| Metric | grep_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 84.0% | 100.0% |
| Cumulative Return | 59.79% | 38.12% |
| Max Drawdown | -6.01% | -26.0% |
| Sharpe | 2.91 | 0.96 |
| Sortino | 6.64 | 1.52 |
| Payoff Ratio | 1.76 | 1.21 |
| Profit Factor | 1.81 | 1.15 |
| Common Sense Ratio | 3.38 | 1.29 |
| CPC Index | 1.59 | 0.69 |
| Tail Ratio | 1.86 | 1.12 |
| Outlier Win Ratio | 10.79 | 2.99 |
| Outlier Loss Ratio | 9.13 | 2.24 |
| Volatility (ann.) | 18.54% | 50.41% |
| R^2 | 0.21 | 0.21 |
| Calmar | 11.43 | 1.67 |
| Skew | 3.16 | 0.59 |
| Kurtosis | 20.88 | 2.49 |
| Expected Daily % | 0.14% | 0.1% |
| Expected Monthly % | 4.35% | 2.98% |
| Expected Yearly % | 26.41% | 17.53% |
| Kelly Criterion | 21.05% | 7.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -4.21% |
| Expected Shortfall (cVaR) | -1.45% | -4.21% |
| Year | BTCUSD | grep_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 60.97 | 1.26 | + |
| 2025 | -6.91 | -0.73 | 0.11 | + |
| Metric | grep_fwd_ | BTCUSD |
|---|---|---|
| MTD | 2.65% | 3.09% |
| 3M | -0.68% | -8.3% |
| 6M | 42.15% | 37.2% |
| YTD | -0.73% | -6.91% |
| 1Y | 59.79% | 38.12% |
| 3Y (ann.) | 68.73% | 43.4% |
| 5Y (ann.) | 68.73% | 43.4% |
| Metric | grep_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.01% | -26.0% |
| Longest DD Days | 99.0 | 161.0 |
| Avg. Drawdown | -1.45% | -6.87% |
| Avg. Drawdown Days | 11.0 | 21.0 |
| Recovery Factor | 9.95 | 1.47 |
| Ulcer Index | 0.98 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-26 | -6.01 | 99 |
| 2024-05-22 | 2024-07-17 | -5.85 | 56 |
| 2024-08-26 | 2024-09-20 | -3.10 | 25 |
| 2024-07-23 | 2024-07-29 | -3.10 | 6 |
| 2024-07-30 | 2024-08-24 | -2.89 | 25 |
| 2024-10-22 | 2024-10-30 | -1.87 | 8 |
| 2024-10-31 | 2024-11-06 | -1.78 | 6 |
| 2024-11-23 | 2024-12-06 | -1.45 | 13 |
| 2024-09-29 | 2024-10-14 | -1.35 | 15 |
| 2024-12-09 | 2024-12-11 | -1.18 | 2 |
| Metric | grep_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 8.32% | 11.89% |
| Worst Day | -2.65% | -8.6% |
| Best Week | 16.23% | 18.93% |
| Worst Week | -3.32% | -12.33% |
| Best Month | 35.22% | 37.42% |
| Worst Month | -1.99% | -17.69% |
| Best Year | 60.97% | 48.38% |
| Worst Year | -0.73% | -6.91% |
| Avg. Up Day | 0.77% | 2.35% |
| Avg. Down Day | -0.44% | -1.95% |
| Avg. Up Week | 2.92% | 6.26% |
| Avg. Down Week | -0.95% | -4.88% |
| Avg. Up Month | 9.17% | 11.51% |
| Avg. Down Month | -1.03% | -11.18% |
| Win Days % | 49.64% | 49.54% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 57.78% | 52.08% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |