| Metric | /tmp/g_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 80.0% | 100.0% |
| Cumulative Return | 1.76% | 29.12% |
| Max Drawdown | -9.71% | -26.0% |
| Sharpe | 0.28 | 0.87 |
| Sortino | 0.44 | 1.34 |
| Payoff Ratio | 1.12 | 1.24 |
| Profit Factor | 1.06 | 1.13 |
| Common Sense Ratio | 1.09 | 1.2 |
| CPC Index | 0.54 | 0.7 |
| Tail Ratio | 1.03 | 1.06 |
| Outlier Win Ratio | 23.16 | 2.56 |
| Outlier Loss Ratio | 13.12 | 2.07 |
| Volatility (ann.) | 9.06% | 50.6% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.22 | 1.42 |
| Skew | 1.45 | 0.51 |
| Kurtosis | 13.5 | 2.47 |
| Expected Daily % | 0.01% | 0.09% |
| Expected Monthly % | 0.17% | 2.59% |
| Expected Yearly % | 0.88% | 13.63% |
| Kelly Criterion | -2.45% | 9.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -4.24% |
| Expected Shortfall (cVaR) | -0.77% | -4.24% |
| Year | BTCUSD | /tmp/g_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 2.25 | 0.06 | - |
| 2025 | -6.34 | -0.48 | 0.08 | + |
| Metric | /tmp/g_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.48% | 3.72% |
| 3M | -0.58% | -8.05% |
| 6M | 9.73% | 37.53% |
| YTD | -0.48% | -6.34% |
| 1Y | 1.76% | 29.12% |
| 3Y (ann.) | 2.17% | 36.89% |
| 5Y (ann.) | 2.17% | 36.89% |
| Metric | /tmp/g_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.71% | -26.0% |
| Longest DD Days | 158.0 | 145.0 |
| Avg. Drawdown | -2.45% | -8.01% |
| Avg. Drawdown Days | 47.0 | 25.0 |
| Recovery Factor | 0.18 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-11 | -9.71 | 158 |
| 2024-12-17 | 2025-03-25 | -2.88 | 98 |
| 2024-12-09 | 2024-12-15 | -1.08 | 6 |
| 2024-11-23 | 2024-12-06 | -0.76 | 13 |
| 2024-11-13 | 2024-11-21 | -0.26 | 8 |
| 2024-06-02 | 2024-06-03 | -0.03 | 1 |
| Metric | /tmp/g_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 3.56% | 11.89% |
| Worst Day | -1.57% | -8.6% |
| Best Week | 4.3% | 18.93% |
| Worst Week | -2.21% | -12.33% |
| Best Month | 7.58% | 37.42% |
| Worst Month | -4.85% | -17.69% |
| Best Year | 2.25% | 37.85% |
| Worst Year | -0.48% | -6.34% |
| Avg. Up Day | 0.35% | 2.09% |
| Avg. Down Day | -0.31% | -1.69% |
| Avg. Up Week | 1.03% | 6.91% |
| Avg. Down Week | -0.87% | -4.82% |
| Avg. Up Month | 2.59% | 12.97% |
| Avg. Down Month | -3.12% | -11.29% |
| Win Days % | 45.76% | 49.83% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 48.84% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |