| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 47.58% | 28.15% |
| Max Drawdown | -12.1% | -26.06% |
| Sharpe | 2.21 | 0.85 |
| Sortino | 4.0 | 1.23 |
| Payoff Ratio | 1.34 | 1.19 |
| Profit Factor | 1.66 | 1.13 |
| Common Sense Ratio | 2.92 | 1.14 |
| CPC Index | 1.15 | 0.7 |
| Tail Ratio | 1.76 | 1.01 |
| Outlier Win Ratio | 12.36 | 3.02 |
| Outlier Loss Ratio | 6.48 | 2.6 |
| Volatility (ann.) | 22.78% | 51.73% |
| R^2 | 0.35 | 0.35 |
| Calmar | 5.07 | 1.37 |
| Skew | 1.25 | -0.2 |
| Kurtosis | 8.03 | 2.91 |
| Expected Daily % | 0.13% | 0.08% |
| Expected Monthly % | 3.97% | 2.51% |
| Expected Yearly % | 21.48% | 13.2% |
| Kelly Criterion | 15.86% | 11.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.33% |
| Expected Shortfall (cVaR) | -1.82% | -4.33% |
| Year | BTCUSD | /tmp/h_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 26.81 | 0.73 | - |
| 2025 | -6.26 | 16.38 | -2.62 | + |
| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 10.62% | 8.53% |
| 3M | 15.46% | -9.8% |
| 6M | 35.01% | 37.7% |
| YTD | 16.38% | -6.26% |
| 1Y | 47.58% | 28.15% |
| 3Y (ann.) | 61.34% | 35.63% |
| 5Y (ann.) | 61.34% | 35.63% |
| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.1% | -26.06% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -2.59% | -8.25% |
| Avg. Drawdown Days | 14.0 | 30.0 |
| Recovery Factor | 3.93 | 1.08 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-09 | -12.10 | 64 |
| 2025-01-29 | 2025-03-01 | -6.14 | 31 |
| 2024-12-06 | 2024-12-16 | -4.93 | 10 |
| 2024-12-22 | 2025-01-03 | -3.72 | 12 |
| 2024-08-12 | 2024-09-10 | -3.19 | 29 |
| 2025-03-04 | 2025-03-15 | -2.83 | 11 |
| 2024-10-08 | 2024-10-12 | -2.65 | 4 |
| 2024-09-11 | 2024-09-12 | -1.14 | 1 |
| 2024-08-10 | 2024-08-11 | -0.94 | 1 |
| 2025-03-16 | 2025-03-25 | -0.42 | 9 |
| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.52% | 9.49% |
| Worst Day | -5.12% | -13.23% |
| Best Week | 9.55% | 15.41% |
| Worst Week | -4.45% | -18.81% |
| Best Month | 10.62% | 34.43% |
| Worst Month | -10.21% | -23.44% |
| Best Year | 26.81% | 36.7% |
| Worst Year | 16.38% | -6.26% |
| Avg. Up Day | 1.25% | 2.2% |
| Avg. Down Day | -0.93% | -1.85% |
| Avg. Up Week | 2.2% | 5.83% |
| Avg. Down Week | -1.98% | -5.43% |
| Avg. Up Month | 6.57% | 14.29% |
| Avg. Down Month | -6.78% | -16.85% |
| Win Days % | 51.76% | 52.19% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 71.43% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |