Year | BTCUSD | /tmp/btc_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 58.19 | 1.44 | + |
| 2025 | -6.26 | -5.95 | 0.95 | + |
| Metric | /tmp/btc_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.69% | 8.53% |
| 3M | -5.95% | -9.8% |
| 6M | 36.21% | 37.7% |
| YTD | -5.95% | -6.26% |
| 1Y | 48.78% | 31.7% |
| 3Y (ann.) | 58.93% | 37.86% |
| 5Y (ann.) | 58.93% | 37.86% |
| Metric | /tmp/btc_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.62% | -26.06% |
| Longest DD Days | 122.0 | 144.0 |
| Avg. Drawdown | -2.4% | -7.98% |
| Avg. Drawdown Days | 15.0 | 29.0 |
| Recovery Factor | 5.66 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-25 | -8.62 | 122 |
| 2024-08-25 | 2024-09-20 | -7.66 | 26 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2024-05-22 | 2024-07-17 | -4.86 | 56 |
| 2024-10-22 | 2024-11-06 | -2.97 | 15 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-07-18 | 2024-07-20 | -2.29 | 2 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-09-21 | 2024-09-25 | -1.40 | 4 |
| 2024-11-17 | 2024-11-19 | -1.01 | 2 |
| Metric | /tmp/btc_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -4.72% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -7.25% | -18.81% |
| Best Month | 42.69% | 34.43% |
| Worst Month | -6.58% | -23.44% |
| Best Year | 58.19% | 40.49% |
| Worst Year | -5.95% | -6.26% |
| Avg. Up Day | 1.69% | 2.18% |
| Avg. Down Day | -1.18% | -1.59% |
| Avg. Up Week | 4.84% | 7.67% |
| Avg. Down Week | -1.71% | -4.55% |
| Avg. Up Month | 15.21% | 15.23% |
| Avg. Down Month | -1.35% | -15.08% |
| Win Days % | 52.03% | 52.08% |
| Win Month % | 40.0% | 63.64% |
| Win Week % | 53.57% | 51.06% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |