| Metric | o_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 87.0% | 100.0% |
| Cumulative Return | 51.82% | 31.18% |
| Max Drawdown | -15.05% | -26.0% |
| Sharpe | 1.64 | 0.84 |
| Sortino | 2.93 | 1.32 |
| Payoff Ratio | 1.6 | 1.21 |
| Profit Factor | 1.44 | 1.13 |
| Common Sense Ratio | 1.93 | 1.26 |
| CPC Index | 1.08 | 0.68 |
| Tail Ratio | 1.34 | 1.12 |
| Outlier Win Ratio | 9.38 | 3.87 |
| Outlier Loss Ratio | 7.3 | 2.83 |
| Volatility (ann.) | 30.74% | 50.21% |
| R^2 | 0.58 | 0.58 |
| Calmar | 3.87 | 1.34 |
| Skew | 1.75 | 0.6 |
| Kurtosis | 13.82 | 2.51 |
| Expected Daily % | 0.13% | 0.08% |
| Expected Monthly % | 3.87% | 2.5% |
| Expected Yearly % | 23.21% | 14.54% |
| Kelly Criterion | 13.96% | 7.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.51% | -4.21% |
| Expected Shortfall (cVaR) | -2.51% | -4.21% |
| Year | BTCUSD | o_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 61.90 | 1.28 | + |
| 2025 | -11.59 | -6.23 | 0.54 | + |
| Metric | o_fwd_ | BTCUSD |
|---|---|---|
| MTD | -1.77% | -2.09% |
| 3M | -6.23% | -13.24% |
| 6M | 33.0% | 25.32% |
| YTD | -6.23% | -11.59% |
| 1Y | 51.82% | 31.18% |
| 3Y (ann.) | 58.25% | 34.77% |
| 5Y (ann.) | 58.25% | 34.77% |
| Metric | o_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -15.05% | -26.0% |
| Longest DD Days | 75.0 | 161.0 |
| Avg. Drawdown | -3.51% | -6.87% |
| Avg. Drawdown Days | 16.0 | 22.0 |
| Recovery Factor | 3.44 | 1.2 |
| Ulcer Index | 1.02 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-31 | -15.05 | 28 |
| 2024-07-02 | 2024-07-15 | -9.83 | 13 |
| 2024-12-17 | 2025-03-02 | -8.41 | 75 |
| 2024-07-22 | 2024-08-08 | -6.64 | 17 |
| 2024-08-09 | 2024-10-15 | -6.05 | 67 |
| 2024-11-23 | 2024-12-16 | -4.20 | 23 |
| 2024-10-30 | 2024-11-06 | -3.82 | 7 |
| 2024-11-14 | 2024-11-15 | -2.76 | 1 |
| 2024-06-26 | 2024-06-30 | -2.00 | 4 |
| 2024-07-17 | 2024-07-19 | -1.35 | 2 |
| Metric | o_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 10.5% | 11.89% |
| Worst Day | -7.77% | -8.6% |
| Best Week | 18.44% | 18.93% |
| Worst Week | -5.7% | -12.33% |
| Best Month | 35.54% | 37.42% |
| Worst Month | -4.19% | -17.69% |
| Best Year | 61.9% | 48.38% |
| Worst Year | -6.23% | -11.59% |
| Avg. Up Day | 1.31% | 2.32% |
| Avg. Down Day | -0.82% | -1.92% |
| Avg. Up Week | 3.4% | 6.39% |
| Avg. Down Week | -1.47% | -5.16% |
| Avg. Up Month | 9.64% | 13.2% |
| Avg. Down Month | -2.08% | -7.67% |
| Win Days % | 47.06% | 49.4% |
| Win Month % | 63.64% | 54.55% |
| Win Week % | 53.19% | 51.02% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |