| Metric | o.all_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 47.49% | 24.83% |
| Max Drawdown | -10.7% | -26.06% |
| Sharpe | 2.03 | 0.75 |
| Sortino | 3.83 | 1.1 |
| Payoff Ratio | 1.91 | 1.07 |
| Profit Factor | 1.52 | 1.12 |
| Common Sense Ratio | 2.17 | 1.17 |
| CPC Index | 1.37 | 0.61 |
| Tail Ratio | 1.43 | 1.05 |
| Outlier Win Ratio | 7.75 | 3.18 |
| Outlier Loss Ratio | 10.16 | 2.61 |
| Volatility (ann.) | 23.11% | 50.76% |
| R^2 | 0.07 | 0.07 |
| Calmar | 5.23 | 1.11 |
| Skew | 2.01 | -0.16 |
| Kurtosis | 13.72 | 3.02 |
| Expected Daily % | 0.12% | 0.07% |
| Expected Monthly % | 3.6% | 2.04% |
| Expected Yearly % | 21.45% | 11.73% |
| Kelly Criterion | 19.33% | 6.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -4.27% |
| Expected Shortfall (cVaR) | -1.86% | -4.27% |
| Year | BTCUSD | o.all_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 55.00 | 1.36 | + |
| 2025 | -11.15 | -4.85 | 0.43 | + |
| Metric | o.all_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -1.26% | 2.87% |
| 3M | -4.93% | -13.04% |
| 6M | 31.11% | 24.54% |
| YTD | -4.85% | -11.15% |
| 1Y | 47.49% | 24.83% |
| 3Y (ann.) | 55.99% | 28.89% |
| 5Y (ann.) | 55.99% | 28.89% |
| Metric | o.all_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.7% | -26.06% |
| Longest DD Days | 104.0 | 144.0 |
| Avg. Drawdown | -2.14% | -7.98% |
| Avg. Drawdown Days | 17.0 | 30.0 |
| Recovery Factor | 4.44 | 0.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-31 | -10.70 | 104 |
| 2024-05-22 | 2024-07-15 | -7.08 | 54 |
| 2024-07-22 | 2024-08-08 | -4.54 | 17 |
| 2024-08-09 | 2024-09-25 | -3.90 | 47 |
| 2024-11-23 | 2024-12-16 | -3.04 | 23 |
| 2024-10-30 | 2024-11-06 | -2.69 | 7 |
| 2024-11-14 | 2024-11-15 | -1.16 | 1 |
| 2024-11-17 | 2024-11-19 | -0.80 | 2 |
| 2024-10-22 | 2024-10-28 | -0.77 | 6 |
| 2024-07-17 | 2024-07-19 | -0.61 | 2 |
| Metric | o.all_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.44% | 9.49% |
| Worst Day | -5.4% | -13.23% |
| Best Week | 16.4% | 15.41% |
| Worst Week | -3.89% | -18.81% |
| Best Month | 33.04% | 34.43% |
| Worst Month | -3.11% | -23.44% |
| Best Year | 55.0% | 40.49% |
| Worst Year | -4.85% | -11.15% |
| Avg. Up Day | 0.86% | 2.0% |
| Avg. Down Day | -0.45% | -1.86% |
| Avg. Up Week | 3.05% | 6.44% |
| Avg. Down Week | -1.17% | -4.5% |
| Avg. Up Month | 11.41% | 16.1% |
| Avg. Down Month | -1.58% | -14.13% |
| Win Days % | 47.0% | 51.41% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 52.08% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |