| Metric | /tmp/l_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 46.52% | 29.12% |
| Max Drawdown | -5.8% | -26.0% |
| Sharpe | 2.41 | 0.87 |
| Sortino | 5.69 | 1.34 |
| Payoff Ratio | 1.89 | 1.17 |
| Profit Factor | 1.91 | 1.13 |
| Common Sense Ratio | 4.13 | 1.2 |
| CPC Index | 1.79 | 0.66 |
| Tail Ratio | 2.16 | 1.06 |
| Outlier Win Ratio | 16.89 | 3.25 |
| Outlier Loss Ratio | 7.5 | 2.18 |
| Volatility (ann.) | 20.27% | 50.6% |
| R^2 | 0.42 | 0.42 |
| Calmar | 10.33 | 1.42 |
| Skew | 3.58 | 0.51 |
| Kurtosis | 23.59 | 2.47 |
| Expected Daily % | 0.13% | 0.09% |
| Expected Monthly % | 3.89% | 2.59% |
| Expected Yearly % | 21.05% | 13.63% |
| Kelly Criterion | 22.68% | 6.82% |
| 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_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 39.60 | 1.05 | + |
| 2025 | -6.34 | 4.96 | -0.78 | + |
| Metric | /tmp/l_fwd_ | BTCUSD |
|---|---|---|
| MTD | 5.4% | 3.72% |
| 3M | 4.84% | -8.05% |
| 6M | 35.55% | 37.53% |
| YTD | 4.96% | -6.34% |
| 1Y | 46.52% | 29.12% |
| 3Y (ann.) | 59.92% | 36.89% |
| 5Y (ann.) | 59.92% | 36.89% |
| Metric | /tmp/l_fwd_ | 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 | 25.0 |
| 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 | 2025-03-25 | -3.47 | 22 |
| 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_ | 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% | -6.34% |
| 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% | 12.26% |
| Avg. Down Month | -1.11% | -9.28% |
| Win Days % | 49.4% | 49.83% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 51.61% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |