| Metric | /home/ubuntu/l_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 47.14% | 29.24% |
| Max Drawdown | -5.64% | -26.0% |
| Sharpe | 3.23 | 0.87 |
| Sortino | 7.06 | 1.35 |
| Payoff Ratio | 2.1 | 1.13 |
| Profit Factor | 2.11 | 1.14 |
| Common Sense Ratio | 4.8 | 1.2 |
| CPC Index | 2.15 | 0.64 |
| Tail Ratio | 2.27 | 1.06 |
| Outlier Win Ratio | 13.11 | 3.0 |
| Outlier Loss Ratio | 14.44 | 2.12 |
| Volatility (ann.) | 15.07% | 50.69% |
| R^2 | 0.15 | 0.15 |
| Calmar | 10.83 | 1.43 |
| Skew | 2.53 | 0.51 |
| Kurtosis | 15.94 | 2.45 |
| Expected Daily % | 0.13% | 0.09% |
| Expected Monthly % | 3.94% | 2.6% |
| Expected Yearly % | 21.3% | 13.69% |
| Kelly Criterion | 23.92% | 5.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -4.24% |
| Expected Shortfall (cVaR) | -1.16% | -4.24% |
| Year | BTCUSD | /home/ubuntu/l_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 44.87 | 1.19 | + |
| 2025 | -6.25 | 1.57 | -0.25 | + |
| Metric | /home/ubuntu/l_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 3.14% | 3.83% |
| 3M | 1.48% | -9.98% |
| 6M | 33.17% | 38.13% |
| YTD | 1.57% | -6.25% |
| 1Y | 47.14% | 29.24% |
| 3Y (ann.) | 61.01% | 37.21% |
| 5Y (ann.) | 61.01% | 37.21% |
| Metric | /home/ubuntu/l_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.64% | -26.0% |
| Longest DD Days | 76.0 | 145.0 |
| Avg. Drawdown | -1.09% | -8.01% |
| Avg. Drawdown Days | 13.0 | 24.0 |
| Recovery Factor | 8.37 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-24 | -5.64 | 76 |
| 2024-08-25 | 2024-09-19 | -3.83 | 25 |
| 2024-07-23 | 2024-08-24 | -3.17 | 32 |
| 2024-06-07 | 2024-07-15 | -1.71 | 38 |
| 2024-10-22 | 2024-11-06 | -1.49 | 15 |
| 2024-11-15 | 2024-11-16 | -0.78 | 1 |
| 2024-07-18 | 2024-07-20 | -0.74 | 2 |
| 2024-11-13 | 2024-11-14 | -0.72 | 1 |
| 2024-09-21 | 2024-09-25 | -0.70 | 4 |
| 2024-11-17 | 2024-11-19 | -0.68 | 2 |
| Metric | /home/ubuntu/l_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.81% | 11.89% |
| Worst Day | -2.76% | -8.6% |
| Best Week | 11.75% | 18.93% |
| Worst Week | -4.4% | -12.33% |
| Best Month | 28.58% | 37.42% |
| Worst Month | -0.76% | -17.69% |
| Best Year | 44.87% | 37.85% |
| Worst Year | 1.57% | -6.25% |
| Avg. Up Day | 0.53% | 2.14% |
| Avg. Down Day | -0.25% | -1.89% |
| Avg. Up Week | 2.87% | 6.83% |
| Avg. Down Week | -0.75% | -4.59% |
| Avg. Up Month | 9.04% | 12.52% |
| Avg. Down Month | -0.63% | -11.29% |
| Win Days % | 48.47% | 50.0% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 51.16% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |