| Metric | /tmp/btc1.175_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 77.0% | 100.0% |
| Cumulative Return | 44.65% | 31.7% |
| Max Drawdown | -8.12% | -26.06% |
| Sharpe | 1.97 | 0.88 |
| Sortino | 3.85 | 1.29 |
| Payoff Ratio | 1.5 | 1.13 |
| Profit Factor | 1.61 | 1.14 |
| Common Sense Ratio | 2.66 | 1.19 |
| CPC Index | 1.19 | 0.67 |
| Tail Ratio | 1.65 | 1.05 |
| Outlier Win Ratio | 10.64 | 2.95 |
| Outlier Loss Ratio | 9.14 | 2.62 |
| Volatility (ann.) | 23.06% | 51.1% |
| R^2 | 0.3 | 0.3 |
| Calmar | 6.62 | 1.45 |
| Skew | 2.24 | -0.18 |
| Kurtosis | 15.62 | 2.98 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.41% | 2.53% |
| Expected Yearly % | 20.27% | 14.76% |
| Kelly Criterion | 15.52% | 9.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -4.28% |
| Expected Shortfall (cVaR) | -1.86% | -4.28% |
| Year | BTCUSD | /tmp/btc1.175_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 49.50 | 1.22 | + |
| 2025 | -6.26 | -3.25 | 0.52 | + |
| Metric | /tmp/btc1.175_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.62% | 8.53% |
| 3M | -3.34% | -9.8% |
| 6M | 33.56% | 37.7% |
| YTD | -3.25% | -6.26% |
| 1Y | 44.65% | 31.7% |
| 3Y (ann.) | 53.8% | 37.86% |
| 5Y (ann.) | 53.8% | 37.86% |
| Metric | /tmp/btc1.175_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.12% | -26.06% |
| Longest DD Days | 122.0 | 144.0 |
| Avg. Drawdown | -2.38% | -7.98% |
| Avg. Drawdown Days | 16.0 | 29.0 |
| Recovery Factor | 5.5 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-09-20 | -8.12 | 25 |
| 2024-11-23 | 2025-03-25 | -7.73 | 122 |
| 2024-05-22 | 2024-07-20 | -6.68 | 59 |
| 2024-07-23 | 2024-07-27 | -4.90 | 4 |
| 2024-10-22 | 2024-11-06 | -3.06 | 15 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-09-21 | 2024-09-25 | -1.40 | 4 |
| 2024-11-17 | 2024-11-19 | -0.99 | 2 |
| 2024-09-26 | 2024-09-27 | -0.84 | 1 |
| Metric | /tmp/btc1.175_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -4.5% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -4.0% | -18.81% |
| Best Month | 37.8% | 34.43% |
| Worst Month | -2.92% | -23.44% |
| Best Year | 49.5% | 40.49% |
| Worst Year | -3.25% | -6.26% |
| Avg. Up Day | 0.91% | 2.02% |
| Avg. Down Day | -0.61% | -1.8% |
| Avg. Up Week | 3.55% | 6.64% |
| Avg. Down Week | -1.0% | -4.32% |
| Avg. Up Month | 14.0% | 15.23% |
| Avg. Down Month | -2.05% | -12.51% |
| Win Days % | 49.37% | 52.08% |
| Win Month % | 36.36% | 63.64% |
| Win Week % | 42.22% | 51.06% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |