| Metric | /tmp/l4_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 71.0% | 100.0% |
| Cumulative Return | 27.81% | 29.24% |
| Max Drawdown | -6.33% | -26.0% |
| Sharpe | 2.44 | 0.87 |
| Sortino | 4.73 | 1.35 |
| Payoff Ratio | 1.7 | 1.14 |
| Profit Factor | 1.68 | 1.14 |
| Common Sense Ratio | 3.0 | 1.2 |
| CPC Index | 1.35 | 0.65 |
| Tail Ratio | 1.79 | 1.06 |
| Outlier Win Ratio | 16.99 | 2.79 |
| Outlier Loss Ratio | 11.31 | 2.12 |
| Volatility (ann.) | 12.68% | 50.69% |
| R^2 | 0.53 | 0.53 |
| Calmar | 5.58 | 1.43 |
| Skew | 1.72 | 0.51 |
| Kurtosis | 9.84 | 2.45 |
| Expected Daily % | 0.08% | 0.09% |
| Expected Monthly % | 2.48% | 2.6% |
| Expected Yearly % | 13.05% | 13.69% |
| Kelly Criterion | 16.09% | 6.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -4.24% |
| Expected Shortfall (cVaR) | -1.01% | -4.24% |
| Year | BTCUSD | /tmp/l4_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 19.22 | 0.51 | - |
| 2025 | -6.25 | 7.20 | -1.15 | + |
| Metric | /tmp/l4_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.12% | 3.83% |
| 3M | 6.25% | -9.98% |
| 6M | 20.99% | 38.13% |
| YTD | 7.2% | -6.25% |
| 1Y | 27.81% | 29.24% |
| 3Y (ann.) | 35.33% | 37.21% |
| 5Y (ann.) | 35.33% | 37.21% |
| Metric | /tmp/l4_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.33% | -26.0% |
| Longest DD Days | 58.0 | 145.0 |
| Avg. Drawdown | -1.29% | -8.01% |
| Avg. Drawdown Days | 12.0 | 24.0 |
| Recovery Factor | 4.4 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-09-18 | -6.33 | 58 |
| 2025-01-07 | 2025-01-17 | -4.54 | 10 |
| 2024-06-10 | 2024-07-14 | -2.96 | 34 |
| 2025-03-03 | 2025-03-24 | -2.92 | 21 |
| 2024-11-23 | 2025-01-03 | -2.88 | 41 |
| 2025-01-22 | 2025-03-02 | -1.69 | 39 |
| 2024-11-14 | 2024-11-15 | -0.73 | 1 |
| 2024-07-17 | 2024-07-19 | -0.60 | 2 |
| 2025-01-19 | 2025-01-21 | -0.42 | 2 |
| 2024-11-16 | 2024-11-19 | -0.35 | 3 |
| Metric | /tmp/l4_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 4.31% | 11.89% |
| Worst Day | -2.48% | -8.6% |
| Best Week | 7.22% | 18.93% |
| Worst Week | -2.62% | -12.33% |
| Best Month | 11.83% | 37.42% |
| Worst Month | -1.32% | -17.69% |
| Best Year | 19.22% | 37.85% |
| Worst Year | 7.2% | -6.25% |
| Avg. Up Day | 0.64% | 2.12% |
| Avg. Down Day | -0.37% | -1.86% |
| Avg. Up Week | 2.32% | 6.86% |
| Avg. Down Week | -0.78% | -4.9% |
| Avg. Up Month | 4.87% | 12.05% |
| Avg. Down Month | -0.9% | -9.28% |
| Win Days % | 47.12% | 50.0% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 46.34% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |