| Metric | /tmp/l6_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 35.11% | 29.12% |
| Max Drawdown | -3.73% | -26.0% |
| Sharpe | 2.92 | 0.87 |
| Sortino | 6.58 | 1.34 |
| Payoff Ratio | 1.95 | 1.33 |
| Profit Factor | 2.01 | 1.13 |
| Common Sense Ratio | 3.24 | 1.2 |
| CPC Index | 1.9 | 0.75 |
| Tail Ratio | 1.61 | 1.06 |
| Outlier Win Ratio | 20.28 | 3.07 |
| Outlier Loss Ratio | 11.78 | 2.06 |
| Volatility (ann.) | 12.92% | 50.6% |
| R^2 | 0.45 | 0.45 |
| Calmar | 12.01 | 1.42 |
| Skew | 2.8 | 0.51 |
| Kurtosis | 15.8 | 2.47 |
| Expected Daily % | 0.1% | 0.09% |
| Expected Monthly % | 3.05% | 2.59% |
| Expected Yearly % | 16.24% | 13.63% |
| Kelly Criterion | 21.98% | 12.25% |
| 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/l6_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 26.53 | 0.70 | - |
| 2025 | -6.34 | 6.78 | -1.07 | + |
| Metric | /tmp/l6_fwd_ | BTCUSD |
|---|---|---|
| MTD | 3.73% | 3.72% |
| 3M | 7.42% | -8.05% |
| 6M | 24.92% | 37.53% |
| YTD | 6.78% | -6.34% |
| 1Y | 35.11% | 29.12% |
| 3Y (ann.) | 44.75% | 36.89% |
| 5Y (ann.) | 44.75% | 36.89% |
| Metric | /tmp/l6_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -3.73% | -26.0% |
| Longest DD Days | 58.0 | 145.0 |
| Avg. Drawdown | -1.0% | -8.01% |
| Avg. Drawdown Days | 11.0 | 25.0 |
| Recovery Factor | 9.42 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-09-18 | -3.73 | 58 |
| 2024-07-02 | 2024-07-14 | -3.48 | 12 |
| 2025-01-22 | 2025-03-02 | -3.43 | 39 |
| 2025-01-07 | 2025-01-15 | -2.58 | 8 |
| 2024-11-23 | 2025-01-02 | -1.95 | 40 |
| 2024-11-14 | 2024-11-15 | -1.33 | 1 |
| 2025-03-08 | 2025-03-25 | -0.93 | 17 |
| 2024-07-17 | 2024-07-19 | -0.79 | 2 |
| 2024-10-31 | 2024-11-06 | -0.66 | 6 |
| 2024-11-16 | 2024-11-19 | -0.57 | 3 |
| Metric | /tmp/l6_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 4.49% | 11.89% |
| Worst Day | -2.23% | -8.6% |
| Best Week | 8.16% | 18.93% |
| Worst Week | -2.55% | -12.33% |
| Best Month | 14.32% | 37.42% |
| Worst Month | -1.67% | -17.69% |
| Best Year | 26.53% | 37.85% |
| Worst Year | 6.78% | -6.34% |
| Avg. Up Day | 0.67% | 2.2% |
| Avg. Down Day | -0.34% | -1.65% |
| Avg. Up Week | 2.46% | 7.06% |
| Avg. Down Week | -0.93% | -5.13% |
| Avg. Up Month | 5.29% | 12.03% |
| Avg. Down Month | -1.67% | -17.69% |
| Win Days % | 48.42% | 49.83% |
| Win Month % | 90.0% | 60.0% |
| Win Week % | 57.89% | 52.27% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |