| Metric | /tmp/btc1.9_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 46.25% | 31.7% |
| Max Drawdown | -8.12% | -26.06% |
| Sharpe | 1.96 | 0.88 |
| Sortino | 3.91 | 1.29 |
| Payoff Ratio | 1.44 | 1.34 |
| Profit Factor | 1.68 | 1.14 |
| Common Sense Ratio | 3.0 | 1.19 |
| CPC Index | 1.21 | 0.79 |
| Tail Ratio | 1.79 | 1.05 |
| Outlier Win Ratio | 14.3 | 2.95 |
| Outlier Loss Ratio | 5.23 | 2.62 |
| Volatility (ann.) | 24.04% | 51.1% |
| R^2 | 0.27 | 0.27 |
| Calmar | 6.87 | 1.45 |
| Skew | 2.59 | -0.18 |
| Kurtosis | 18.4 | 2.98 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.52% | 2.53% |
| Expected Yearly % | 20.93% | 14.76% |
| Kelly Criterion | 15.85% | 16.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.94% | -4.28% |
| Expected Shortfall (cVaR) | -1.94% | -4.28% |
| Year | BTCUSD | /tmp/btc1.9_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 52.02 | 1.28 | + |
| 2025 | -6.26 | -3.80 | 0.61 | + |
| Metric | /tmp/btc1.9_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.76% | 8.53% |
| 3M | -3.8% | -9.8% |
| 6M | 38.91% | 37.7% |
| YTD | -3.8% | -6.26% |
| 1Y | 46.25% | 31.7% |
| 3Y (ann.) | 55.78% | 37.86% |
| 5Y (ann.) | 55.78% | 37.86% |
| Metric | /tmp/btc1.9_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.12% | -26.06% |
| Longest DD Days | 61.0 | 144.0 |
| Avg. Drawdown | -2.52% | -7.98% |
| Avg. Drawdown Days | 15.0 | 29.0 |
| Recovery Factor | 5.69 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2024-09-20 | -8.12 | 26 |
| 2025-01-23 | 2025-03-25 | -7.00 | 61 |
| 2024-05-22 | 2024-07-20 | -5.97 | 59 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2024-11-23 | 2025-01-22 | -3.97 | 60 |
| 2024-10-22 | 2024-11-06 | -2.97 | 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 | -1.01 | 2 |
| Metric | /tmp/btc1.9_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -5.06% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -4.93% | -18.81% |
| Best Month | 42.83% | 34.43% |
| Worst Month | -3.81% | -23.44% |
| Best Year | 52.02% | 40.49% |
| Worst Year | -3.8% | -6.26% |
| Avg. Up Day | 1.61% | 2.12% |
| Avg. Down Day | -1.12% | -1.58% |
| Avg. Up Week | 4.79% | 7.67% |
| Avg. Down Week | -1.6% | -4.76% |
| Avg. Up Month | 14.85% | 15.23% |
| Avg. Down Month | -2.53% | -15.08% |
| Win Days % | 50.39% | 52.08% |
| Win Month % | 40.0% | 63.64% |
| Win Week % | 50.0% | 51.06% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |