| Metric | tmp//11383544//fwd/fwd_results.csv_ | BTCUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | -81.03% | 21.46% |
| Max Drawdown | -89.51% | -28.38% |
| Sharpe | -0.21 | 0.35 |
| Sortino | -0.22 | 0.51 |
| Payoff Ratio | 1.57 | 1.12 |
| Profit Factor | 0.81 | 1.06 |
| Common Sense Ratio | 1.89 | 0.98 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 2.32 | 0.92 |
| Outlier Win Ratio | 14.71 | 3.81 |
| Outlier Loss Ratio | 8.77 | 3.4 |
| Volatility (ann.) | 50.9% | 26.06% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.97 | 0.93 |
| Skew | -29.97 | 0.14 |
| Kurtosis | 998.2 | 6.53 |
| Expected Daily % | -0.14% | 0.02% |
| Expected Monthly % | -15.32% | 1.96% |
| Expected Yearly % | -56.45% | 10.21% |
| Kelly Criterion | 15.76% | 7.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.41% | -2.22% |
| Expected Shortfall (cVaR) | -4.41% | -2.22% |
| Year | BTCUSD | tmp//11383544//fwd/fwd_results.csv_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 70.70 | 1.86 | + |
| 2025 | -12.00 | -88.89 | 7.41 | - |
| Metric | tmp//11383544//fwd/fwd_results.csv_ | BTCUSD |
|---|---|---|
| MTD | -88.44% | -2.54% |
| 3M | -88.89% | -13.64% |
| 6M | -83.72% | 24.74% |
| YTD | -88.89% | -12.0% |
| 1Y | -81.03% | 21.46% |
| 3Y (ann.) | -86.5% | 26.39% |
| 5Y (ann.) | -86.5% | 26.39% |
| Metric | tmp//11383544//fwd/fwd_results.csv_ | BTCUSD |
|---|---|---|
| Max Drawdown | -89.51% | -28.38% |
| Longest DD Days | 75.0 | 144.0 |
| Avg. Drawdown | -3.23% | -4.56% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | -0.91 | 0.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-31 | -89.51 | 28 |
| 2024-07-01 | 2024-07-15 | -9.34 | 13 |
| 2024-12-17 | 2025-03-02 | -7.15 | 75 |
| 2024-08-09 | 2024-10-12 | -5.67 | 64 |
| 2024-07-22 | 2024-08-08 | -5.12 | 17 |
| 2024-11-22 | 2024-12-15 | -3.88 | 22 |
| 2024-10-29 | 2024-11-06 | -3.42 | 7 |
| 2024-11-13 | 2024-11-15 | -3.42 | 1 |
| 2024-07-17 | 2024-07-19 | -1.63 | 2 |
| 2024-06-26 | 2024-06-30 | -1.62 | 4 |
| Metric | tmp//11383544//fwd/fwd_results.csv_ | BTCUSD |
|---|---|---|
| Best Day | 9.81% | 9.33% |
| Worst Day | -88.34% | -9.32% |
| Best Week | 17.78% | 18.93% |
| Worst Week | -88.38% | -12.33% |
| Best Month | 33.96% | 37.42% |
| Worst Month | -88.44% | -17.69% |
| Best Year | 70.7% | 38.02% |
| Worst Year | -88.89% | -12.0% |
| Avg. Up Day | 0.25% | 1.0% |
| Avg. Down Day | -0.16% | -0.9% |
| Avg. Up Week | 3.3% | 6.07% |
| Avg. Down Week | -6.54% | -5.16% |
| Avg. Up Month | 12.33% | 14.69% |
| Avg. Down Month | -46.05% | -10.12% |
| Win Days % | 48.59% | 51.24% |
| Win Month % | 70.0% | 50.0% |
| Win Week % | 57.78% | 51.11% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |