| Metric | /tmp/l9_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 55.3% | 38.97% |
| Max Drawdown | -16.96% | -26.0% |
| Sharpe | 1.55 | 0.98 |
| Sortino | 2.72 | 1.54 |
| Payoff Ratio | 1.47 | 1.19 |
| Profit Factor | 1.44 | 1.15 |
| Common Sense Ratio | 1.81 | 1.29 |
| CPC Index | 0.99 | 0.68 |
| Tail Ratio | 1.26 | 1.12 |
| Outlier Win Ratio | 12.87 | 4.18 |
| Outlier Loss Ratio | 3.9 | 3.04 |
| Volatility (ann.) | 35.86% | 50.48% |
| R^2 | 0.55 | 0.55 |
| Calmar | 3.76 | 1.71 |
| Skew | 1.62 | 0.59 |
| Kurtosis | 12.51 | 2.47 |
| Expected Daily % | 0.13% | 0.1% |
| Expected Monthly % | 4.08% | 3.04% |
| Expected Yearly % | 24.62% | 17.89% |
| Kelly Criterion | 11.02% | 7.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.94% | -4.21% |
| Expected Shortfall (cVaR) | -2.94% | -4.21% |
| Year | BTCUSD | /tmp/l9_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 62.67 | 1.30 | + |
| 2025 | -6.34 | -4.53 | 0.71 | + |
| Metric | /tmp/l9_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.8% | 3.72% |
| 3M | -4.62% | -8.05% |
| 6M | 37.41% | 37.53% |
| YTD | -4.53% | -6.34% |
| 1Y | 55.3% | 38.97% |
| 3Y (ann.) | 63.7% | 44.56% |
| 5Y (ann.) | 63.7% | 44.56% |
| Metric | /tmp/l9_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.96% | -26.0% |
| Longest DD Days | 122.0 | 161.0 |
| Avg. Drawdown | -4.06% | -6.87% |
| Avg. Drawdown Days | 17.0 | 21.0 |
| Recovery Factor | 3.26 | 1.5 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-25 | -16.96 | 122 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-07-22 | 2024-08-08 | -8.17 | 17 |
| 2024-08-09 | 2024-10-14 | -6.74 | 66 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-10-31 | 2024-11-06 | -3.39 | 6 |
| 2024-06-26 | 2024-06-30 | -2.39 | 4 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| Metric | /tmp/l9_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.09% | -12.33% |
| Best Month | 33.26% | 37.42% |
| Worst Month | -2.67% | -17.69% |
| Best Year | 62.67% | 48.38% |
| Worst Year | -4.53% | -6.34% |
| Avg. Up Day | 2.23% | 2.42% |
| Avg. Down Day | -1.52% | -2.04% |
| Avg. Up Week | 5.82% | 6.85% |
| Avg. Down Week | -2.64% | -4.49% |
| Avg. Up Month | 16.75% | 17.14% |
| Avg. Down Month | -2.37% | -10.46% |
| Win Days % | 47.1% | 49.69% |
| Win Month % | 55.56% | 63.64% |
| Win Week % | 50.0% | 52.08% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |