| Metric | /tmp/l7_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 66.59% | 38.53% |
| Max Drawdown | -11.64% | -28.38% |
| Sharpe | 1.17 | 0.49 |
| Sortino | 2.02 | 0.71 |
| Payoff Ratio | 1.35 | 1.27 |
| Profit Factor | 1.39 | 1.08 |
| Common Sense Ratio | 2.02 | 1.04 |
| CPC Index | 0.93 | 0.71 |
| Tail Ratio | 1.44 | 0.96 |
| Outlier Win Ratio | 18.0 | 3.63 |
| Outlier Loss Ratio | 4.74 | 3.12 |
| Volatility (ann.) | 13.36% | 26.09% |
| R^2 | 0.3 | 0.3 |
| Calmar | 6.93 | 1.62 |
| Skew | 2.29 | 0.16 |
| Kurtosis | 27.73 | 6.35 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 4.75% | 3.01% |
| Expected Yearly % | 29.07% | 17.7% |
| Kelly Criterion | 12.0% | 13.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.21% |
| Expected Shortfall (cVaR) | -1.11% | -2.21% |
| Year | BTCUSD | /tmp/l7_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 72.21 | 1.46 | + |
| 2025 | -7.32 | -3.26 | 0.45 | + |
| Metric | /tmp/l7_fwd_ | BTCUSD |
|---|---|---|
| MTD | 3.65% | 2.63% |
| 3M | -3.26% | -12.25% |
| 6M | 37.03% | 34.61% |
| YTD | -3.26% | -7.32% |
| 1Y | 66.59% | 38.53% |
| 3Y (ann.) | 80.64% | 45.89% |
| 5Y (ann.) | 80.64% | 45.89% |
| Metric | /tmp/l7_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.64% | -28.38% |
| Longest DD Days | 124.0 | 144.0 |
| Avg. Drawdown | -2.17% | -4.96% |
| Avg. Drawdown Days | 10.0 | 12.0 |
| Recovery Factor | 5.72 | 1.36 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-03-26 | -11.64 | 124 |
| 2024-08-24 | 2024-09-19 | -7.17 | 26 |
| 2024-07-22 | 2024-08-20 | -6.01 | 29 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-05-21 | 2024-07-17 | -5.04 | 57 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-20 | 2024-09-24 | -1.74 | 4 |
| Metric | /tmp/l7_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.73% | -12.33% |
| Best Month | 42.48% | 37.42% |
| Worst Month | -6.24% | -17.69% |
| Best Year | 72.21% | 49.48% |
| Worst Year | -3.26% | -7.32% |
| Avg. Up Day | 0.85% | 1.01% |
| Avg. Down Day | -0.63% | -0.8% |
| Avg. Up Week | 5.5% | 7.64% |
| Avg. Down Week | -2.61% | -5.48% |
| Avg. Up Month | 13.71% | 11.71% |
| Avg. Down Month | -0.74% | -11.18% |
| Win Days % | 49.45% | 51.47% |
| Win Month % | 50.0% | 63.64% |
| Win Week % | 59.26% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |