| Metric | /tmp/g_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -8.96% | 29.45% |
| Max Drawdown | -23.99% | -28.38% |
| Sharpe | -0.21 | 0.43 |
| Sortino | -0.28 | 0.62 |
| Payoff Ratio | 0.87 | 0.93 |
| Profit Factor | 0.92 | 1.07 |
| Common Sense Ratio | 0.93 | 0.99 |
| CPC Index | 0.39 | 0.51 |
| Tail Ratio | 1.02 | 0.93 |
| Outlier Win Ratio | 35.37 | 2.96 |
| Outlier Loss Ratio | 4.56 | 2.91 |
| Volatility (ann.) | 10.88% | 26.19% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.45 | 1.31 |
| Skew | -1.11 | 0.13 |
| Kurtosis | 112.65 | 6.49 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.93% | 2.61% |
| Expected Yearly % | -4.58% | 13.77% |
| Kelly Criterion | -10.54% | -1.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.22% |
| Expected Shortfall (cVaR) | -0.94% | -2.22% |
| Year | BTCUSD | /tmp/g_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.74 | -0.18 | - |
| 2025 | -6.21 | -2.37 | 0.38 | + |
| Metric | /tmp/g_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.12% | 3.86% |
| 3M | -2.37% | -7.61% |
| 6M | 10.18% | 38.23% |
| YTD | -2.37% | -6.21% |
| 1Y | -8.96% | 29.45% |
| 3Y (ann.) | -10.86% | 37.18% |
| 5Y (ann.) | -10.86% | 37.18% |
| Metric | /tmp/g_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -23.99% | -28.38% |
| Longest DD Days | 291.0 | 144.0 |
| Avg. Drawdown | -4.27% | -4.56% |
| Avg. Drawdown Days | 49.0 | 12.0 |
| Recovery Factor | -0.37 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-26 | -23.99 | 291 |
| 2024-06-05 | 2024-06-07 | -1.16 | 1 |
| 2024-06-03 | 2024-06-04 | -0.36 | 0 |
| 2024-06-05 | 2024-06-05 | -0.05 | 0 |
| 2024-06-04 | 2024-06-05 | -0.05 | 0 |
| 2024-06-03 | 2024-06-03 | -0.03 | 0 |
| Metric | /tmp/g_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 11.51% | 18.93% |
| Worst Week | -9.14% | -12.33% |
| Best Month | 15.09% | 37.42% |
| Worst Month | -13.84% | -17.69% |
| Best Year | -2.37% | 38.02% |
| Worst Year | -6.74% | -6.21% |
| Avg. Up Day | 0.56% | 0.89% |
| Avg. Down Day | -0.65% | -0.96% |
| Avg. Up Week | 3.22% | 9.05% |
| Avg. Down Week | -4.08% | -5.7% |
| Avg. Up Month | 7.6% | 20.64% |
| Avg. Down Month | -5.27% | -6.43% |
| Win Days % | 48.46% | 51.34% |
| Win Month % | 30.0% | 60.0% |
| Win Week % | 45.0% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |