| Metric | /tmp/405865_var2_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 34.59% | 31.7% |
| Max Drawdown | -10.22% | -26.06% |
| Sharpe | 1.54 | 0.88 |
| Sortino | 2.82 | 1.29 |
| Payoff Ratio | 1.35 | 1.12 |
| Profit Factor | 1.46 | 1.14 |
| Common Sense Ratio | 2.61 | 1.19 |
| CPC Index | 0.99 | 0.67 |
| Tail Ratio | 1.79 | 1.05 |
| Outlier Win Ratio | 13.77 | 2.95 |
| Outlier Loss Ratio | 4.9 | 2.65 |
| Volatility (ann.) | 24.3% | 51.1% |
| R^2 | 0.28 | 0.28 |
| Calmar | 4.05 | 1.45 |
| Skew | 1.87 | -0.18 |
| Kurtosis | 14.88 | 2.98 |
| Expected Daily % | 0.09% | 0.09% |
| Expected Monthly % | 2.74% | 2.53% |
| Expected Yearly % | 16.01% | 14.76% |
| Kelly Criterion | 13.08% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -4.28% |
| Expected Shortfall (cVaR) | -1.99% | -4.28% |
| Year | BTCUSD | /tmp/405865_var2_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 41.37 | 1.02 | + |
| 2025 | -6.26 | -4.79 | 0.77 | + |
| Metric | /tmp/405865_var2_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.0% | 8.53% |
| 3M | -4.79% | -9.8% |
| 6M | 30.95% | 37.7% |
| YTD | -4.79% | -6.26% |
| 1Y | 34.59% | 31.7% |
| 3Y (ann.) | 41.4% | 37.86% |
| 5Y (ann.) | 41.4% | 37.86% |
| Metric | /tmp/405865_var2_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.22% | -26.06% |
| Longest DD Days | 97.0 | 144.0 |
| Avg. Drawdown | -3.2% | -7.98% |
| Avg. Drawdown Days | 20.0 | 29.0 |
| Recovery Factor | 3.39 | 1.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-27 | 2024-10-21 | -10.22 | 55 |
| 2024-12-18 | 2025-03-25 | -10.02 | 97 |
| 2024-05-20 | 2024-07-27 | -7.70 | 68 |
| 2024-10-22 | 2024-11-06 | -3.24 | 15 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-08-21 | 2024-08-22 | -1.15 | 1 |
| 2024-11-17 | 2024-11-19 | -1.01 | 2 |
| 2024-08-19 | 2024-08-20 | -0.36 | 1 |
| 2024-05-17 | 2024-05-18 | -0.15 | 1 |
| Metric | /tmp/405865_var2_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -6.12% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -5.39% | -18.81% |
| Best Month | 39.6% | 34.43% |
| Worst Month | -4.22% | -23.44% |
| Best Year | 41.37% | 40.49% |
| Worst Year | -4.79% | -6.26% |
| Avg. Up Day | 1.51% | 1.98% |
| Avg. Down Day | -1.12% | -1.76% |
| Avg. Up Week | 4.29% | 7.25% |
| Avg. Down Week | -1.93% | -4.28% |
| Avg. Up Month | 13.75% | 15.23% |
| Avg. Down Month | -2.31% | -12.51% |
| Win Days % | 50.0% | 52.08% |
| Win Month % | 36.36% | 63.64% |
| Win Week % | 50.0% | 51.06% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |