| Metric | mod.ds.10_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 40.45% | 24.83% |
| Max Drawdown | -5.29% | -26.06% |
| Sharpe | 2.44 | 0.75 |
| Sortino | 5.07 | 1.1 |
| Payoff Ratio | 1.72 | 1.1 |
| Profit Factor | 1.71 | 1.12 |
| Common Sense Ratio | 2.67 | 1.17 |
| CPC Index | 1.43 | 0.63 |
| Tail Ratio | 1.56 | 1.05 |
| Outlier Win Ratio | 9.18 | 2.56 |
| Outlier Loss Ratio | 14.33 | 2.36 |
| Volatility (ann.) | 16.44% | 50.76% |
| R^2 | 0.38 | 0.38 |
| Calmar | 8.98 | 1.11 |
| Skew | 2.79 | -0.16 |
| Kurtosis | 18.82 | 3.02 |
| Expected Daily % | 0.11% | 0.07% |
| Expected Monthly % | 3.14% | 2.04% |
| Expected Yearly % | 18.51% | 11.73% |
| Kelly Criterion | 18.51% | 7.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -4.27% |
| Expected Shortfall (cVaR) | -1.31% | -4.27% |
| Year | BTCUSD | mod.ds.10_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 44.03 | 1.09 | + |
| 2025 | -11.15 | -2.49 | 0.22 | + |
| Metric | mod.ds.10_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.35% | 2.87% |
| 3M | -2.76% | -13.04% |
| 6M | 28.07% | 24.54% |
| YTD | -2.49% | -11.15% |
| 1Y | 40.45% | 24.83% |
| 3Y (ann.) | 47.5% | 28.89% |
| 5Y (ann.) | 47.5% | 28.89% |
| Metric | mod.ds.10_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.29% | -26.06% |
| Longest DD Days | 62.0 | 144.0 |
| Avg. Drawdown | -1.28% | -7.98% |
| Avg. Drawdown Days | 10.0 | 30.0 |
| Recovery Factor | 7.65 | 0.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-20 | -5.29 | 59 |
| 2024-08-26 | 2024-09-19 | -4.21 | 24 |
| 2025-03-27 | 2025-03-31 | -3.87 | 4 |
| 2025-01-07 | 2025-01-22 | -3.73 | 15 |
| 2025-01-23 | 2025-03-26 | -3.55 | 62 |
| 2024-07-23 | 2024-08-09 | -3.32 | 17 |
| 2024-10-22 | 2024-11-06 | -1.78 | 15 |
| 2024-11-15 | 2024-11-16 | -1.54 | 1 |
| 2024-11-13 | 2024-11-14 | -1.35 | 1 |
| 2024-09-21 | 2024-09-25 | -0.96 | 4 |
| Metric | mod.ds.10_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.56% | 9.49% |
| Worst Day | -2.75% | -13.23% |
| Best Week | 11.99% | 15.41% |
| Worst Week | -3.17% | -18.81% |
| Best Month | 29.46% | 34.43% |
| Worst Month | -2.05% | -23.44% |
| Best Year | 44.03% | 40.49% |
| Worst Year | -2.49% | -11.15% |
| Avg. Up Day | 0.62% | 2.16% |
| Avg. Down Day | -0.36% | -1.96% |
| Avg. Up Week | 2.42% | 6.21% |
| Avg. Down Week | -0.91% | -4.43% |
| Avg. Up Month | 10.9% | 16.1% |
| Avg. Down Month | -1.32% | -15.08% |
| Win Days % | 48.42% | 51.41% |
| Win Month % | 45.45% | 63.64% |
| Win Week % | 56.25% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |