| Metric | /tmp/btc_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 58.38% | 40.19% |
| Max Drawdown | -10.58% | -28.38% |
| Sharpe | 1.08 | 0.51 |
| Sortino | 1.86 | 0.73 |
| Payoff Ratio | 1.3 | 1.25 |
| Profit Factor | 1.36 | 1.08 |
| Common Sense Ratio | 1.88 | 1.04 |
| CPC Index | 0.88 | 0.7 |
| Tail Ratio | 1.39 | 0.96 |
| Outlier Win Ratio | 18.61 | 3.63 |
| Outlier Loss Ratio | 4.78 | 3.13 |
| Volatility (ann.) | 13.18% | 26.09% |
| R^2 | 0.29 | 0.29 |
| Calmar | 6.68 | 1.69 |
| Skew | 2.43 | 0.16 |
| Kurtosis | 28.97 | 6.36 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.27% | 3.12% |
| Expected Yearly % | 25.85% | 18.4% |
| Kelly Criterion | 11.51% | 12.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.21% |
| Expected Shortfall (cVaR) | -1.1% | -2.21% |
| Year | BTCUSD | /tmp/btc_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 66.71 | 1.35 | + |
| 2025 | -6.21 | -5.00 | 0.80 | + |
| Metric | /tmp/btc_fwd_ | BTCUSD |
|---|---|---|
| MTD | 2.72% | 3.86% |
| 3M | -5.0% | -7.61% |
| 6M | 36.74% | 38.23% |
| YTD | -5.0% | -6.21% |
| 1Y | 58.38% | 40.19% |
| 3Y (ann.) | 70.66% | 48.1% |
| 5Y (ann.) | 70.66% | 48.1% |
| Metric | /tmp/btc_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.58% | -28.38% |
| Longest DD Days | 123.0 | 144.0 |
| Avg. Drawdown | -2.16% | -4.96% |
| Avg. Drawdown Days | 10.0 | 12.0 |
| Recovery Factor | 5.52 | 1.42 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-03-26 | -10.58 | 123 |
| 2024-08-24 | 2024-09-19 | -8.32 | 26 |
| 2024-07-22 | 2024-08-20 | -6.01 | 29 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-05-21 | 2024-07-17 | -5.06 | 57 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-20 | 2024-09-24 | -1.74 | 4 |
| Metric | /tmp/btc_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.18% | -12.33% |
| Best Month | 42.69% | 37.42% |
| Worst Month | -6.58% | -17.69% |
| Best Year | 66.71% | 49.48% |
| Worst Year | -5.0% | -6.21% |
| Avg. Up Day | 0.8% | 1.0% |
| Avg. Down Day | -0.62% | -0.8% |
| Avg. Up Week | 5.37% | 7.73% |
| Avg. Down Week | -2.66% | -5.48% |
| Avg. Up Month | 13.19% | 11.95% |
| Avg. Down Month | -1.5% | -11.18% |
| Win Days % | 50.0% | 51.47% |
| Win Month % | 50.0% | 63.64% |
| Win Week % | 59.26% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |