| Metric | 1_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 73.0% | 100.0% |
| Cumulative Return | 37.93% | 39.84% |
| Max Drawdown | -17.97% | -28.38% |
| Sharpe | 0.76 | 0.5 |
| Sortino | 1.2 | 0.73 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | 1.27 | 1.04 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.08 | 0.96 |
| Outlier Win Ratio | 11.37 | 3.57 |
| Outlier Loss Ratio | 6.55 | 3.08 |
| Volatility (ann.) | 13.48% | 26.07% |
| R^2 | 0.44 | 0.44 |
| Calmar | 2.51 | 1.67 |
| Skew | 1.26 | 0.16 |
| Kurtosis | 16.39 | 6.36 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 2.97% | 3.1% |
| Expected Yearly % | 17.45% | 18.25% |
| Kelly Criterion | 5.99% | 7.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.21% |
| Expected Shortfall (cVaR) | -1.13% | -2.21% |
| Year | BTCUSD | 1_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 50.62 | 1.02 | + |
| 2025 | -6.45 | -8.42 | 1.31 | - |
| Metric | 1_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.37% | 3.6% |
| 3M | -8.42% | -11.42% |
| 6M | 15.16% | 35.88% |
| YTD | -8.42% | -6.45% |
| 1Y | 37.93% | 39.84% |
| 3Y (ann.) | 45.16% | 47.48% |
| 5Y (ann.) | 45.16% | 47.48% |
| Metric | 1_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.97% | -28.38% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -2.69% | -4.96% |
| Avg. Drawdown Days | 11.0 | 12.0 |
| Recovery Factor | 2.11 | 1.4 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -17.97 | 99 |
| 2024-05-21 | 2024-07-19 | -10.57 | 59 |
| 2024-08-26 | 2024-09-24 | -9.49 | 29 |
| 2024-07-22 | 2024-08-23 | -6.02 | 32 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-10-21 | 2024-11-10 | -4.70 | 20 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-05-19 | 2024-05-20 | -1.63 | 1 |
| Metric | 1_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.4% | -12.33% |
| Best Month | 29.64% | 37.42% |
| Worst Month | -4.15% | -17.69% |
| Best Year | 50.62% | 49.48% |
| Worst Year | -8.42% | -6.45% |
| Avg. Up Day | 0.51% | 0.94% |
| Avg. Down Day | -0.44% | -0.86% |
| Avg. Up Week | 4.4% | 7.3% |
| Avg. Down Week | -1.93% | -4.71% |
| Avg. Up Month | 10.93% | 13.36% |
| Avg. Down Month | -3.25% | -9.19% |
| Win Days % | 49.67% | 51.54% |
| Win Month % | 45.45% | 63.64% |
| Win Week % | 42.86% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |