| Metric | tmp/LEVER_BTC/buy_twap/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 58.95% | 30.91% |
| Max Drawdown | -14.07% | -26.0% |
| Sharpe | 1.93 | 0.84 |
| Sortino | 3.59 | 1.31 |
| Payoff Ratio | 1.73 | 1.24 |
| Profit Factor | 1.56 | 1.13 |
| Common Sense Ratio | 2.0 | 1.26 |
| CPC Index | 1.27 | 0.69 |
| Tail Ratio | 1.28 | 1.12 |
| Outlier Win Ratio | 9.16 | 3.79 |
| Outlier Loss Ratio | 8.54 | 2.59 |
| Volatility (ann.) | 28.39% | 50.29% |
| R^2 | 0.56 | 0.56 |
| Calmar | 4.74 | 1.33 |
| Skew | 1.98 | 0.6 |
| Kurtosis | 15.13 | 2.5 |
| Expected Daily % | 0.14% | 0.08% |
| Expected Monthly % | 4.3% | 2.48% |
| Expected Yearly % | 26.08% | 14.41% |
| Kelly Criterion | 16.31% | 8.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.29% | -4.21% |
| Expected Shortfall (cVaR) | -2.29% | -4.21% |
| Year | BTCUSD | tmp/LEVER_BTC/buy_twap/build.uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 67.98 | 1.41 | + |
| 2025 | -11.78 | -5.38 | 0.46 | + |
| Metric | tmp/LEVER_BTC/buy_twap/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.75% | -2.3% |
| 3M | -5.27% | -12.54% |
| 6M | 35.32% | 25.19% |
| YTD | -5.38% | -11.78% |
| 1Y | 58.95% | 30.91% |
| 3Y (ann.) | 66.7% | 34.58% |
| 5Y (ann.) | 66.7% | 34.58% |
| Metric | tmp/LEVER_BTC/buy_twap/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.07% | -26.0% |
| Longest DD Days | 75.0 | 161.0 |
| Avg. Drawdown | -2.78% | -6.87% |
| Avg. Drawdown Days | 15.0 | 22.0 |
| Recovery Factor | 4.19 | 1.19 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-30 | -14.07 | 27 |
| 2024-07-02 | 2024-07-15 | -9.21 | 13 |
| 2024-12-17 | 2025-03-02 | -7.03 | 75 |
| 2024-08-09 | 2024-10-12 | -5.38 | 64 |
| 2024-11-23 | 2024-12-16 | -3.96 | 23 |
| 2024-10-30 | 2024-11-06 | -2.91 | 7 |
| 2024-07-22 | 2024-08-08 | -2.78 | 17 |
| 2024-11-14 | 2024-11-15 | -2.65 | 1 |
| 2024-05-22 | 2024-06-30 | -1.63 | 39 |
| 2024-07-17 | 2024-07-19 | -1.30 | 2 |
| Metric | tmp/LEVER_BTC/buy_twap/build.uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.67% | 11.89% |
| Worst Day | -7.22% | -8.6% |
| Best Week | 17.45% | 18.93% |
| Worst Week | -5.1% | -12.33% |
| Best Month | 32.61% | 37.42% |
| Worst Month | -3.58% | -17.69% |
| Best Year | 67.98% | 48.38% |
| Worst Year | -5.38% | -11.78% |
| Avg. Up Day | 1.12% | 2.3% |
| Avg. Down Day | -0.65% | -1.86% |
| Avg. Up Week | 2.84% | 6.02% |
| Avg. Down Week | -1.35% | -4.74% |
| Avg. Up Month | 9.44% | 13.2% |
| Avg. Down Month | -2.17% | -9.99% |
| Win Days % | 46.98% | 49.24% |
| Win Month % | 72.73% | 54.55% |
| Win Week % | 60.42% | 51.02% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |