| Metric | /tmp/11383432.v_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 10.3% | 29.45% |
| Max Drawdown | -8.34% | -26.06% |
| Sharpe | 1.06 | 0.87 |
| Sortino | 1.64 | 1.26 |
| Payoff Ratio | 1.21 | 1.62 |
| Profit Factor | 1.5 | 1.14 |
| Common Sense Ratio | 3.22 | 1.14 |
| CPC Index | 0.95 | 0.96 |
| Tail Ratio | 2.15 | 1.01 |
| Outlier Win Ratio | 42.9 | 2.53 |
| Outlier Loss Ratio | 5.5 | 2.15 |
| Volatility (ann.) | 11.96% | 51.65% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.53 | 1.43 |
| Skew | -0.02 | -0.21 |
| Kurtosis | 28.86 | 2.93 |
| Expected Daily % | 0.03% | 0.09% |
| Expected Monthly % | 0.99% | 2.61% |
| Expected Yearly % | 5.03% | 13.77% |
| Kelly Criterion | 13.35% | 22.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -4.32% |
| Expected Shortfall (cVaR) | -1.0% | -4.32% |
| Year | BTCUSD | /tmp/11383432.v_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 10.76 | 0.29 | - |
| 2025 | -5.31 | -0.41 | 0.08 | + |
| Metric | /tmp/11383432.v_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.4% | 9.63% |
| 3M | -0.41% | -8.34% |
| 6M | 2.1% | 37.33% |
| YTD | -0.41% | -5.31% |
| 1Y | 10.3% | 29.45% |
| 3Y (ann.) | 12.76% | 37.18% |
| 5Y (ann.) | 12.76% | 37.18% |
| Metric | /tmp/11383432.v_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.34% | -26.06% |
| Longest DD Days | 56.0 | 144.0 |
| Avg. Drawdown | -2.17% | -8.25% |
| Avg. Drawdown Days | 28.0 | 31.0 |
| Recovery Factor | 1.24 | 1.13 |
| Ulcer Index | 1.32 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-29 | 2025-03-26 | -8.34 | 56 |
| 2024-12-20 | 2025-01-28 | -5.87 | 39 |
| 2024-06-15 | 2024-07-15 | -2.32 | 30 |
| 2024-11-23 | 2024-12-14 | -0.95 | 21 |
| 2024-09-26 | 2024-09-27 | -0.91 | 1 |
| 2024-08-26 | 2024-09-25 | -0.58 | 30 |
| 2024-09-29 | 2024-10-26 | -0.28 | 27 |
| 2024-07-28 | 2024-08-22 | -0.17 | 25 |
| 2024-10-27 | 2024-11-21 | -0.08 | 25 |
| Metric | /tmp/11383432.v_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 3.74% | 9.49% |
| Worst Day | -5.09% | -13.23% |
| Best Week | 4.75% | 15.41% |
| Worst Week | -5.51% | -18.81% |
| Best Month | 6.52% | 34.43% |
| Worst Month | -6.14% | -23.44% |
| Best Year | 10.76% | 36.7% |
| Worst Year | -0.41% | -5.31% |
| Avg. Up Day | 1.14% | 2.26% |
| Avg. Down Day | -0.94% | -1.4% |
| Avg. Up Week | 2.05% | 6.36% |
| Avg. Down Week | -1.51% | -6.08% |
| Avg. Up Month | 3.28% | 15.44% |
| Avg. Down Month | -3.52% | -12.84% |
| Win Days % | 52.54% | 52.35% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 54.17% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |