| Metric | /tmp/l_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 46.52% | 29.24% |
| Max Drawdown | -5.8% | -26.0% |
| Sharpe | 2.41 | 0.87 |
| Sortino | 5.7 | 1.35 |
| Payoff Ratio | 1.89 | 1.17 |
| Profit Factor | 1.91 | 1.14 |
| Common Sense Ratio | 4.08 | 1.2 |
| CPC Index | 1.79 | 0.66 |
| Tail Ratio | 2.13 | 1.06 |
| Outlier Win Ratio | 16.83 | 3.25 |
| Outlier Loss Ratio | 7.51 | 2.17 |
| Volatility (ann.) | 20.3% | 50.69% |
| R^2 | 0.42 | 0.42 |
| Calmar | 10.37 | 1.43 |
| Skew | 3.57 | 0.51 |
| Kurtosis | 23.49 | 2.45 |
| Expected Daily % | 0.13% | 0.09% |
| Expected Monthly % | 3.89% | 2.6% |
| Expected Yearly % | 21.05% | 13.69% |
| Kelly Criterion | 22.68% | 7.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -4.24% |
| Expected Shortfall (cVaR) | -1.61% | -4.24% |
| Year | BTCUSD | /tmp/l_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 39.60 | 1.05 | + |
| 2025 | -6.25 | 4.96 | -0.79 | + |
| Metric | /tmp/l_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 5.4% | 3.83% |
| 3M | 4.54% | -9.98% |
| 6M | 35.63% | 38.13% |
| YTD | 4.96% | -6.25% |
| 1Y | 46.52% | 29.24% |
| 3Y (ann.) | 60.17% | 37.21% |
| 5Y (ann.) | 60.17% | 37.21% |
| Metric | /tmp/l_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.8% | -26.0% |
| Longest DD Days | 107.0 | 145.0 |
| Avg. Drawdown | -1.9% | -8.01% |
| Avg. Drawdown Days | 16.0 | 24.0 |
| Recovery Factor | 8.02 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-06 | -5.80 | 107 |
| 2025-01-22 | 2025-03-02 | -5.34 | 39 |
| 2024-06-27 | 2024-07-14 | -5.27 | 17 |
| 2025-03-03 | 2025-03-24 | -3.47 | 21 |
| 2024-11-23 | 2024-11-27 | -1.92 | 4 |
| 2024-12-18 | 2025-01-17 | -1.66 | 30 |
| 2024-11-14 | 2024-11-15 | -1.52 | 1 |
| 2024-07-17 | 2024-07-19 | -1.44 | 2 |
| 2024-11-16 | 2024-11-19 | -0.72 | 3 |
| 2024-12-09 | 2024-12-11 | -0.59 | 2 |
| Metric | /tmp/l_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.66% | 11.89% |
| Worst Day | -3.41% | -8.6% |
| Best Week | 16.29% | 18.93% |
| Worst Week | -3.89% | -12.33% |
| Best Month | 29.47% | 37.42% |
| Worst Month | -3.14% | -17.69% |
| Best Year | 39.6% | 37.85% |
| Worst Year | 4.96% | -6.25% |
| Avg. Up Day | 1.02% | 2.24% |
| Avg. Down Day | -0.54% | -1.92% |
| Avg. Up Week | 3.49% | 6.29% |
| Avg. Down Week | -1.13% | -5.16% |
| Avg. Up Month | 9.36% | 12.28% |
| Avg. Down Month | -1.11% | -9.28% |
| Win Days % | 49.4% | 50.0% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 51.61% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |