| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | -8.49% | 30.09% |
| Max Drawdown | -13.99% | -28.38% |
| Sharpe | -0.42 | 0.44 |
| Sortino | -0.56 | 0.63 |
| Payoff Ratio | 1.03 | 1.02 |
| Profit Factor | 0.9 | 1.07 |
| Common Sense Ratio | 0.88 | 0.99 |
| CPC Index | 0.41 | 0.56 |
| Tail Ratio | 0.97 | 0.93 |
| Outlier Win Ratio | 26.69 | 2.69 |
| Outlier Loss Ratio | 10.36 | 2.68 |
| Volatility (ann.) | 6.06% | 26.18% |
| R^2 | 0.26 | 0.26 |
| Calmar | -0.74 | 1.34 |
| Skew | -1.06 | 0.13 |
| Kurtosis | 22.6 | 6.5 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.88% | 2.67% |
| Expected Yearly % | -4.34% | 14.06% |
| Kelly Criterion | -9.9% | 3.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.22% |
| Expected Shortfall (cVaR) | -0.53% | -2.22% |
| Year | BTCUSD | /tmp/h_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.34 | -0.25 | - |
| 2025 | -5.74 | 0.94 | -0.16 | + |
| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| MTD | 1.01% | 4.38% |
| 3M | -1.86% | -10.75% |
| 6M | -2.54% | 38.92% |
| YTD | 0.94% | -5.74% |
| 1Y | -8.49% | 30.09% |
| 3Y (ann.) | -10.3% | 38.02% |
| 5Y (ann.) | -10.3% | 38.02% |
| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.99% | -28.38% |
| Longest DD Days | 293.0 | 144.0 |
| Avg. Drawdown | -2.9% | -4.56% |
| Avg. Drawdown Days | 59.0 | 12.0 |
| Recovery Factor | -0.61 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-26 | -13.99 | 293 |
| 2024-06-03 | 2024-06-04 | -0.27 | 0 |
| 2024-06-02 | 2024-06-03 | -0.11 | 0 |
| 2024-06-04 | 2024-06-05 | -0.07 | 0 |
| 2024-06-05 | 2024-06-05 | -0.04 | 0 |
| Metric | /tmp/h_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 2.03% | 9.33% |
| Worst Day | -3.47% | -9.32% |
| Best Week | 4.33% | 18.93% |
| Worst Week | -3.77% | -12.33% |
| Best Month | 4.25% | 37.42% |
| Worst Month | -5.89% | -17.69% |
| Best Year | 0.94% | 38.02% |
| Worst Year | -9.34% | -5.74% |
| Avg. Up Day | 0.27% | 0.85% |
| Avg. Down Day | -0.26% | -0.84% |
| Avg. Up Week | 1.05% | 6.94% |
| Avg. Down Week | -1.23% | -4.65% |
| Avg. Up Month | 2.33% | 8.08% |
| Avg. Down Month | -3.99% | -9.25% |
| Win Days % | 44.15% | 51.38% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 43.18% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |