| Metric | 21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 40.29% | 27.52% |
| Max Drawdown | -7.62% | -26.06% |
| Sharpe | 1.73 | 0.75 |
| Sortino | 3.4 | 1.09 |
| Payoff Ratio | 1.45 | 1.14 |
| Profit Factor | 1.54 | 1.11 |
| Common Sense Ratio | 2.43 | 1.14 |
| CPC Index | 1.11 | 0.66 |
| Tail Ratio | 1.57 | 1.02 |
| Outlier Win Ratio | 13.44 | 2.9 |
| Outlier Loss Ratio | 7.52 | 2.41 |
| Volatility (ann.) | 21.63% | 51.16% |
| R^2 | 0.29 | 0.29 |
| Calmar | 5.53 | 1.1 |
| Skew | 2.58 | -0.12 |
| Kurtosis | 18.08 | 2.63 |
| Expected Daily % | 0.1% | 0.07% |
| Expected Monthly % | 2.86% | 2.05% |
| Expected Yearly % | 18.44% | 12.93% |
| Kelly Criterion | 14.83% | 9.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -4.3% |
| Expected Shortfall (cVaR) | -1.76% | -4.3% |
| Year | BTCUSD | 21600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 43.52 | 51.29 | 1.18 | + |
| 2025 | -11.15 | -7.28 | 0.65 | + |
| Metric | 21600_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -2.61% | 2.87% |
| 3M | -7.28% | -13.04% |
| 6M | 27.41% | 24.54% |
| YTD | -7.28% | -11.15% |
| 1Y | 40.29% | 27.52% |
| 3Y (ann.) | 42.19% | 28.77% |
| 5Y (ann.) | 42.19% | 28.77% |
| Metric | 21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.62% | -26.06% |
| Longest DD Days | 128.0 | 144.0 |
| Avg. Drawdown | -2.86% | -9.09% |
| Avg. Drawdown Days | 22.0 | 29.0 |
| Recovery Factor | 5.28 | 1.06 |
| Ulcer Index | 1.0 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-30 | 2024-09-25 | -7.62 | 57 |
| 2024-11-23 | 2025-03-31 | -7.55 | 128 |
| 2024-05-22 | 2024-07-21 | -6.57 | 60 |
| 2024-07-23 | 2024-07-27 | -4.80 | 4 |
| 2024-10-22 | 2024-11-06 | -2.75 | 15 |
| 2024-11-15 | 2024-11-16 | -2.43 | 1 |
| 2024-11-13 | 2024-11-14 | -1.94 | 1 |
| 2024-09-29 | 2024-10-18 | -1.27 | 19 |
| 2024-11-17 | 2024-11-19 | -1.01 | 2 |
| 2024-09-26 | 2024-09-27 | -0.80 | 1 |
| Metric | 21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.76% | 9.49% |
| Worst Day | -4.36% | -13.23% |
| Best Week | 14.21% | 15.41% |
| Worst Week | -4.83% | -18.81% |
| Best Month | 37.48% | 34.43% |
| Worst Month | -4.89% | -23.44% |
| Best Year | 51.29% | 43.52% |
| Worst Year | -7.28% | -11.15% |
| Avg. Up Day | 0.99% | 1.97% |
| Avg. Down Day | -0.68% | -1.74% |
| Avg. Up Week | 3.58% | 6.57% |
| Avg. Down Week | -1.52% | -4.71% |
| Avg. Up Month | 11.04% | 14.49% |
| Avg. Down Month | -2.96% | -15.08% |
| Win Days % | 49.54% | 51.85% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 53.85% | 51.92% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |