| Metric | /tmp/l8_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 62.95% | 31.7% |
| Max Drawdown | -7.99% | -26.06% |
| Sharpe | 2.48 | 0.88 |
| Sortino | 5.11 | 1.29 |
| Payoff Ratio | 1.46 | 1.39 |
| Profit Factor | 1.91 | 1.14 |
| Common Sense Ratio | 3.81 | 1.19 |
| CPC Index | 1.5 | 0.83 |
| Tail Ratio | 1.99 | 1.05 |
| Outlier Win Ratio | 13.84 | 2.95 |
| Outlier Loss Ratio | 4.73 | 2.65 |
| Volatility (ann.) | 24.01% | 51.1% |
| R^2 | 0.27 | 0.27 |
| Calmar | 9.6 | 1.45 |
| Skew | 2.45 | -0.18 |
| Kurtosis | 15.88 | 2.98 |
| Expected Daily % | 0.16% | 0.09% |
| Expected Monthly % | 4.54% | 2.53% |
| Expected Yearly % | 27.65% | 14.76% |
| Kelly Criterion | 22.26% | 17.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.9% | -4.28% |
| Expected Shortfall (cVaR) | -1.9% | -4.28% |
| Year | BTCUSD | /tmp/l8_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 66.81 | 1.65 | + |
| 2025 | -6.26 | -2.31 | 0.37 | + |
| Metric | /tmp/l8_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 3.27% | 8.53% |
| 3M | -2.31% | -9.8% |
| 6M | 41.54% | 37.7% |
| YTD | -2.31% | -6.26% |
| 1Y | 62.95% | 31.7% |
| 3Y (ann.) | 76.72% | 37.86% |
| 5Y (ann.) | 76.72% | 37.86% |
| Metric | /tmp/l8_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.99% | -26.06% |
| Longest DD Days | 122.0 | 144.0 |
| Avg. Drawdown | -2.21% | -7.98% |
| Avg. Drawdown Days | 15.0 | 29.0 |
| Recovery Factor | 7.88 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-25 | -7.99 | 122 |
| 2024-08-25 | 2024-09-20 | -5.90 | 26 |
| 2024-05-22 | 2024-07-17 | -5.09 | 56 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2024-10-22 | 2024-11-06 | -2.93 | 15 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-07-18 | 2024-07-20 | -2.29 | 2 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-09-21 | 2024-09-25 | -1.40 | 4 |
| 2024-11-17 | 2024-11-19 | -1.01 | 2 |
| Metric | /tmp/l8_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -4.52% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -7.12% | -18.81% |
| Best Month | 42.0% | 34.43% |
| Worst Month | -5.4% | -23.44% |
| Best Year | 66.81% | 40.49% |
| Worst Year | -2.31% | -6.26% |
| Avg. Up Day | 1.79% | 2.14% |
| Avg. Down Day | -1.22% | -1.54% |
| Avg. Up Week | 5.01% | 7.67% |
| Avg. Down Week | -1.57% | -2.96% |
| Avg. Up Month | 12.82% | 12.98% |
| Avg. Down Month | -0.62% | -10.9% |
| Win Days % | 53.85% | 52.08% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 55.56% | 51.06% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |