| Metric | /tmp/l.3_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 58.4% | 28.15% |
| Max Drawdown | -11.16% | -26.06% |
| Sharpe | 2.57 | 0.85 |
| Sortino | 5.62 | 1.23 |
| Payoff Ratio | 1.66 | 1.38 |
| Profit Factor | 2.54 | 1.13 |
| Common Sense Ratio | 8.79 | 1.14 |
| CPC Index | 2.55 | 0.82 |
| Tail Ratio | 3.46 | 1.01 |
| Outlier Win Ratio | 22.7 | 3.41 |
| Outlier Loss Ratio | 4.34 | 2.45 |
| Volatility (ann.) | 22.93% | 51.73% |
| R^2 | 0.23 | 0.23 |
| Calmar | 6.81 | 1.37 |
| Skew | 2.78 | -0.2 |
| Kurtosis | 20.14 | 2.91 |
| Expected Daily % | 0.15% | 0.08% |
| Expected Monthly % | 4.71% | 2.51% |
| Expected Yearly % | 25.86% | 13.2% |
| Kelly Criterion | 36.41% | 17.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -4.33% |
| Expected Shortfall (cVaR) | -1.81% | -4.33% |
| Year | BTCUSD | /tmp/l.3_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 65.70 | 1.79 | + |
| 2025 | -6.26 | -4.40 | 0.70 | + |
| Metric | /tmp/l.3_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 8.53% |
| 3M | -4.4% | -9.8% |
| 6M | 28.26% | 37.7% |
| YTD | -4.4% | -6.26% |
| 1Y | 58.4% | 28.15% |
| 3Y (ann.) | 75.99% | 35.63% |
| 5Y (ann.) | 75.99% | 35.63% |
| Metric | /tmp/l.3_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.16% | -26.06% |
| Longest DD Days | 109.0 | 144.0 |
| Avg. Drawdown | -2.61% | -8.25% |
| Avg. Drawdown Days | 24.0 | 30.0 |
| Recovery Factor | 5.23 | 1.08 |
| Ulcer Index | 0.99 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-03-25 | -11.16 | 109 |
| 2024-06-06 | 2024-08-09 | -4.30 | 64 |
| 2024-09-21 | 2024-10-13 | -3.58 | 22 |
| 2024-09-16 | 2024-09-19 | -2.24 | 3 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-08-10 | 2024-09-10 | -1.29 | 31 |
| 2024-09-11 | 2024-09-12 | -1.23 | 1 |
| 2024-09-13 | 2024-09-14 | -0.09 | 1 |
| 2024-10-20 | 2024-10-21 | -0.08 | 1 |
| 2024-11-08 | 2024-11-11 | -0.08 | 3 |
| Metric | /tmp/l.3_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.65% | 9.49% |
| Worst Day | -5.94% | -13.23% |
| Best Week | 10.37% | 15.41% |
| Worst Week | -4.63% | -18.81% |
| Best Month | 20.51% | 34.43% |
| Worst Month | -4.4% | -23.44% |
| Best Year | 65.7% | 36.7% |
| Worst Year | -4.4% | -6.26% |
| Avg. Up Day | 1.91% | 2.34% |
| Avg. Down Day | -1.15% | -1.69% |
| Avg. Up Week | 6.32% | 7.38% |
| Avg. Down Week | -2.41% | -4.38% |
| Avg. Up Month | 13.65% | 18.47% |
| Avg. Down Month | -2.51% | -16.85% |
| Win Days % | 60.27% | 52.19% |
| Win Month % | 71.43% | 60.0% |
| Win Week % | 66.67% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |