| Metric | grep.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 60.85% | 38.97% |
| Max Drawdown | -4.42% | -26.0% |
| Sharpe | 3.04 | 0.98 |
| Sortino | 7.35 | 1.54 |
| Payoff Ratio | 1.66 | 1.74 |
| Profit Factor | 2.13 | 1.15 |
| Common Sense Ratio | 3.79 | 1.29 |
| CPC Index | 1.94 | 0.99 |
| Tail Ratio | 1.78 | 1.12 |
| Outlier Win Ratio | 16.79 | 3.04 |
| Outlier Loss Ratio | 6.78 | 2.14 |
| Volatility (ann.) | 18.01% | 50.48% |
| R^2 | 0.06 | 0.06 |
| Calmar | 15.91 | 1.71 |
| Skew | 3.57 | 0.59 |
| Kurtosis | 24.38 | 2.47 |
| Expected Daily % | 0.15% | 0.1% |
| Expected Monthly % | 4.42% | 3.04% |
| Expected Yearly % | 26.83% | 17.89% |
| Kelly Criterion | 27.78% | 20.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -4.21% |
| Expected Shortfall (cVaR) | -1.4% | -4.21% |
| Year | BTCUSD | grep.f_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 56.25 | 1.16 | + |
| 2025 | -6.34 | 2.94 | -0.46 | + |
| Metric | grep.f_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.57% | 3.72% |
| 3M | 2.32% | -8.05% |
| 6M | 45.47% | 37.53% |
| YTD | 2.94% | -6.34% |
| 1Y | 60.85% | 38.97% |
| 3Y (ann.) | 70.26% | 44.56% |
| 5Y (ann.) | 70.26% | 44.56% |
| Metric | grep.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.42% | -26.0% |
| Longest DD Days | 61.0 | 161.0 |
| Avg. Drawdown | -1.35% | -6.87% |
| Avg. Drawdown Days | 12.0 | 21.0 |
| Recovery Factor | 13.78 | 1.5 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-09-20 | -4.42 | 25 |
| 2024-05-22 | 2024-07-20 | -4.13 | 59 |
| 2025-01-23 | 2025-03-25 | -3.43 | 61 |
| 2024-12-26 | 2025-01-22 | -3.02 | 27 |
| 2024-07-23 | 2024-08-22 | -2.70 | 30 |
| 2024-10-07 | 2024-10-14 | -2.00 | 7 |
| 2024-10-22 | 2024-11-06 | -1.94 | 15 |
| 2024-11-15 | 2024-11-16 | -1.68 | 1 |
| 2024-12-09 | 2024-12-11 | -1.43 | 2 |
| 2024-11-13 | 2024-11-14 | -1.36 | 1 |
| Metric | grep.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.25% | 11.89% |
| Worst Day | -3.0% | -8.6% |
| Best Week | 15.52% | 18.93% |
| Worst Week | -2.61% | -12.33% |
| Best Month | 33.12% | 37.42% |
| Worst Month | -0.8% | -17.69% |
| Best Year | 56.25% | 48.38% |
| Worst Year | 2.94% | -6.34% |
| Avg. Up Day | 0.9% | 2.2% |
| Avg. Down Day | -0.54% | -1.27% |
| Avg. Up Week | 3.25% | 6.59% |
| Avg. Down Week | -0.94% | -3.92% |
| Avg. Up Month | 7.37% | 11.35% |
| Avg. Down Month | -0.77% | -7.93% |
| Win Days % | 54.91% | 49.69% |
| Win Month % | 80.0% | 63.64% |
| Win Week % | 62.86% | 52.08% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |