| Metric | /tmp/405865_var2_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 41.58% | 38.53% |
| Max Drawdown | -10.84% | -28.38% |
| Sharpe | 0.84 | 0.49 |
| Sortino | 1.39 | 0.71 |
| Payoff Ratio | 1.25 | 1.12 |
| Profit Factor | 1.25 | 1.08 |
| Common Sense Ratio | 1.48 | 1.04 |
| CPC Index | 0.76 | 0.62 |
| Tail Ratio | 1.18 | 0.96 |
| Outlier Win Ratio | 17.88 | 3.64 |
| Outlier Loss Ratio | 4.94 | 3.12 |
| Volatility (ann.) | 13.01% | 26.09% |
| R^2 | 0.31 | 0.31 |
| Calmar | 4.58 | 1.62 |
| Skew | 1.8 | 0.16 |
| Kurtosis | 21.24 | 6.35 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.21% | 3.01% |
| Expected Yearly % | 18.99% | 17.7% |
| Kelly Criterion | 7.91% | 8.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.21% |
| Expected Shortfall (cVaR) | -1.09% | -2.21% |
| Year | BTCUSD | /tmp/405865_var2_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 48.97 | 0.99 | - |
| 2025 | -7.32 | -4.96 | 0.68 | + |
| Metric | /tmp/405865_var2_fwd_ | BTCUSD |
|---|---|---|
| MTD | 1.82% | 2.63% |
| 3M | -4.96% | -12.25% |
| 6M | 28.02% | 34.61% |
| YTD | -4.96% | -7.32% |
| 1Y | 41.58% | 38.53% |
| 3Y (ann.) | 49.61% | 45.89% |
| 5Y (ann.) | 49.61% | 45.89% |
| Metric | /tmp/405865_var2_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.84% | -28.38% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -2.47% | -4.96% |
| Avg. Drawdown Days | 11.0 | 12.0 |
| Recovery Factor | 3.84 | 1.36 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-27 | 2024-10-18 | -10.84 | 52 |
| 2024-12-17 | 2025-03-26 | -10.55 | 98 |
| 2024-05-19 | 2024-07-21 | -8.19 | 63 |
| 2024-07-22 | 2024-08-18 | -6.01 | 27 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-08-20 | 2024-08-21 | -1.39 | 1 |
| 2024-08-22 | 2024-08-23 | -0.99 | 1 |
| Metric | /tmp/405865_var2_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.58% | -12.33% |
| Best Month | 39.6% | 37.42% |
| Worst Month | -3.91% | -17.69% |
| Best Year | 48.97% | 49.48% |
| Worst Year | -4.96% | -7.32% |
| Avg. Up Day | 0.75% | 0.96% |
| Avg. Down Day | -0.6% | -0.86% |
| Avg. Up Week | 5.06% | 7.64% |
| Avg. Down Week | -2.52% | -4.88% |
| Avg. Up Month | 11.23% | 11.71% |
| Avg. Down Month | -2.41% | -9.19% |
| Win Days % | 48.93% | 51.47% |
| Win Month % | 45.45% | 63.64% |
| Win Week % | 51.61% | 53.19% |
| Win Quarter % | 50.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |