| Metric | 3600_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | 37.33% | 16.63% |
| Max Drawdown | -23.18% | -26.85% |
| Sharpe | 1.16 | 0.55 |
| Sortino | 1.97 | 0.83 |
| Payoff Ratio | 1.52 | 1.34 |
| Profit Factor | 1.29 | 1.08 |
| Common Sense Ratio | 1.64 | 1.17 |
| CPC Index | 0.86 | 0.72 |
| Tail Ratio | 1.27 | 1.08 |
| Outlier Win Ratio | 9.64 | 3.32 |
| Outlier Loss Ratio | 5.11 | 2.64 |
| Volatility (ann.) | 31.42% | 50.26% |
| R^2 | 0.44 | 0.44 |
| Calmar | 1.61 | 0.62 |
| Skew | 1.53 | 0.36 |
| Kurtosis | 13.52 | 1.53 |
| Expected Daily % | 0.09% | 0.04% |
| Expected Monthly % | 2.47% | 1.19% |
| Expected Yearly % | 17.19% | 7.99% |
| Kelly Criterion | 6.95% | 11.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.61% | -4.25% |
| Expected Shortfall (cVaR) | -2.61% | -4.25% |
| Year | BTCUSD | 3600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 62.20 | 1.95 | + |
| 2025 | -11.55 | -15.33 | 1.33 | - |
| Metric | 3600_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -8.79% | -3.01% |
| 3M | -15.33% | -13.4% |
| 6M | 11.24% | 23.85% |
| YTD | -15.33% | -11.55% |
| 1Y | 37.33% | 16.63% |
| 3Y (ann.) | 37.21% | 16.58% |
| 5Y (ann.) | 37.21% | 16.58% |
| Metric | 3600_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -23.18% | -26.85% |
| Longest DD Days | 102.0 | 203.0 |
| Avg. Drawdown | -4.43% | -7.46% |
| Avg. Drawdown Days | 20.0 | 31.0 |
| Recovery Factor | 1.61 | 0.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-03-31 | -23.18 | 102 |
| 2024-07-02 | 2024-07-15 | -7.24 | 13 |
| 2024-04-02 | 2024-05-16 | -7.13 | 44 |
| 2024-08-10 | 2024-09-25 | -6.96 | 46 |
| 2024-07-23 | 2024-08-09 | -6.49 | 17 |
| 2024-11-24 | 2024-12-17 | -5.06 | 23 |
| 2024-05-22 | 2024-07-01 | -4.30 | 40 |
| 2024-09-29 | 2024-10-15 | -3.87 | 16 |
| 2024-10-21 | 2024-10-29 | -1.53 | 8 |
| 2024-11-13 | 2024-11-14 | -1.04 | 1 |
| Metric | 3600_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.68% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 16.44% | 15.55% |
| Worst Week | -11.26% | -14.34% |
| Best Month | 25.66% | 34.46% |
| Worst Month | -8.79% | -19.77% |
| Best Year | 62.2% | 31.85% |
| Worst Year | -15.33% | -11.55% |
| Avg. Up Day | 1.68% | 2.32% |
| Avg. Down Day | -1.11% | -1.73% |
| Avg. Up Week | 4.63% | 6.66% |
| Avg. Down Week | -1.81% | -4.84% |
| Avg. Up Month | 9.49% | 13.97% |
| Avg. Down Month | -4.87% | -7.09% |
| Win Days % | 43.88% | 49.45% |
| Win Month % | 61.54% | 46.15% |
| Win Week % | 43.4% | 55.56% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |