| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | -4.41% | 28.15% |
| Max Drawdown | -12.5% | -26.06% |
| Sharpe | -0.48 | 0.85 |
| Sortino | -0.7 | 1.23 |
| Payoff Ratio | 0.86 | 1.1 |
| Profit Factor | 0.9 | 1.13 |
| Common Sense Ratio | 0.72 | 1.14 |
| CPC Index | 0.38 | 0.65 |
| Tail Ratio | 0.81 | 1.01 |
| Outlier Win Ratio | 25.14 | 2.23 |
| Outlier Loss Ratio | 10.67 | 2.25 |
| Volatility (ann.) | 10.42% | 51.73% |
| R^2 | 0.34 | 0.34 |
| Calmar | -0.43 | 1.37 |
| Skew | 1.93 | -0.2 |
| Kurtosis | 29.22 | 2.91 |
| Expected Daily % | -0.02% | 0.08% |
| Expected Monthly % | -0.45% | 2.51% |
| Expected Yearly % | -2.23% | 13.2% |
| Kelly Criterion | -10.91% | 8.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -4.33% |
| Expected Shortfall (cVaR) | -0.91% | -4.33% |
| Year | BTCUSD | /tmp/h_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 2.06 | 0.06 | - |
| 2025 | -6.26 | -6.33 | 1.01 | - |
| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.24% | 8.53% |
| 3M | -7.21% | -9.8% |
| 6M | -2.33% | 37.7% |
| YTD | -6.33% | -6.26% |
| 1Y | -4.41% | 28.15% |
| 3Y (ann.) | -5.39% | 35.63% |
| 5Y (ann.) | -5.39% | 35.63% |
| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.5% | -26.06% |
| Longest DD Days | 134.0 | 144.0 |
| Avg. Drawdown | -2.92% | -8.25% |
| Avg. Drawdown Days | 39.0 | 30.0 |
| Recovery Factor | -0.35 | 1.08 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-03-25 | -12.50 | 109 |
| 2024-06-02 | 2024-10-14 | -5.97 | 134 |
| 2024-10-22 | 2024-11-10 | -0.77 | 19 |
| 2024-11-13 | 2024-11-16 | -0.70 | 3 |
| 2024-10-19 | 2024-10-21 | -0.25 | 2 |
| 2024-11-30 | 2024-12-05 | -0.16 | 5 |
| 2024-11-17 | 2024-11-19 | -0.09 | 2 |
| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.09% | 9.49% |
| Worst Day | -2.59% | -13.23% |
| Best Week | 6.06% | 15.41% |
| Worst Week | -4.53% | -18.81% |
| Best Month | 6.73% | 34.43% |
| Worst Month | -7.43% | -23.44% |
| Best Year | 2.06% | 36.7% |
| Worst Year | -6.33% | -6.26% |
| Avg. Up Day | 0.4% | 2.2% |
| Avg. Down Day | -0.46% | -1.99% |
| Avg. Up Week | 1.59% | 7.74% |
| Avg. Down Week | -1.16% | -4.49% |
| Avg. Up Month | 2.69% | 14.29% |
| Avg. Down Month | -4.92% | -12.25% |
| Win Days % | 48.68% | 52.19% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 36.59% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |