| Metric | /tmp/max.btc.all_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 49.05% | 33.03% |
| Max Drawdown | -4.87% | -26.06% |
| Sharpe | 3.17 | 0.9 |
| Sortino | 7.21 | 1.32 |
| Payoff Ratio | 1.89 | 1.06 |
| Profit Factor | 1.9 | 1.14 |
| Common Sense Ratio | 3.71 | 1.2 |
| CPC Index | 1.78 | 0.63 |
| Tail Ratio | 1.95 | 1.05 |
| Outlier Win Ratio | 9.25 | 2.6 |
| Outlier Loss Ratio | 14.33 | 2.24 |
| Volatility (ann.) | 14.94% | 51.02% |
| R^2 | 0.38 | 0.38 |
| Calmar | 12.12 | 1.51 |
| Skew | 2.99 | -0.18 |
| Kurtosis | 19.83 | 2.99 |
| Expected Daily % | 0.13% | 0.09% |
| Expected Monthly % | 3.7% | 2.63% |
| Expected Yearly % | 22.09% | 15.34% |
| Kelly Criterion | 23.02% | 7.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -4.27% |
| Expected Shortfall (cVaR) | -1.16% | -4.27% |
| Year | BTCUSD | /tmp/max.btc.all_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 48.25 | 1.19 | + |
| 2025 | -5.31 | 0.54 | -0.10 | + |
| Metric | /tmp/max.btc.all_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.96% | 9.63% |
| 3M | 0.39% | -8.34% |
| 6M | 34.24% | 37.33% |
| YTD | 0.54% | -5.31% |
| 1Y | 49.05% | 33.03% |
| 3Y (ann.) | 59.03% | 39.34% |
| 5Y (ann.) | 59.03% | 39.34% |
| Metric | /tmp/max.btc.all_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.87% | -26.06% |
| Longest DD Days | 98.0 | 144.0 |
| Avg. Drawdown | -1.05% | -7.98% |
| Avg. Drawdown Days | 12.0 | 29.0 |
| Recovery Factor | 10.07 | 1.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-17 | -4.87 | 56 |
| 2024-08-25 | 2024-09-19 | -3.51 | 25 |
| 2024-12-18 | 2025-03-26 | -3.46 | 98 |
| 2024-07-23 | 2024-07-28 | -2.80 | 5 |
| 2024-10-22 | 2024-11-06 | -1.41 | 15 |
| 2024-08-10 | 2024-08-24 | -0.92 | 14 |
| 2024-07-29 | 2024-08-08 | -0.84 | 10 |
| 2024-11-23 | 2024-12-05 | -0.79 | 12 |
| 2024-09-21 | 2024-09-25 | -0.77 | 4 |
| 2024-07-18 | 2024-07-20 | -0.75 | 2 |
| Metric | /tmp/max.btc.all_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.49% | 9.49% |
| Worst Day | -2.34% | -13.23% |
| Best Week | 11.8% | 15.41% |
| Worst Week | -2.61% | -18.81% |
| Best Month | 28.61% | 34.43% |
| Worst Month | -1.49% | -23.44% |
| Best Year | 48.25% | 40.49% |
| Worst Year | 0.54% | -5.31% |
| Avg. Up Day | 0.66% | 2.17% |
| Avg. Down Day | -0.35% | -2.06% |
| Avg. Up Week | 2.58% | 6.3% |
| Avg. Down Week | -0.77% | -4.35% |
| Avg. Up Month | 9.3% | 14.81% |
| Avg. Down Month | -1.47% | -17.37% |
| Win Days % | 49.68% | 52.23% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 53.19% | 51.06% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |