| Metric | /home/ubuntu/l.all_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 49.07% | 31.7% |
| Max Drawdown | -5.16% | -26.06% |
| Sharpe | 2.94 | 0.88 |
| Sortino | 6.57 | 1.29 |
| Payoff Ratio | 1.87 | 1.06 |
| Profit Factor | 1.85 | 1.14 |
| Common Sense Ratio | 3.67 | 1.19 |
| CPC Index | 1.73 | 0.63 |
| Tail Ratio | 1.98 | 1.05 |
| Outlier Win Ratio | 9.32 | 2.69 |
| Outlier Loss Ratio | 13.78 | 2.29 |
| Volatility (ann.) | 16.21% | 51.1% |
| R^2 | 0.32 | 0.32 |
| Calmar | 11.49 | 1.45 |
| Skew | 2.93 | -0.18 |
| Kurtosis | 19.06 | 2.98 |
| Expected Daily % | 0.13% | 0.09% |
| Expected Monthly % | 3.7% | 2.53% |
| Expected Yearly % | 22.09% | 14.76% |
| Kelly Criterion | 22.99% | 6.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -4.28% |
| Expected Shortfall (cVaR) | -1.27% | -4.28% |
| Year | BTCUSD | /home/ubuntu/l.all_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 50.16 | 1.24 | + |
| 2025 | -6.26 | -0.73 | 0.12 | + |
| Metric | /home/ubuntu/l.all_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.18% | 8.53% |
| 3M | -0.84% | -9.8% |
| 6M | 35.77% | 37.7% |
| YTD | -0.73% | -6.26% |
| 1Y | 49.07% | 31.7% |
| 3Y (ann.) | 59.29% | 37.86% |
| 5Y (ann.) | 59.29% | 37.86% |
| Metric | /home/ubuntu/l.all_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.16% | -26.06% |
| Longest DD Days | 97.0 | 144.0 |
| Avg. Drawdown | -1.17% | -7.98% |
| Avg. Drawdown Days | 12.0 | 29.0 |
| Recovery Factor | 9.51 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -5.16 | 56 |
| 2024-12-18 | 2025-03-25 | -4.07 | 97 |
| 2024-08-25 | 2024-09-19 | -3.85 | 25 |
| 2024-07-23 | 2024-07-28 | -3.16 | 5 |
| 2024-10-22 | 2024-11-06 | -1.61 | 15 |
| 2024-07-29 | 2024-08-08 | -0.95 | 10 |
| 2024-08-10 | 2024-08-24 | -0.91 | 14 |
| 2024-11-23 | 2024-12-11 | -0.87 | 18 |
| 2024-07-18 | 2024-07-20 | -0.85 | 2 |
| 2024-09-21 | 2024-09-25 | -0.84 | 4 |
| Metric | /home/ubuntu/l.all_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.85% | 9.49% |
| Worst Day | -2.64% | -13.23% |
| Best Week | 13.07% | 15.41% |
| Worst Week | -3.04% | -18.81% |
| Best Month | 31.68% | 34.43% |
| Worst Month | -1.53% | -23.44% |
| Best Year | 50.16% | 40.49% |
| Worst Year | -0.73% | -6.26% |
| Avg. Up Day | 0.69% | 2.1% |
| Avg. Down Day | -0.37% | -1.98% |
| Avg. Up Week | 2.66% | 6.25% |
| Avg. Down Week | -0.8% | -4.35% |
| Avg. Up Month | 9.74% | 14.59% |
| Avg. Down Month | -0.89% | -15.08% |
| Win Days % | 49.84% | 52.08% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 53.19% | 51.06% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |