| Metric | /home/ubuntu/l_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 46.92% | 29.12% |
| Max Drawdown | -5.64% | -26.0% |
| Sharpe | 3.21 | 0.87 |
| Sortino | 7.02 | 1.34 |
| Payoff Ratio | 2.11 | 1.14 |
| Profit Factor | 2.1 | 1.13 |
| Common Sense Ratio | 4.78 | 1.2 |
| CPC Index | 2.14 | 0.64 |
| Tail Ratio | 2.27 | 1.06 |
| Outlier Win Ratio | 13.1 | 3.0 |
| Outlier Loss Ratio | 14.47 | 2.13 |
| Volatility (ann.) | 15.04% | 50.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 10.73 | 1.42 |
| Skew | 2.53 | 0.51 |
| Kurtosis | 15.99 | 2.47 |
| Expected Daily % | 0.13% | 0.09% |
| Expected Monthly % | 3.92% | 2.59% |
| Expected Yearly % | 21.21% | 13.63% |
| Kelly Criterion | 23.74% | 5.83% |
| 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_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 44.87 | 1.19 | + |
| 2025 | -6.34 | 1.42 | -0.22 | + |
| Metric | /home/ubuntu/l_fwd_ | BTCUSD |
|---|---|---|
| MTD | 2.98% | 3.72% |
| 3M | 1.42% | -8.05% |
| 6M | 32.85% | 37.53% |
| YTD | 1.42% | -6.34% |
| 1Y | 46.92% | 29.12% |
| 3Y (ann.) | 60.45% | 36.89% |
| 5Y (ann.) | 60.45% | 36.89% |
| Metric | /home/ubuntu/l_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.64% | -26.0% |
| Longest DD Days | 77.0 | 145.0 |
| Avg. Drawdown | -1.09% | -8.01% |
| Avg. Drawdown Days | 13.0 | 25.0 |
| Recovery Factor | 8.33 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-25 | -5.64 | 77 |
| 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_ | 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 | 1.42% | -6.34% |
| Avg. Up Day | 0.53% | 2.14% |
| Avg. Down Day | -0.25% | -1.87% |
| Avg. Up Week | 2.86% | 6.82% |
| Avg. Down Week | -0.75% | -4.59% |
| Avg. Up Month | 9.01% | 12.5% |
| Avg. Down Month | -0.63% | -11.29% |
| Win Days % | 48.29% | 49.83% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 51.16% | 52.27% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |