| Metric | /tmp/l7_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 58.36% | 31.7% |
| Max Drawdown | -8.43% | -26.06% |
| Sharpe | 2.32 | 0.88 |
| Sortino | 4.59 | 1.29 |
| Payoff Ratio | 1.53 | 1.46 |
| Profit Factor | 1.84 | 1.14 |
| Common Sense Ratio | 3.73 | 1.19 |
| CPC Index | 1.46 | 0.87 |
| Tail Ratio | 2.03 | 1.05 |
| Outlier Win Ratio | 13.8 | 2.95 |
| Outlier Loss Ratio | 4.97 | 2.66 |
| Volatility (ann.) | 24.35% | 51.1% |
| R^2 | 0.27 | 0.27 |
| Calmar | 8.42 | 1.45 |
| Skew | 2.33 | -0.18 |
| Kurtosis | 16.46 | 2.98 |
| Expected Daily % | 0.15% | 0.09% |
| Expected Monthly % | 4.27% | 2.53% |
| Expected Yearly % | 25.84% | 14.76% |
| Kelly Criterion | 20.11% | 19.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.94% | -4.28% |
| Expected Shortfall (cVaR) | -1.94% | -4.28% |
| Year | BTCUSD | /tmp/l7_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 63.41 | 1.57 | + |
| 2025 | -6.26 | -3.09 | 0.49 | + |
| Metric | /tmp/l7_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 3.84% | 8.53% |
| 3M | -3.09% | -9.8% |
| 6M | 40.17% | 37.7% |
| YTD | -3.09% | -6.26% |
| 1Y | 58.36% | 31.7% |
| 3Y (ann.) | 70.93% | 37.86% |
| 5Y (ann.) | 70.93% | 37.86% |
| Metric | /tmp/l7_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.43% | -26.06% |
| Longest DD Days | 122.0 | 144.0 |
| Avg. Drawdown | -2.31% | -7.98% |
| Avg. Drawdown Days | 15.0 | 29.0 |
| Recovery Factor | 6.92 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-25 | -8.43 | 122 |
| 2024-08-25 | 2024-09-20 | -6.68 | 26 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2024-05-22 | 2024-07-17 | -4.84 | 56 |
| 2024-10-22 | 2024-11-06 | -2.96 | 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/l7_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -4.55% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -7.7% | -18.81% |
| Best Month | 42.48% | 34.43% |
| Worst Month | -6.24% | -23.44% |
| Best Year | 63.41% | 40.49% |
| Worst Year | -3.09% | -6.26% |
| Avg. Up Day | 1.8% | 2.24% |
| Avg. Down Day | -1.18% | -1.54% |
| Avg. Up Week | 5.0% | 7.67% |
| Avg. Down Week | -1.57% | -4.55% |
| Avg. Up Month | 16.02% | 15.23% |
| Avg. Down Month | -0.58% | -15.08% |
| Win Days % | 51.67% | 52.08% |
| Win Month % | 40.0% | 63.64% |
| Win Week % | 53.57% | 51.06% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |