| Metric | /tmp/model.uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | -83.41% | 21.46% |
| Max Drawdown | -90.85% | -28.38% |
| Sharpe | -0.22 | 0.35 |
| Sortino | -0.22 | 0.51 |
| Payoff Ratio | 1.57 | 1.12 |
| Profit Factor | 0.81 | 1.06 |
| Common Sense Ratio | 1.96 | 0.98 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 2.42 | 0.92 |
| Outlier Win Ratio | 14.65 | 3.84 |
| Outlier Loss Ratio | 8.91 | 3.43 |
| Volatility (ann.) | 51.74% | 26.06% |
| R^2 | 0.0 | 0.0 |
| Calmar | -0.97 | 0.93 |
| Skew | -30.0 | 0.14 |
| Kurtosis | 999.19 | 6.53 |
| Expected Daily % | -0.15% | 0.02% |
| Expected Monthly % | -16.44% | 1.96% |
| Expected Yearly % | -59.27% | 10.21% |
| Kelly Criterion | 15.83% | 7.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.49% | -2.22% |
| Expected Shortfall (cVaR) | -4.49% | -2.22% |
| Year | BTCUSD | /tmp/model.uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 70.77 | 1.86 | + |
| 2025 | -12.00 | -90.29 | 7.53 | - |
| Metric | /tmp/model.uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | -89.9% | -2.54% |
| 3M | -90.29% | -13.64% |
| 6M | -85.77% | 24.74% |
| YTD | -90.29% | -12.0% |
| 1Y | -83.41% | 21.46% |
| 3Y (ann.) | -88.52% | 26.39% |
| 5Y (ann.) | -88.52% | 26.39% |
| Metric | /tmp/model.uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -90.85% | -28.38% |
| Longest DD Days | 75.0 | 144.0 |
| Avg. Drawdown | -3.19% | -4.56% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | -0.92 | 0.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-31 | -90.85 | 28 |
| 2024-07-01 | 2024-07-15 | -9.51 | 13 |
| 2024-12-17 | 2025-03-02 | -7.17 | 75 |
| 2024-08-09 | 2024-10-12 | -5.76 | 64 |
| 2024-07-22 | 2024-08-08 | -5.21 | 17 |
| 2024-11-22 | 2024-12-15 | -3.95 | 22 |
| 2024-10-29 | 2024-11-06 | -3.47 | 7 |
| 2024-11-13 | 2024-11-15 | -3.38 | 1 |
| 2024-06-26 | 2024-06-30 | -1.65 | 4 |
| 2024-07-17 | 2024-07-19 | -1.62 | 2 |
| Metric | /tmp/model.uniq_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 9.99% | 9.33% |
| Worst Day | -89.82% | -9.32% |
| Best Week | 17.74% | 18.93% |
| Worst Week | -89.85% | -12.33% |
| Best Month | 33.77% | 37.42% |
| Worst Month | -89.9% | -17.69% |
| Best Year | 70.77% | 38.02% |
| Worst Year | -90.29% | -12.0% |
| Avg. Up Day | 0.25% | 1.0% |
| Avg. Down Day | -0.16% | -0.89% |
| Avg. Up Week | 3.3% | 6.07% |
| Avg. Down Week | -6.26% | -4.95% |
| Avg. Up Month | 12.27% | 14.69% |
| Avg. Down Month | -46.81% | -10.12% |
| Win Days % | 48.52% | 51.24% |
| Win Month % | 70.0% | 50.0% |
| Win Week % | 55.56% | 51.11% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |