| Metric | /tmp/405865_var_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 57.35% | 28.15% |
| Max Drawdown | -8.67% | -26.06% |
| Sharpe | 2.31 | 0.85 |
| Sortino | 4.51 | 1.23 |
| Payoff Ratio | 1.52 | 1.3 |
| Profit Factor | 1.92 | 1.13 |
| Common Sense Ratio | 4.87 | 1.14 |
| CPC Index | 1.59 | 0.77 |
| Tail Ratio | 2.54 | 1.01 |
| Outlier Win Ratio | 14.57 | 2.94 |
| Outlier Loss Ratio | 4.41 | 2.62 |
| Volatility (ann.) | 25.41% | 51.73% |
| R^2 | 0.26 | 0.26 |
| Calmar | 8.6 | 1.37 |
| Skew | 2.19 | -0.2 |
| Kurtosis | 17.56 | 2.91 |
| Expected Daily % | 0.15% | 0.08% |
| Expected Monthly % | 4.64% | 2.51% |
| Expected Yearly % | 25.44% | 13.2% |
| Kelly Criterion | 24.49% | 15.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.03% | -4.33% |
| Expected Shortfall (cVaR) | -2.03% | -4.33% |
| Year | BTCUSD | /tmp/405865_var_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 63.53 | 1.73 | + |
| 2025 | -6.26 | -3.78 | 0.60 | + |
| Metric | /tmp/405865_var_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 4.0% | 8.53% |
| 3M | -3.78% | -9.8% |
| 6M | 40.88% | 37.7% |
| YTD | -3.78% | -6.26% |
| 1Y | 57.35% | 28.15% |
| 3Y (ann.) | 74.56% | 35.63% |
| 5Y (ann.) | 74.56% | 35.63% |
| Metric | /tmp/405865_var_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.67% | -26.06% |
| Longest DD Days | 77.0 | 144.0 |
| Avg. Drawdown | -2.96% | -8.25% |
| Avg. Drawdown Days | 11.0 | 30.0 |
| Recovery Factor | 6.62 | 1.08 |
| Ulcer Index | 0.92 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-25 | -8.67 | 77 |
| 2024-08-27 | 2024-09-20 | -8.03 | 24 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2024-10-22 | 2024-11-06 | -3.01 | 15 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-07-18 | 2024-07-20 | -2.29 | 2 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-09-21 | 2024-09-25 | -1.40 | 4 |
| 2024-11-17 | 2024-11-19 | -1.01 | 2 |
| 2024-09-26 | 2024-09-27 | -0.94 | 1 |
| Metric | /tmp/405865_var_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -6.12% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -7.92% | -18.81% |
| Best Month | 43.64% | 34.43% |
| Worst Month | -7.06% | -23.44% |
| Best Year | 63.53% | 36.7% |
| Worst Year | -3.78% | -6.26% |
| Avg. Up Day | 1.95% | 2.29% |
| Avg. Down Day | -1.28% | -1.76% |
| Avg. Up Week | 5.45% | 8.02% |
| Avg. Down Week | -2.42% | -5.3% |
| Avg. Up Month | 16.32% | 15.23% |
| Avg. Down Month | -1.79% | -16.97% |
| Win Days % | 54.46% | 52.19% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 59.09% | 50.0% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |