| Metric | /tmp/btc1.9_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 55.68% | 40.19% |
| Max Drawdown | -9.54% | -28.38% |
| Sharpe | 1.05 | 0.51 |
| Sortino | 1.85 | 0.73 |
| Payoff Ratio | 1.33 | 1.25 |
| Profit Factor | 1.35 | 1.08 |
| Common Sense Ratio | 1.72 | 1.04 |
| CPC Index | 0.88 | 0.7 |
| Tail Ratio | 1.28 | 0.96 |
| Outlier Win Ratio | 18.59 | 3.63 |
| Outlier Loss Ratio | 4.98 | 3.08 |
| Volatility (ann.) | 12.99% | 26.09% |
| R^2 | 0.29 | 0.29 |
| Calmar | 7.05 | 1.69 |
| Skew | 2.64 | 0.16 |
| Kurtosis | 30.32 | 6.36 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.11% | 3.12% |
| Expected Yearly % | 24.77% | 18.4% |
| Kelly Criterion | 10.71% | 12.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.21% |
| Expected Shortfall (cVaR) | -1.08% | -2.21% |
| Year | BTCUSD | /tmp/btc1.9_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 60.20 | 1.22 | + |
| 2025 | -6.21 | -2.82 | 0.45 | + |
| Metric | /tmp/btc1.9_fwd_ | BTCUSD |
|---|---|---|
| MTD | 1.78% | 3.86% |
| 3M | -2.82% | -7.61% |
| 6M | 39.44% | 38.23% |
| YTD | -2.82% | -6.21% |
| 1Y | 55.68% | 40.19% |
| 3Y (ann.) | 67.29% | 48.1% |
| 5Y (ann.) | 67.29% | 48.1% |
| Metric | /tmp/btc1.9_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.54% | -28.38% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -2.34% | -4.96% |
| Avg. Drawdown Days | 10.0 | 12.0 |
| Recovery Factor | 5.84 | 1.42 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-26 | -9.54 | 64 |
| 2024-08-24 | 2024-09-19 | -8.65 | 26 |
| 2024-05-21 | 2024-07-19 | -6.22 | 59 |
| 2024-07-22 | 2024-08-20 | -6.01 | 29 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-11-22 | 2025-01-20 | -5.38 | 58 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 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/btc1.9_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -5.66% | -12.33% |
| Best Month | 42.83% | 37.42% |
| Worst Month | -4.27% | -17.69% |
| Best Year | 60.2% | 49.48% |
| Worst Year | -2.82% | -6.21% |
| Avg. Up Day | 0.78% | 0.99% |
| Avg. Down Day | -0.59% | -0.79% |
| Avg. Up Week | 5.25% | 7.73% |
| Avg. Down Week | -2.22% | -5.23% |
| Avg. Up Month | 12.83% | 11.95% |
| Avg. Down Month | -2.68% | -11.18% |
| Win Days % | 48.95% | 51.47% |
| Win Month % | 50.0% | 63.64% |
| Win Week % | 55.56% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |