| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | -4.38% | 30.09% |
| Max Drawdown | -13.26% | -28.38% |
| Sharpe | -0.22 | 0.44 |
| Sortino | -0.29 | 0.63 |
| Payoff Ratio | 0.96 | 0.99 |
| Profit Factor | 0.95 | 1.07 |
| Common Sense Ratio | 0.89 | 0.99 |
| CPC Index | 0.43 | 0.54 |
| Tail Ratio | 0.94 | 0.93 |
| Outlier Win Ratio | 27.93 | 2.54 |
| Outlier Loss Ratio | 10.77 | 2.52 |
| Volatility (ann.) | 5.61% | 26.18% |
| R^2 | 0.32 | 0.32 |
| Calmar | -0.4 | 1.34 |
| Skew | -0.55 | 0.13 |
| Kurtosis | 27.7 | 6.5 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.45% | 2.67% |
| Expected Yearly % | -2.21% | 14.06% |
| Kelly Criterion | -6.5% | 2.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -2.22% |
| Expected Shortfall (cVaR) | -0.49% | -2.22% |
| Year | BTCUSD | /tmp/h_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.31 | 0.06 | - |
| 2025 | -5.74 | -6.54 | 1.14 | - |
| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.11% | 4.38% |
| 3M | -7.0% | -10.75% |
| 6M | -2.37% | 38.92% |
| YTD | -6.54% | -5.74% |
| 1Y | -4.38% | 30.09% |
| 3Y (ann.) | -5.33% | 38.02% |
| 5Y (ann.) | -5.33% | 38.02% |
| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.26% | -28.38% |
| Longest DD Days | 133.0 | 144.0 |
| Avg. Drawdown | -1.96% | -4.56% |
| Avg. Drawdown Days | 21.0 | 12.0 |
| Recovery Factor | -0.33 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-26 | -13.26 | 98 |
| 2024-06-02 | 2024-10-14 | -6.51 | 133 |
| 2024-12-05 | 2024-12-16 | -2.03 | 11 |
| 2024-11-12 | 2024-11-19 | -1.07 | 7 |
| 2024-10-21 | 2024-11-10 | -0.98 | 20 |
| 2024-12-16 | 2024-12-17 | -0.47 | 0 |
| 2024-10-18 | 2024-10-20 | -0.34 | 2 |
| 2024-10-15 | 2024-10-15 | -0.31 | 0 |
| 2024-11-30 | 2024-12-05 | -0.27 | 5 |
| 2024-06-01 | 2024-06-02 | -0.10 | 1 |
| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 2.61% | 9.33% |
| Worst Day | -2.36% | -9.32% |
| Best Week | 6.4% | 18.93% |
| Worst Week | -4.13% | -12.33% |
| Best Month | 6.89% | 37.42% |
| Worst Month | -6.16% | -17.69% |
| Best Year | 2.31% | 38.02% |
| Worst Year | -6.54% | -5.74% |
| Avg. Up Day | 0.22% | 0.89% |
| Avg. Down Day | -0.23% | -0.89% |
| Avg. Up Week | 1.29% | 6.99% |
| Avg. Down Week | -1.18% | -4.9% |
| Avg. Up Month | 2.96% | 12.63% |
| Avg. Down Month | -4.48% | -9.25% |
| Win Days % | 47.92% | 51.38% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 41.86% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |