| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -4.11% | 29.45% |
| Max Drawdown | -17.44% | -28.38% |
| Sharpe | -0.14 | 0.43 |
| Sortino | -0.19 | 0.62 |
| Payoff Ratio | 0.87 | 1.02 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | 1.44 | 0.99 |
| CPC Index | 0.41 | 0.56 |
| Tail Ratio | 1.52 | 0.93 |
| Outlier Win Ratio | 43.26 | 2.6 |
| Outlier Loss Ratio | 5.54 | 2.77 |
| Volatility (ann.) | 7.21% | 26.19% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.29 | 1.31 |
| Skew | -2.37 | 0.13 |
| Kurtosis | 81.38 | 6.49 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.42% | 2.61% |
| Expected Yearly % | -2.08% | 13.77% |
| Kelly Criterion | -7.19% | 3.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.22% |
| Expected Shortfall (cVaR) | -0.62% | -2.22% |
| Year | BTCUSD | /tmp/h_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.16 | -0.14 | - |
| 2025 | -6.21 | 1.11 | -0.18 | + |
| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.56% | 3.86% |
| 3M | 1.11% | -7.61% |
| 6M | 3.08% | 38.23% |
| YTD | 1.11% | -6.21% |
| 1Y | -4.11% | 29.45% |
| 3Y (ann.) | -5.01% | 37.18% |
| 5Y (ann.) | -5.01% | 37.18% |
| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.44% | -28.38% |
| Longest DD Days | 291.0 | 144.0 |
| Avg. Drawdown | -3.14% | -4.56% |
| Avg. Drawdown Days | 49.0 | 12.0 |
| Recovery Factor | -0.24 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-26 | -17.44 | 291 |
| 2024-06-05 | 2024-06-07 | -0.82 | 1 |
| 2024-06-03 | 2024-06-04 | -0.46 | 0 |
| 2024-06-05 | 2024-06-05 | -0.04 | 0 |
| 2024-06-04 | 2024-06-05 | -0.04 | 0 |
| 2024-06-02 | 2024-06-03 | -0.03 | 0 |
| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 3.99% | 9.33% |
| Worst Day | -5.98% | -9.32% |
| Best Week | 2.74% | 18.93% |
| Worst Week | -3.79% | -12.33% |
| Best Month | 1.62% | 37.42% |
| Worst Month | -6.62% | -17.69% |
| Best Year | 1.11% | 38.02% |
| Worst Year | -5.16% | -6.21% |
| Avg. Up Day | 0.43% | 0.98% |
| Avg. Down Day | -0.49% | -0.96% |
| Avg. Up Week | 0.98% | 7.73% |
| Avg. Down Week | -1.65% | -5.85% |
| Avg. Up Month | 1.25% | 16.21% |
| Avg. Down Month | -3.99% | -8.04% |
| Win Days % | 50.0% | 51.34% |
| Win Month % | 55.56% | 60.0% |
| Win Week % | 42.11% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |