| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 66.0% | 100.0% |
| Cumulative Return | -8.54% | 28.15% |
| Max Drawdown | -13.56% | -26.06% |
| Sharpe | -0.81 | 0.85 |
| Sortino | -1.11 | 1.23 |
| Payoff Ratio | 0.92 | 1.06 |
| Profit Factor | 0.84 | 1.13 |
| Common Sense Ratio | 0.73 | 1.14 |
| CPC Index | 0.34 | 0.63 |
| Tail Ratio | 0.88 | 1.01 |
| Outlier Win Ratio | 19.44 | 2.27 |
| Outlier Loss Ratio | 9.71 | 2.39 |
| Volatility (ann.) | 12.49% | 51.73% |
| R^2 | 0.26 | 0.26 |
| Calmar | -0.77 | 1.37 |
| Skew | 0.26 | -0.2 |
| Kurtosis | 14.2 | 2.91 |
| Expected Daily % | -0.03% | 0.08% |
| Expected Monthly % | -0.89% | 2.51% |
| Expected Yearly % | -4.36% | 13.2% |
| Kelly Criterion | -17.34% | 7.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -4.33% |
| Expected Shortfall (cVaR) | -1.1% | -4.33% |
| Year | BTCUSD | /tmp/h_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | -9.71 | -0.26 | - |
| 2025 | -6.26 | 1.29 | -0.21 | + |
| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.96% | 8.53% |
| 3M | -1.94% | -9.8% |
| 6M | -2.67% | 37.7% |
| YTD | 1.29% | -6.26% |
| 1Y | -8.54% | 28.15% |
| 3Y (ann.) | -10.39% | 35.63% |
| 5Y (ann.) | -10.39% | 35.63% |
| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.56% | -26.06% |
| Longest DD Days | 290.0 | 144.0 |
| Avg. Drawdown | -6.84% | -8.25% |
| Avg. Drawdown Days | 146.0 | 30.0 |
| Recovery Factor | -0.63 | 1.08 |
| Ulcer Index | 1.08 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-03-25 | -13.56 | 290 |
| 2024-06-06 | 2024-06-07 | -0.12 | 1 |
| Metric | /tmp/h_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 4.63% | 9.49% |
| Worst Day | -3.8% | -13.23% |
| Best Week | 6.23% | 15.41% |
| Worst Week | -4.2% | -18.81% |
| Best Month | 5.11% | 34.43% |
| Worst Month | -6.61% | -23.44% |
| Best Year | 1.29% | 36.7% |
| Worst Year | -9.71% | -6.26% |
| Avg. Up Day | 0.55% | 2.03% |
| Avg. Down Day | -0.59% | -1.92% |
| Avg. Up Week | 1.34% | 8.18% |
| Avg. Down Week | -1.39% | -4.35% |
| Avg. Up Month | 2.41% | 10.26% |
| Avg. Down Month | -4.68% | -12.25% |
| Win Days % | 43.88% | 52.19% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 40.91% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |