| Metric | /tmp/max.btc.all_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 17.47% | 39.84% |
| Max Drawdown | -24.87% | -28.38% |
| Sharpe | 0.4 | 0.5 |
| Sortino | 0.45 | 0.73 |
| Payoff Ratio | 1.4 | 1.11 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.36 | 1.04 |
| CPC Index | 0.79 | 0.62 |
| Tail Ratio | 1.17 | 0.96 |
| Outlier Win Ratio | 13.23 | 3.07 |
| Outlier Loss Ratio | 10.79 | 2.64 |
| Volatility (ann.) | 14.77% | 26.07% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.82 | 1.67 |
| Skew | -19.85 | 0.16 |
| Kurtosis | 609.83 | 6.36 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 1.47% | 3.1% |
| Expected Yearly % | 8.38% | 18.25% |
| Kelly Criterion | 12.34% | 7.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.21% |
| Expected Shortfall (cVaR) | -1.26% | -2.21% |
| Year | BTCUSD | /tmp/max.btc.all_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 52.41 | 1.06 | + |
| 2025 | -6.45 | -22.92 | 3.55 | - |
| Metric | /tmp/max.btc.all_fwd_ | BTCUSD |
|---|---|---|
| MTD | -21.26% | 3.6% |
| 3M | -23.21% | -11.42% |
| 6M | 2.59% | 35.88% |
| YTD | -22.92% | -6.45% |
| 1Y | 17.47% | 39.84% |
| 3Y (ann.) | 20.51% | 47.48% |
| 5Y (ann.) | 20.51% | 47.48% |
| Metric | /tmp/max.btc.all_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -24.87% | -28.38% |
| Longest DD Days | 65.0 | 144.0 |
| Avg. Drawdown | -1.55% | -4.96% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | 0.7 | 1.4 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-27 | -24.87 | 65 |
| 2024-05-21 | 2024-07-16 | -5.13 | 56 |
| 2024-12-17 | 2025-01-20 | -4.53 | 34 |
| 2024-08-24 | 2024-09-18 | -3.68 | 25 |
| 2024-11-13 | 2024-11-19 | -3.59 | 5 |
| 2024-07-22 | 2024-08-08 | -3.45 | 17 |
| 2024-10-21 | 2024-11-06 | -2.42 | 16 |
| 2024-07-17 | 2024-07-19 | -1.69 | 2 |
| 2024-08-09 | 2024-08-23 | -1.38 | 14 |
| 2024-11-12 | 2024-11-13 | -1.27 | 1 |
| Metric | /tmp/max.btc.all_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -22.84% | -9.32% |
| Best Week | 13.57% | 18.93% |
| Worst Week | -21.66% | -12.33% |
| Best Month | 28.7% | 37.42% |
| Worst Month | -21.26% | -17.69% |
| Best Year | 52.41% | 49.48% |
| Worst Year | -22.92% | -6.45% |
| Avg. Up Day | 0.28% | 1.0% |
| Avg. Down Day | -0.2% | -0.9% |
| Avg. Up Week | 2.58% | 6.14% |
| Avg. Down Week | -0.93% | -4.26% |
| Avg. Up Month | 9.14% | 13.36% |
| Avg. Down Month | -1.11% | -12.4% |
| Win Days % | 48.84% | 51.54% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 57.45% | 53.19% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |