| Metric | o.all_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | -50.25% | 32.88% |
| Max Drawdown | -69.29% | -28.38% |
| Sharpe | -0.18 | 0.44 |
| Sortino | -0.19 | 0.64 |
| Payoff Ratio | 1.41 | 1.09 |
| Profit Factor | 0.86 | 1.07 |
| Common Sense Ratio | 1.23 | 1.01 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.42 | 0.94 |
| Outlier Win Ratio | 13.81 | 3.4 |
| Outlier Loss Ratio | 9.21 | 3.04 |
| Volatility (ann.) | 37.53% | 25.93% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.79 | 1.35 |
| Skew | -30.48 | 0.16 |
| Kurtosis | 1040.49 | 6.42 |
| Expected Daily % | -0.05% | 0.02% |
| Expected Monthly % | -5.65% | 2.4% |
| Expected Yearly % | -29.47% | 15.27% |
| Kelly Criterion | 12.01% | 7.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.25% | -2.2% |
| Expected Shortfall (cVaR) | -3.25% | -2.2% |
| Year | BTCUSD | o.all_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 57.32 | 1.16 | + |
| 2025 | -11.10 | -68.38 | 6.16 | - |
| Metric | o.all_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.0% | 0.55% |
| 3M | -68.38% | -11.3% |
| 6M | -56.41% | 26.51% |
| YTD | -68.38% | -11.1% |
| 1Y | -50.25% | 32.88% |
| 3Y (ann.) | -54.91% | 38.3% |
| 5Y (ann.) | -54.91% | 38.3% |
| Metric | o.all_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -69.29% | -28.38% |
| Longest DD Days | 75.0 | 144.0 |
| Avg. Drawdown | -2.99% | -4.96% |
| Avg. Drawdown Days | 8.0 | 12.0 |
| Recovery Factor | -0.73 | 1.16 |
| Ulcer Index | 1.04 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-01 | -69.29 | 29 |
| 2024-05-21 | 2024-07-15 | -7.21 | 55 |
| 2024-12-17 | 2025-03-02 | -6.50 | 75 |
| 2024-07-22 | 2024-08-08 | -4.97 | 17 |
| 2024-08-09 | 2024-10-11 | -4.27 | 63 |
| 2024-11-13 | 2024-11-19 | -3.73 | 5 |
| 2024-11-22 | 2024-12-16 | -3.05 | 23 |
| 2024-10-30 | 2024-11-06 | -3.03 | 7 |
| 2024-07-17 | 2024-07-19 | -1.72 | 2 |
| 2024-10-21 | 2024-10-24 | -1.24 | 3 |
| Metric | o.all_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.38% | 9.33% |
| Worst Day | -66.76% | -9.32% |
| Best Week | 17.32% | 18.93% |
| Worst Week | -66.94% | -12.33% |
| Best Month | 33.3% | 37.42% |
| Worst Month | -67.21% | -17.69% |
| Best Year | 57.32% | 49.48% |
| Worst Year | -68.38% | -11.1% |
| Avg. Up Day | 0.25% | 0.98% |
| Avg. Down Day | -0.17% | -0.89% |
| Avg. Up Week | 3.02% | 6.11% |
| Avg. Down Week | -4.23% | -4.66% |
| Avg. Up Month | 9.4% | 13.36% |
| Avg. Down Month | -23.41% | -7.67% |
| Win Days % | 48.45% | 51.44% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 47.92% | 52.08% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |