| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 66.0% | 100.0% |
| Cumulative Return | 18.86% | 29.45% |
| Max Drawdown | -11.96% | -28.38% |
| Sharpe | 0.57 | 0.43 |
| Sortino | 0.86 | 0.62 |
| Payoff Ratio | 1.09 | 1.02 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.31 | 0.99 |
| CPC Index | 0.62 | 0.56 |
| Tail Ratio | 1.16 | 0.93 |
| Outlier Win Ratio | 15.07 | 3.22 |
| Outlier Loss Ratio | 7.62 | 3.03 |
| Volatility (ann.) | 10.14% | 26.19% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.97 | 1.31 |
| Skew | 0.44 | 0.13 |
| Kurtosis | 12.76 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.74% | 2.61% |
| Expected Yearly % | 9.02% | 13.77% |
| Kelly Criterion | 4.66% | 3.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.22% |
| Expected Shortfall (cVaR) | -0.86% | -2.22% |
| Year | BTCUSD | /tmp/h_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 13.08 | 0.34 | - |
| 2025 | -6.21 | 5.11 | -0.82 | + |
| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.5% | 3.86% |
| 3M | 5.04% | -7.61% |
| 6M | 17.07% | 38.23% |
| YTD | 5.11% | -6.21% |
| 1Y | 18.86% | 29.45% |
| 3Y (ann.) | 23.56% | 37.18% |
| 5Y (ann.) | 23.56% | 37.18% |
| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.96% | -28.38% |
| Longest DD Days | 123.0 | 144.0 |
| Avg. Drawdown | -1.6% | -4.56% |
| Avg. Drawdown Days | 8.0 | 12.0 |
| Recovery Factor | 1.58 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-07 | -11.96 | 123 |
| 2025-03-06 | 2025-03-26 | -6.35 | 19 |
| 2024-12-05 | 2024-12-15 | -6.31 | 10 |
| 2024-10-07 | 2024-10-14 | -5.22 | 6 |
| 2024-12-24 | 2025-01-03 | -4.07 | 9 |
| 2024-12-16 | 2024-12-24 | -4.03 | 7 |
| 2025-02-04 | 2025-03-02 | -3.97 | 26 |
| 2025-01-07 | 2025-02-03 | -3.53 | 27 |
| 2025-03-03 | 2025-03-04 | -0.79 | 1 |
| 2024-12-04 | 2024-12-04 | -0.74 | 0 |
| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 3.82% | 9.33% |
| Worst Day | -3.42% | -9.32% |
| Best Week | 9.52% | 18.93% |
| Worst Week | -4.43% | -12.33% |
| Best Month | 4.72% | 37.42% |
| Worst Month | -7.1% | -17.69% |
| Best Year | 13.08% | 38.02% |
| Worst Year | 5.11% | -6.21% |
| Avg. Up Day | 0.4% | 0.95% |
| Avg. Down Day | -0.37% | -0.94% |
| Avg. Up Week | 2.51% | 6.73% |
| Avg. Down Week | -1.79% | -4.58% |
| Avg. Up Month | 2.95% | 12.05% |
| Avg. Down Month | -7.1% | -7.35% |
| Win Days % | 50.39% | 51.34% |
| Win Month % | 90.0% | 60.0% |
| Win Week % | 52.63% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |