| Metric | /tmp/g_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -9.35% | 28.15% |
| Max Drawdown | -22.29% | -26.06% |
| Sharpe | -0.43 | 0.85 |
| Sortino | -0.55 | 1.23 |
| Payoff Ratio | 0.83 | 1.14 |
| Profit Factor | 0.84 | 1.13 |
| Common Sense Ratio | 0.66 | 1.14 |
| CPC Index | 0.32 | 0.68 |
| Tail Ratio | 0.79 | 1.01 |
| Outlier Win Ratio | 30.85 | 2.43 |
| Outlier Loss Ratio | 4.62 | 2.6 |
| Volatility (ann.) | 22.12% | 51.73% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.51 | 1.37 |
| Skew | -3.36 | -0.2 |
| Kurtosis | 70.55 | 2.91 |
| Expected Daily % | -0.03% | 0.08% |
| Expected Monthly % | -0.98% | 2.51% |
| Expected Yearly % | -4.79% | 13.2% |
| Kelly Criterion | -17.92% | 10.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.93% | -4.33% |
| Expected Shortfall (cVaR) | -1.93% | -4.33% |
| Year | BTCUSD | /tmp/g_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | -6.74 | -0.18 | - |
| 2025 | -6.26 | -2.80 | 0.45 | + |
| Metric | /tmp/g_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.32% | 8.53% |
| 3M | -2.8% | -9.8% |
| 6M | 9.7% | 37.7% |
| YTD | -2.8% | -6.26% |
| 1Y | -9.35% | 28.15% |
| 3Y (ann.) | -11.37% | 35.63% |
| 5Y (ann.) | -11.37% | 35.63% |
| Metric | /tmp/g_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -22.29% | -26.06% |
| Longest DD Days | 290.0 | 144.0 |
| Avg. Drawdown | -7.54% | -8.25% |
| Avg. Drawdown Days | 98.0 | 30.0 |
| Recovery Factor | -0.42 | 1.08 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-03-25 | -22.29 | 290 |
| 2024-06-06 | 2024-06-07 | -0.17 | 1 |
| 2024-06-03 | 2024-06-05 | -0.16 | 2 |
| Metric | /tmp/g_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.86% | 9.49% |
| Worst Day | -13.23% | -13.23% |
| Best Week | 10.76% | 15.41% |
| Worst Week | -12.58% | -18.81% |
| Best Month | 15.9% | 34.43% |
| Worst Month | -13.98% | -23.44% |
| Best Year | -2.8% | 36.7% |
| Worst Year | -6.74% | -6.26% |
| Avg. Up Day | 1.09% | 2.26% |
| Avg. Down Day | -1.3% | -1.97% |
| Avg. Up Week | 2.59% | 8.27% |
| Avg. Down Week | -3.59% | -3.89% |
| Avg. Up Month | 15.9% | 34.43% |
| Avg. Down Month | -5.55% | -8.53% |
| Win Days % | 46.34% | 52.19% |
| Win Month % | 20.0% | 60.0% |
| Win Week % | 45.0% | 50.0% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |