| Metric | o.all_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 39.25% | 24.83% |
| Max Drawdown | -5.57% | -26.06% |
| Sharpe | 2.34 | 0.75 |
| Sortino | 4.87 | 1.1 |
| Payoff Ratio | 1.7 | 1.11 |
| Profit Factor | 1.69 | 1.12 |
| Common Sense Ratio | 2.35 | 1.17 |
| CPC Index | 1.39 | 0.64 |
| Tail Ratio | 1.4 | 1.05 |
| Outlier Win Ratio | 9.36 | 2.6 |
| Outlier Loss Ratio | 14.28 | 2.37 |
| Volatility (ann.) | 16.73% | 50.76% |
| R^2 | 0.36 | 0.36 |
| Calmar | 8.27 | 1.11 |
| Skew | 2.85 | -0.16 |
| Kurtosis | 19.19 | 3.02 |
| Expected Daily % | 0.1% | 0.07% |
| Expected Monthly % | 3.06% | 2.04% |
| Expected Yearly % | 18.0% | 11.73% |
| Kelly Criterion | 18.09% | 7.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -4.27% |
| Expected Shortfall (cVaR) | -1.33% | -4.27% |
| Year | BTCUSD | o.all_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 43.24 | 1.07 | + |
| 2025 | -11.15 | -2.78 | 0.25 | + |
| Metric | o.all_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.6% | 2.87% |
| 3M | -3.02% | -13.04% |
| 6M | 27.22% | 24.54% |
| YTD | -2.78% | -11.15% |
| 1Y | 39.25% | 24.83% |
| 3Y (ann.) | 46.06% | 28.89% |
| 5Y (ann.) | 46.06% | 28.89% |
| Metric | o.all_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.57% | -26.06% |
| Longest DD Days | 67.0 | 144.0 |
| Avg. Drawdown | -1.26% | -7.98% |
| Avg. Drawdown Days | 11.0 | 30.0 |
| Recovery Factor | 7.04 | 0.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-20 | -5.57 | 59 |
| 2024-08-26 | 2024-09-19 | -4.20 | 24 |
| 2025-01-23 | 2025-03-31 | -4.07 | 67 |
| 2025-01-07 | 2025-01-22 | -3.59 | 15 |
| 2024-07-23 | 2024-08-09 | -3.36 | 17 |
| 2024-10-22 | 2024-11-06 | -1.89 | 15 |
| 2024-11-15 | 2024-11-16 | -1.64 | 1 |
| 2024-11-13 | 2024-11-14 | -1.42 | 1 |
| 2024-09-21 | 2024-09-25 | -1.01 | 4 |
| 2024-11-17 | 2024-11-19 | -0.75 | 2 |
| Metric | o.all_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.87% | 9.49% |
| Worst Day | -2.71% | -13.23% |
| Best Week | 12.34% | 15.41% |
| Worst Week | -3.07% | -18.81% |
| Best Month | 29.45% | 34.43% |
| Worst Month | -1.96% | -23.44% |
| Best Year | 43.24% | 40.49% |
| Worst Year | -2.78% | -11.15% |
| Avg. Up Day | 0.62% | 2.18% |
| Avg. Down Day | -0.36% | -1.97% |
| Avg. Up Week | 2.5% | 6.44% |
| Avg. Down Week | -0.9% | -4.43% |
| Avg. Up Month | 10.82% | 16.1% |
| Avg. Down Month | -1.32% | -15.08% |
| Win Days % | 48.42% | 51.41% |
| Win Month % | 45.45% | 63.64% |
| Win Week % | 54.17% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |