| Metric | ds.20_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 24.35% | 24.83% |
| Max Drawdown | -9.83% | -26.06% |
| Sharpe | 1.31 | 0.75 |
| Sortino | 2.61 | 1.1 |
| Payoff Ratio | 1.59 | 1.51 |
| Profit Factor | 1.41 | 1.12 |
| Common Sense Ratio | 1.86 | 1.17 |
| CPC Index | 0.94 | 0.87 |
| Tail Ratio | 1.32 | 1.05 |
| Outlier Win Ratio | 16.28 | 2.82 |
| Outlier Loss Ratio | 6.35 | 2.54 |
| Volatility (ann.) | 20.48% | 50.76% |
| R^2 | 0.23 | 0.23 |
| Calmar | 2.88 | 1.11 |
| Skew | 3.12 | -0.16 |
| Kurtosis | 23.21 | 3.02 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 2.0% | 2.04% |
| Expected Yearly % | 11.51% | 11.73% |
| Kelly Criterion | 5.28% | 19.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.27% |
| Expected Shortfall (cVaR) | -1.69% | -4.27% |
| Year | BTCUSD | ds.20_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 25.01 | 0.62 | - |
| 2025 | -11.15 | -0.53 | 0.05 | + |
| Metric | ds.20_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.0% | 2.87% |
| 3M | -0.53% | -13.04% |
| 6M | 18.08% | 24.54% |
| YTD | -0.53% | -11.15% |
| 1Y | 24.35% | 24.83% |
| 3Y (ann.) | 28.32% | 28.89% |
| 5Y (ann.) | 28.32% | 28.89% |
| Metric | ds.20_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.83% | -26.06% |
| Longest DD Days | 172.0 | 144.0 |
| Avg. Drawdown | -3.46% | -7.98% |
| Avg. Drawdown Days | 44.0 | 30.0 |
| Recovery Factor | 2.48 | 0.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-11-10 | -9.83 | 172 |
| 2025-01-20 | 2025-03-31 | -6.06 | 70 |
| 2024-11-15 | 2024-11-16 | -2.55 | 1 |
| 2024-11-23 | 2025-01-18 | -2.03 | 56 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-11-17 | 2024-11-22 | -1.51 | 5 |
| 2024-05-17 | 2024-05-18 | -0.21 | 1 |
| Metric | ds.20_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -3.04% | -13.23% |
| Best Week | 15.34% | 15.41% |
| Worst Week | -3.06% | -18.81% |
| Best Month | 21.55% | 34.43% |
| Worst Month | -2.79% | -23.44% |
| Best Year | 25.01% | 40.49% |
| Worst Year | -0.53% | -11.15% |
| Avg. Up Day | 1.45% | 2.4% |
| Avg. Down Day | -0.91% | -1.59% |
| Avg. Up Week | 3.68% | 7.17% |
| Avg. Down Week | -1.12% | -3.31% |
| Avg. Up Month | 8.18% | 13.82% |
| Avg. Down Month | -1.61% | -12.51% |
| Win Days % | 41.79% | 51.41% |
| Win Month % | 36.36% | 63.64% |
| Win Week % | 38.71% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |