| Metric | /tmp/g_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | 5.88% | 29.24% |
| Max Drawdown | -8.69% | -26.0% |
| Sharpe | 0.75 | 0.87 |
| Sortino | 1.27 | 1.35 |
| Payoff Ratio | 1.19 | 1.23 |
| Profit Factor | 1.17 | 1.14 |
| Common Sense Ratio | 1.66 | 1.2 |
| CPC Index | 0.66 | 0.7 |
| Tail Ratio | 1.42 | 1.06 |
| Outlier Win Ratio | 19.54 | 2.58 |
| Outlier Loss Ratio | 14.43 | 2.03 |
| Volatility (ann.) | 10.01% | 50.69% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.84 | 1.43 |
| Skew | 2.23 | 0.51 |
| Kurtosis | 22.65 | 2.45 |
| Expected Daily % | 0.02% | 0.09% |
| Expected Monthly % | 0.57% | 2.6% |
| Expected Yearly % | 2.9% | 13.69% |
| Kelly Criterion | 3.01% | 9.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -4.24% |
| Expected Shortfall (cVaR) | -0.84% | -4.24% |
| Year | BTCUSD | /tmp/g_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 7.02 | 0.19 | - |
| 2025 | -6.25 | -1.07 | 0.17 | + |
| Metric | /tmp/g_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.58% | 3.83% |
| 3M | -1.33% | -9.98% |
| 6M | 13.57% | 38.13% |
| YTD | -1.07% | -6.25% |
| 1Y | 5.88% | 29.24% |
| 3Y (ann.) | 7.29% | 37.21% |
| 5Y (ann.) | 7.29% | 37.21% |
| Metric | /tmp/g_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.69% | -26.0% |
| Longest DD Days | 157.0 | 145.0 |
| Avg. Drawdown | -2.09% | -8.01% |
| Avg. Drawdown Days | 40.0 | 24.0 |
| Recovery Factor | 0.68 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-10 | -8.69 | 157 |
| 2024-12-17 | 2025-03-24 | -2.60 | 97 |
| 2024-12-09 | 2024-12-15 | -1.64 | 6 |
| 2024-11-23 | 2024-12-04 | -0.81 | 11 |
| 2024-12-05 | 2024-12-06 | -0.62 | 1 |
| 2024-11-13 | 2024-11-21 | -0.29 | 8 |
| 2024-06-02 | 2024-06-03 | -0.01 | 1 |
| Metric | /tmp/g_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 4.47% | 11.89% |
| Worst Day | -2.51% | -8.6% |
| Best Week | 5.35% | 18.93% |
| Worst Week | -2.97% | -12.33% |
| Best Month | 10.18% | 37.42% |
| Worst Month | -4.48% | -17.69% |
| Best Year | 7.02% | 37.85% |
| Worst Year | -1.07% | -6.25% |
| Avg. Up Day | 0.33% | 2.16% |
| Avg. Down Day | -0.28% | -1.75% |
| Avg. Up Week | 1.01% | 6.59% |
| Avg. Down Week | -0.82% | -5.0% |
| Avg. Up Month | 3.86% | 13.81% |
| Avg. Down Month | -3.02% | -11.29% |
| Win Days % | 47.39% | 50.0% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 54.55% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |