| Metric | /tmp/g_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | -7.33% | 28.15% |
| Max Drawdown | -17.07% | -26.06% |
| Sharpe | -0.49 | 0.85 |
| Sortino | -0.62 | 1.23 |
| Payoff Ratio | 0.97 | 1.26 |
| Profit Factor | 0.87 | 1.13 |
| Common Sense Ratio | 0.9 | 1.14 |
| CPC Index | 0.37 | 0.75 |
| Tail Ratio | 1.04 | 1.01 |
| Outlier Win Ratio | 20.4 | 2.37 |
| Outlier Loss Ratio | 10.03 | 2.5 |
| Volatility (ann.) | 16.36% | 51.73% |
| R^2 | 0.36 | 0.36 |
| Calmar | -0.52 | 1.37 |
| Skew | -2.73 | -0.2 |
| Kurtosis | 43.2 | 2.91 |
| Expected Daily % | -0.03% | 0.08% |
| Expected Monthly % | -0.76% | 2.51% |
| Expected Yearly % | -3.74% | 13.2% |
| Kelly Criterion | -15.05% | 14.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -4.33% |
| Expected Shortfall (cVaR) | -1.43% | -4.33% |
| Year | BTCUSD | /tmp/g_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | -6.34 | -0.17 | - |
| 2025 | -6.26 | -1.05 | 0.17 | + |
| Metric | /tmp/g_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.72% | 8.53% |
| 3M | -2.3% | -9.8% |
| 6M | 5.63% | 37.7% |
| YTD | -1.05% | -6.26% |
| 1Y | -7.33% | 28.15% |
| 3Y (ann.) | -8.93% | 35.63% |
| 5Y (ann.) | -8.93% | 35.63% |
| Metric | /tmp/g_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.07% | -26.06% |
| Longest DD Days | 290.0 | 144.0 |
| Avg. Drawdown | -4.29% | -8.25% |
| Avg. Drawdown Days | 73.0 | 30.0 |
| Recovery Factor | -0.43 | 1.08 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-03-25 | -17.07 | 290 |
| 2024-06-06 | 2024-06-07 | -0.07 | 1 |
| 2024-06-02 | 2024-06-03 | -0.02 | 1 |
| 2024-06-04 | 2024-06-05 | -0.01 | 1 |
| Metric | /tmp/g_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.53% | 9.49% |
| Worst Day | -8.65% | -13.23% |
| Best Week | 6.84% | 15.41% |
| Worst Week | -6.43% | -18.81% |
| Best Month | 9.9% | 34.43% |
| Worst Month | -8.47% | -23.44% |
| Best Year | -1.05% | 36.7% |
| Worst Year | -6.34% | -6.26% |
| Avg. Up Day | 0.57% | 2.29% |
| Avg. Down Day | -0.58% | -1.82% |
| Avg. Up Week | 1.48% | 7.29% |
| Avg. Down Week | -1.6% | -3.92% |
| Avg. Up Month | 4.31% | 17.32% |
| Avg. Down Month | -3.93% | -12.25% |
| Win Days % | 43.32% | 52.19% |
| Win Month % | 30.0% | 60.0% |
| Win Week % | 43.59% | 50.0% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |