| Metric | ds.20_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 30.42% | 32.88% |
| Max Drawdown | -10.21% | -28.38% |
| Sharpe | 0.74 | 0.44 |
| Sortino | 1.24 | 0.64 |
| Payoff Ratio | 1.32 | 1.24 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 1.38 | 1.01 |
| CPC Index | 0.76 | 0.68 |
| Tail Ratio | 1.1 | 0.94 |
| Outlier Win Ratio | 21.68 | 3.34 |
| Outlier Loss Ratio | 6.08 | 2.95 |
| Volatility (ann.) | 10.97% | 25.93% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.47 | 1.35 |
| Skew | 1.97 | 0.16 |
| Kurtosis | 29.45 | 6.42 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.24% | 2.4% |
| Expected Yearly % | 14.2% | 15.27% |
| Kelly Criterion | 5.21% | 12.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.2% |
| Expected Shortfall (cVaR) | -0.92% | -2.2% |
| Year | BTCUSD | ds.20_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 31.11 | 0.63 | - |
| 2025 | -11.10 | -0.53 | 0.05 | + |
| Metric | ds.20_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.55% |
| 3M | -0.53% | -11.3% |
| 6M | 18.41% | 26.51% |
| YTD | -0.53% | -11.1% |
| 1Y | 30.42% | 32.88% |
| 3Y (ann.) | 35.38% | 38.3% |
| 5Y (ann.) | 35.38% | 38.3% |
| Metric | ds.20_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.21% | -28.38% |
| Longest DD Days | 173.0 | 144.0 |
| Avg. Drawdown | -3.15% | -4.96% |
| Avg. Drawdown Days | 26.0 | 12.0 |
| Recovery Factor | 2.98 | 1.16 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-11-10 | -10.21 | 173 |
| 2025-01-20 | 2025-04-01 | -9.58 | 70 |
| 2024-11-13 | 2025-01-17 | -5.48 | 64 |
| 2025-01-19 | 2025-01-20 | -3.61 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 2025-01-17 | 2025-01-18 | -1.30 | 1 |
| 2024-05-16 | 2024-05-16 | -0.62 | 0 |
| 2024-05-18 | 2024-05-19 | -0.51 | 0 |
| Metric | ds.20_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.28% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.48% | 18.93% |
| Worst Week | -3.48% | -12.33% |
| Best Month | 25.35% | 37.42% |
| Worst Month | -3.6% | -17.69% |
| Best Year | 31.11% | 49.48% |
| Worst Year | -0.53% | -11.1% |
| Avg. Up Day | 0.64% | 0.94% |
| Avg. Down Day | -0.48% | -0.76% |
| Avg. Up Week | 4.17% | 7.82% |
| Avg. Down Week | -0.92% | -4.63% |
| Avg. Up Month | 10.06% | 13.98% |
| Avg. Down Month | -1.57% | -9.19% |
| Win Days % | 46.09% | 51.44% |
| Win Month % | 45.45% | 58.33% |
| Win Week % | 37.5% | 52.08% |
| Win Quarter % | 75.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |