| Metric | tmp//11383544//fwd/fwd_results.csv_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 62.97% | 22.63% |
| Max Drawdown | -14.16% | -26.06% |
| Sharpe | 2.07 | 0.74 |
| Sortino | 3.84 | 1.06 |
| Payoff Ratio | 2.14 | 1.04 |
| Profit Factor | 1.57 | 1.11 |
| Common Sense Ratio | 2.11 | 1.12 |
| CPC Index | 1.61 | 0.6 |
| Tail Ratio | 1.35 | 1.01 |
| Outlier Win Ratio | 7.77 | 3.91 |
| Outlier Loss Ratio | 8.59 | 2.73 |
| Volatility (ann.) | 30.74% | 51.44% |
| R^2 | 0.02 | 0.02 |
| Calmar | 5.68 | 1.07 |
| Skew | 1.84 | -0.19 |
| Kurtosis | 12.78 | 2.94 |
| Expected Daily % | 0.16% | 0.07% |
| Expected Monthly % | 5.01% | 2.06% |
| Expected Yearly % | 27.66% | 10.74% |
| Kelly Criterion | 23.72% | 4.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.47% | -4.32% |
| Expected Shortfall (cVaR) | -2.47% | -4.32% |
| Year | BTCUSD | tmp//11383544//fwd/fwd_results.csv_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 70.66 | 1.93 | + |
| 2025 | -10.30 | -4.51 | 0.44 | + |
| Metric | tmp//11383544//fwd/fwd_results.csv_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.6% | 3.86% |
| 3M | -4.38% | -13.72% |
| 6M | 39.88% | 26.88% |
| YTD | -4.51% | -10.3% |
| 1Y | 62.97% | 22.63% |
| 3Y (ann.) | 80.45% | 27.96% |
| 5Y (ann.) | 80.45% | 27.96% |
| Metric | tmp//11383544//fwd/fwd_results.csv_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.16% | -26.06% |
| Longest DD Days | 75.0 | 144.0 |
| Avg. Drawdown | -3.3% | -8.25% |
| Avg. Drawdown Days | 15.0 | 31.0 |
| Recovery Factor | 4.45 | 0.87 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-30 | -14.16 | 27 |
| 2024-07-02 | 2024-07-15 | -9.29 | 13 |
| 2024-12-17 | 2025-03-02 | -7.14 | 75 |
| 2024-08-09 | 2024-10-12 | -5.39 | 64 |
| 2024-07-22 | 2024-08-08 | -5.00 | 17 |
| 2024-11-23 | 2024-12-15 | -3.88 | 22 |
| 2024-10-30 | 2024-11-06 | -3.34 | 7 |
| 2024-11-14 | 2024-11-15 | -2.66 | 1 |
| 2024-06-26 | 2024-06-30 | -1.56 | 4 |
| 2024-07-17 | 2024-07-19 | -1.30 | 2 |
| Metric | tmp//11383544//fwd/fwd_results.csv_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.68% | 9.49% |
| Worst Day | -7.26% | -13.23% |
| Best Week | 17.52% | 15.41% |
| Worst Week | -5.06% | -18.81% |
| Best Month | 33.94% | 34.43% |
| Worst Month | -3.72% | -23.44% |
| Best Year | 70.66% | 36.7% |
| Worst Year | -4.51% | -10.3% |
| Avg. Up Day | 1.05% | 1.97% |
| Avg. Down Day | -0.49% | -1.9% |
| Avg. Up Week | 3.25% | 6.32% |
| Avg. Down Week | -1.27% | -4.9% |
| Avg. Up Month | 12.33% | 16.1% |
| Avg. Down Month | -3.72% | -23.44% |
| Win Days % | 47.99% | 51.66% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 57.78% | 48.89% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |