| Metric | 3600_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 37.39% | 20.23% |
| Max Drawdown | -26.38% | -31.17% |
| Sharpe | 0.25 | 0.12 |
| Sortino | 0.36 | 0.17 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.07 | 1.02 |
| Common Sense Ratio | 1.18 | 1.0 |
| CPC Index | 0.56 | 0.54 |
| Tail Ratio | 1.11 | 0.98 |
| Outlier Win Ratio | 14.67 | 3.56 |
| Outlier Loss Ratio | 5.53 | 3.5 |
| Volatility (ann.) | 5.94% | 10.82% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.41 | 0.65 |
| Skew | -0.11 | -0.14 |
| Kurtosis | 40.64 | 9.05 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.29% | 1.32% |
| Expected Yearly % | 17.21% | 9.65% |
| Kelly Criterion | 1.14% | 3.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -0.93% |
| Expected Shortfall (cVaR) | -0.51% | -0.93% |
| Year | BTCUSD | 3600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 61.87 | 1.87 | + |
| 2025 | -9.65 | -15.12 | 1.57 | - |
| Metric | 3600_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.03% | 2.2% |
| 3M | -15.12% | -8.93% |
| 6M | 12.05% | 28.58% |
| YTD | -15.12% | -9.65% |
| 1Y | 35.39% | 18.32% |
| 3Y (ann.) | 37.15% | 20.1% |
| 5Y (ann.) | 37.15% | 20.1% |
| Metric | 3600_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -26.38% | -31.17% |
| Longest DD Days | 116.0 | 204.0 |
| Avg. Drawdown | -1.78% | -3.38% |
| Avg. Drawdown Days | 5.0 | 9.0 |
| Recovery Factor | 1.42 | 0.65 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-04-01 | -26.38 | 116 |
| 2024-08-08 | 2024-09-27 | -9.92 | 49 |
| 2024-07-01 | 2024-07-14 | -8.56 | 13 |
| 2024-07-29 | 2024-08-08 | -8.29 | 10 |
| 2024-04-01 | 2024-05-15 | -8.26 | 44 |
| 2024-09-27 | 2024-10-14 | -4.90 | 16 |
| 2024-05-21 | 2024-06-30 | -4.84 | 40 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-10-15 | 2024-10-16 | -3.38 | 0 |
| 2024-07-16 | 2024-07-16 | -3.18 | 0 |
| Metric | 3600_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 4.37% | 4.96% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 16.2% | 18.93% |
| Worst Week | -8.41% | -12.33% |
| Best Month | 26.13% | 37.42% |
| Worst Month | -7.14% | -17.69% |
| Best Year | 61.87% | 33.06% |
| Worst Year | -15.12% | -9.65% |
| Avg. Up Day | 0.26% | 0.36% |
| Avg. Down Day | -0.25% | -0.34% |
| Avg. Up Week | 4.73% | 7.6% |
| Avg. Down Week | -1.96% | -4.67% |
| Avg. Up Month | 8.11% | 10.56% |
| Avg. Down Month | -5.95% | -9.5% |
| Win Days % | 48.72% | 50.78% |
| Win Month % | 64.29% | 57.14% |
| Win Week % | 46.15% | 45.45% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 50.0% |