| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 53.31% | 30.91% |
| Max Drawdown | -16.66% | -26.0% |
| Sharpe | 1.54 | 0.84 |
| Sortino | 2.71 | 1.31 |
| Payoff Ratio | 1.45 | 1.25 |
| Profit Factor | 1.42 | 1.13 |
| Common Sense Ratio | 1.87 | 1.26 |
| CPC Index | 0.99 | 0.69 |
| Tail Ratio | 1.31 | 1.12 |
| Outlier Win Ratio | 11.45 | 4.03 |
| Outlier Loss Ratio | 4.89 | 2.99 |
| Volatility (ann.) | 34.12% | 50.29% |
| R^2 | 0.58 | 0.58 |
| Calmar | 3.61 | 1.33 |
| Skew | 1.67 | 0.6 |
| Kurtosis | 13.56 | 2.5 |
| Expected Daily % | 0.13% | 0.08% |
| Expected Monthly % | 3.96% | 2.48% |
| Expected Yearly % | 23.82% | 14.41% |
| Kelly Criterion | 11.82% | 8.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.79% | -4.21% |
| Expected Shortfall (cVaR) | -2.79% | -4.21% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 63.27 | 1.31 | + |
| 2025 | -11.78 | -6.10 | 0.52 | + |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -1.67% | -2.3% |
| 3M | -5.93% | -12.54% |
| 6M | 33.69% | 25.19% |
| YTD | -6.1% | -11.78% |
| 1Y | 53.31% | 30.91% |
| 3Y (ann.) | 60.19% | 34.58% |
| 5Y (ann.) | 60.19% | 34.58% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -26.0% |
| Longest DD Days | 75.0 | 161.0 |
| Avg. Drawdown | -4.41% | -6.87% |
| Avg. Drawdown Days | 16.0 | 22.0 |
| Recovery Factor | 3.2 | 1.19 |
| Ulcer Index | 1.04 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-30 | -16.66 | 27 |
| 2024-07-02 | 2024-07-15 | -11.06 | 13 |
| 2024-12-17 | 2025-03-02 | -8.82 | 75 |
| 2024-07-22 | 2024-08-08 | -7.47 | 17 |
| 2024-08-09 | 2024-10-15 | -6.75 | 67 |
| 2024-11-23 | 2024-12-16 | -4.64 | 23 |
| 2024-10-30 | 2024-11-06 | -4.23 | 7 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-06-26 | 2024-06-30 | -2.26 | 4 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.44% | -12.33% |
| Best Month | 35.32% | 37.42% |
| Worst Month | -4.52% | -17.69% |
| Best Year | 63.27% | 48.38% |
| Worst Year | -6.1% | -11.78% |
| Avg. Up Day | 1.67% | 2.41% |
| Avg. Down Day | -1.15% | -1.93% |
| Avg. Up Week | 4.32% | 6.64% |
| Avg. Down Week | -2.08% | -5.67% |
| Avg. Up Month | 7.89% | 12.62% |
| Avg. Down Month | -2.17% | -7.74% |
| Win Days % | 47.78% | 49.24% |
| Win Month % | 72.73% | 54.55% |
| Win Week % | 55.56% | 51.02% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |