| Metric | /tmp/l.3_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 55.73% | 30.09% |
| Max Drawdown | -10.95% | -28.38% |
| Sharpe | 1.26 | 0.44 |
| Sortino | 2.43 | 0.63 |
| Payoff Ratio | 1.44 | 1.36 |
| Profit Factor | 1.64 | 1.07 |
| Common Sense Ratio | 2.82 | 0.99 |
| CPC Index | 1.2 | 0.75 |
| Tail Ratio | 1.72 | 0.93 |
| Outlier Win Ratio | 30.21 | 3.68 |
| Outlier Loss Ratio | 4.61 | 2.87 |
| Volatility (ann.) | 11.24% | 26.18% |
| R^2 | 0.21 | 0.21 |
| Calmar | 6.58 | 1.34 |
| Skew | 3.9 | 0.13 |
| Kurtosis | 48.16 | 6.5 |
| Expected Daily % | 0.04% | 0.02% |
| Expected Monthly % | 4.53% | 2.67% |
| Expected Yearly % | 24.79% | 14.06% |
| Kelly Criterion | 17.2% | 15.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | BTCUSD | /tmp/l.3_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 62.52 | 1.64 | + |
| 2025 | -5.74 | -4.18 | 0.73 | + |
| Metric | /tmp/l.3_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.38% |
| 3M | -4.18% | -10.75% |
| 6M | 26.27% | 38.92% |
| YTD | -4.18% | -5.74% |
| 1Y | 55.73% | 30.09% |
| 3Y (ann.) | 72.04% | 38.02% |
| 5Y (ann.) | 72.04% | 38.02% |
| Metric | /tmp/l.3_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.95% | -28.38% |
| Longest DD Days | 110.0 | 144.0 |
| Avg. Drawdown | -1.74% | -4.56% |
| Avg. Drawdown Days | 11.0 | 12.0 |
| Recovery Factor | 5.09 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-03-26 | -10.95 | 110 |
| 2024-06-05 | 2024-08-08 | -5.20 | 63 |
| 2024-09-20 | 2024-10-11 | -5.00 | 21 |
| 2024-09-14 | 2024-09-18 | -3.58 | 4 |
| 2024-08-09 | 2024-09-09 | -2.76 | 31 |
| 2024-11-13 | 2024-12-04 | -2.49 | 21 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-10-13 | 2024-10-14 | -0.98 | 1 |
| 2024-09-12 | 2024-09-13 | -0.88 | 0 |
| Metric | /tmp/l.3_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -4.12% | -12.33% |
| Best Month | 19.39% | 37.42% |
| Worst Month | -3.74% | -17.69% |
| Best Year | 62.52% | 38.02% |
| Worst Year | -4.18% | -5.74% |
| Avg. Up Day | 0.88% | 1.1% |
| Avg. Down Day | -0.61% | -0.81% |
| Avg. Up Week | 4.7% | 6.61% |
| Avg. Down Week | -1.67% | -4.61% |
| Avg. Up Month | 12.91% | 18.55% |
| Avg. Down Month | -2.17% | -12.52% |
| Win Days % | 51.14% | 51.38% |
| Win Month % | 62.5% | 60.0% |
| Win Week % | 63.16% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |