| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | -4.71% | 28.15% |
| Max Drawdown | -15.78% | -26.06% |
| Sharpe | -0.37 | 0.85 |
| Sortino | -0.45 | 1.23 |
| Payoff Ratio | 0.8 | 1.22 |
| Profit Factor | 0.86 | 1.13 |
| Common Sense Ratio | 0.87 | 1.14 |
| CPC Index | 0.32 | 0.72 |
| Tail Ratio | 1.02 | 1.01 |
| Outlier Win Ratio | 45.43 | 2.23 |
| Outlier Loss Ratio | 6.27 | 2.32 |
| Volatility (ann.) | 13.37% | 51.73% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.36 | 1.37 |
| Skew | -5.32 | -0.2 |
| Kurtosis | 84.37 | 2.91 |
| Expected Daily % | -0.02% | 0.08% |
| Expected Monthly % | -0.48% | 2.51% |
| Expected Yearly % | -2.38% | 13.2% |
| Kelly Criterion | -21.32% | 12.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -4.33% |
| Expected Shortfall (cVaR) | -1.17% | -4.33% |
| Year | BTCUSD | /tmp/h_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | -5.16 | -0.14 | - |
| 2025 | -6.26 | 0.47 | -0.08 | + |
| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.07% | 8.53% |
| 3M | 0.47% | -9.8% |
| 6M | 2.43% | 37.7% |
| YTD | 0.47% | -6.26% |
| 1Y | -4.71% | 28.15% |
| 3Y (ann.) | -5.76% | 35.63% |
| 5Y (ann.) | -5.76% | 35.63% |
| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -15.78% | -26.06% |
| Longest DD Days | 290.0 | 144.0 |
| Avg. Drawdown | -5.36% | -8.25% |
| Avg. Drawdown Days | 97.0 | 30.0 |
| Recovery Factor | -0.3 | 1.08 |
| Ulcer Index | 1.06 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-03-25 | -15.78 | 290 |
| 2024-06-04 | 2024-06-05 | -0.22 | 1 |
| 2024-06-06 | 2024-06-07 | -0.09 | 1 |
| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 4.6% | 9.49% |
| Worst Day | -8.62% | -13.23% |
| Best Week | 2.25% | 15.41% |
| Worst Week | -5.81% | -18.81% |
| Best Month | 2.05% | 34.43% |
| Worst Month | -6.9% | -23.44% |
| Best Year | 0.47% | 36.7% |
| Worst Year | -5.16% | -6.26% |
| Avg. Up Day | 0.75% | 2.2% |
| Avg. Down Day | -0.93% | -1.81% |
| Avg. Up Week | 0.9% | 7.38% |
| Avg. Down Week | -1.8% | -4.01% |
| Avg. Up Month | 1.67% | 21.7% |
| Avg. Down Month | -4.13% | -10.38% |
| Win Days % | 46.05% | 52.19% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 57.89% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |