| Metric | /tmp/btc50_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 66.0% | 100.0% |
| Cumulative Return | 45.76% | 31.7% |
| Max Drawdown | -9.31% | -26.06% |
| Sharpe | 1.97 | 0.88 |
| Sortino | 3.78 | 1.29 |
| Payoff Ratio | 1.5 | 1.18 |
| Profit Factor | 1.58 | 1.14 |
| Common Sense Ratio | 2.9 | 1.19 |
| CPC Index | 1.14 | 0.7 |
| Tail Ratio | 1.84 | 1.05 |
| Outlier Win Ratio | 10.84 | 2.95 |
| Outlier Loss Ratio | 7.6 | 2.64 |
| Volatility (ann.) | 23.61% | 51.1% |
| R^2 | 0.32 | 0.32 |
| Calmar | 5.93 | 1.45 |
| Skew | 2.03 | -0.18 |
| Kurtosis | 14.06 | 2.98 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.49% | 2.53% |
| Expected Yearly % | 20.73% | 14.76% |
| Kelly Criterion | 13.48% | 11.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.28% |
| Expected Shortfall (cVaR) | -1.9% | -4.28% |
| Year | BTCUSD | /tmp/btc50_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 52.71 | 1.30 | + |
| 2025 | -6.26 | -4.55 | 0.73 | + |
| Metric | /tmp/btc50_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.81% | 8.53% |
| 3M | -4.55% | -9.8% |
| 6M | 31.88% | 37.7% |
| YTD | -4.55% | -6.26% |
| 1Y | 45.76% | 31.7% |
| 3Y (ann.) | 55.18% | 37.86% |
| 5Y (ann.) | 55.18% | 37.86% |
| Metric | /tmp/btc50_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.31% | -26.06% |
| Longest DD Days | 97.0 | 144.0 |
| Avg. Drawdown | -2.36% | -7.98% |
| Avg. Drawdown Days | 15.0 | 29.0 |
| Recovery Factor | 4.92 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-25 | -9.31 | 97 |
| 2024-08-26 | 2024-09-25 | -8.45 | 30 |
| 2024-05-22 | 2024-07-20 | -7.33 | 59 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2024-10-22 | 2024-11-06 | -2.88 | 15 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-11-17 | 2024-11-19 | -1.01 | 2 |
| 2024-08-21 | 2024-08-22 | -0.96 | 1 |
| 2024-09-26 | 2024-09-27 | -0.88 | 1 |
| Metric | /tmp/btc50_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -4.72% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -4.37% | -18.81% |
| Best Month | 37.05% | 34.43% |
| Worst Month | -3.68% | -23.44% |
| Best Year | 52.71% | 40.49% |
| Worst Year | -4.55% | -6.26% |
| Avg. Up Day | 1.14% | 2.05% |
| Avg. Down Day | -0.76% | -1.73% |
| Avg. Up Week | 4.39% | 7.25% |
| Avg. Down Week | -1.21% | -4.47% |
| Avg. Up Month | 11.32% | 12.98% |
| Avg. Down Month | -2.05% | -12.51% |
| Win Days % | 48.06% | 52.08% |
| Win Month % | 45.45% | 63.64% |
| Win Week % | 38.46% | 51.06% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |