| Metric | /tmp/btc.o_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | -6.25% | 40.19% |
| Max Drawdown | -42.19% | -28.38% |
| Sharpe | 0.07 | 0.51 |
| Sortino | 0.08 | 0.73 |
| Payoff Ratio | 1.36 | 1.1 |
| Profit Factor | 1.04 | 1.08 |
| Common Sense Ratio | 1.29 | 1.04 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | 1.25 | 0.96 |
| Outlier Win Ratio | 12.62 | 3.22 |
| Outlier Loss Ratio | 9.17 | 2.73 |
| Volatility (ann.) | 23.32% | 26.09% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.17 | 1.69 |
| Skew | -25.65 | 0.16 |
| Kurtosis | 831.41 | 6.36 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.59% | 3.12% |
| Expected Yearly % | -3.18% | 18.4% |
| Kelly Criterion | 11.83% | 7.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.0% | -2.21% |
| Expected Shortfall (cVaR) | -2.0% | -2.21% |
| Year | BTCUSD | /tmp/btc.o_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 58.61 | 1.18 | + |
| 2025 | -6.21 | -40.89 | 6.58 | - |
| Metric | /tmp/btc.o_fwd_ | BTCUSD |
|---|---|---|
| MTD | -38.53% | 3.86% |
| 3M | -40.88% | -7.61% |
| 6M | -18.02% | 38.23% |
| YTD | -40.89% | -6.21% |
| 1Y | -6.25% | 40.19% |
| 3Y (ann.) | -7.23% | 48.1% |
| 5Y (ann.) | -7.23% | 48.1% |
| Metric | /tmp/btc.o_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -42.19% | -28.38% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -1.88% | -4.96% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | -0.15 | 1.42 |
| Ulcer Index | 1.02 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-26 | -42.19 | 99 |
| 2024-05-21 | 2024-07-15 | -6.53 | 55 |
| 2024-11-13 | 2024-11-19 | -4.07 | 5 |
| 2024-07-22 | 2024-08-08 | -3.62 | 17 |
| 2024-08-09 | 2024-09-19 | -3.57 | 41 |
| 2024-10-21 | 2024-11-06 | -2.80 | 16 |
| 2024-11-22 | 2024-12-11 | -1.96 | 19 |
| 2024-07-17 | 2024-07-19 | -1.78 | 2 |
| 2024-11-12 | 2024-11-13 | -1.29 | 1 |
| 2024-05-16 | 2024-05-17 | -1.11 | 1 |
| Metric | /tmp/btc.o_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.29% | 9.33% |
| Worst Day | -39.01% | -9.32% |
| Best Week | 16.51% | 18.93% |
| Worst Week | -38.02% | -12.33% |
| Best Month | 34.4% | 37.42% |
| Worst Month | -38.53% | -17.69% |
| Best Year | 58.61% | 49.48% |
| Worst Year | -40.89% | -6.21% |
| Avg. Up Day | 0.27% | 0.98% |
| Avg. Down Day | -0.2% | -0.89% |
| Avg. Up Week | 3.17% | 6.39% |
| Avg. Down Week | -0.99% | -4.63% |
| Avg. Up Month | 10.03% | 13.36% |
| Avg. Down Month | -1.25% | -12.4% |
| Win Days % | 49.16% | 51.47% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 44.68% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |