| Metric | k_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 46.86% | 24.83% |
| Max Drawdown | -5.32% | -26.06% |
| Sharpe | 2.75 | 0.75 |
| Sortino | 6.0 | 1.1 |
| Payoff Ratio | 1.93 | 1.09 |
| Profit Factor | 1.73 | 1.12 |
| Common Sense Ratio | 2.7 | 1.17 |
| CPC Index | 1.6 | 0.63 |
| Tail Ratio | 1.57 | 1.05 |
| Outlier Win Ratio | 8.85 | 2.76 |
| Outlier Loss Ratio | 12.6 | 2.27 |
| Volatility (ann.) | 16.45% | 50.76% |
| R^2 | 0.26 | 0.26 |
| Calmar | 10.37 | 1.11 |
| Skew | 2.9 | -0.16 |
| Kurtosis | 18.5 | 3.02 |
| Expected Daily % | 0.12% | 0.07% |
| Expected Monthly % | 3.56% | 2.04% |
| Expected Yearly % | 21.19% | 11.73% |
| Kelly Criterion | 21.0% | 6.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -4.27% |
| Expected Shortfall (cVaR) | -1.29% | -4.27% |
| Year | BTCUSD | k_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 52.34 | 1.29 | + |
| 2025 | -11.15 | -3.59 | 0.32 | + |
| Metric | k_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.84% | 2.87% |
| 3M | -3.79% | -13.04% |
| 6M | 31.61% | 24.54% |
| YTD | -3.59% | -11.15% |
| 1Y | 46.86% | 24.83% |
| 3Y (ann.) | 55.23% | 28.89% |
| 5Y (ann.) | 55.23% | 28.89% |
| Metric | k_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.32% | -26.06% |
| Longest DD Days | 104.0 | 144.0 |
| Avg. Drawdown | -1.15% | -7.98% |
| Avg. Drawdown Days | 12.0 | 30.0 |
| Recovery Factor | 8.8 | 0.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-16 | -5.32 | 55 |
| 2024-12-17 | 2025-03-31 | -5.21 | 104 |
| 2024-08-25 | 2024-09-19 | -3.37 | 25 |
| 2024-07-23 | 2024-07-28 | -2.85 | 5 |
| 2024-10-22 | 2024-11-06 | -1.57 | 15 |
| 2024-08-10 | 2024-08-24 | -1.41 | 14 |
| 2024-07-29 | 2024-08-08 | -1.36 | 10 |
| 2024-11-23 | 2024-12-11 | -1.21 | 18 |
| 2024-07-18 | 2024-07-20 | -0.76 | 2 |
| 2024-11-17 | 2024-11-19 | -0.75 | 2 |
| Metric | k_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.15% | 9.49% |
| Worst Day | -2.32% | -13.23% |
| Best Week | 13.63% | 15.41% |
| Worst Week | -2.57% | -18.81% |
| Best Month | 31.91% | 34.43% |
| Worst Month | -1.61% | -23.44% |
| Best Year | 52.34% | 40.49% |
| Worst Year | -3.59% | -11.15% |
| Avg. Up Day | 0.74% | 2.1% |
| Avg. Down Day | -0.38% | -1.92% |
| Avg. Up Week | 2.7% | 6.21% |
| Avg. Down Week | -0.85% | -4.31% |
| Avg. Up Month | 11.66% | 16.1% |
| Avg. Down Month | -1.13% | -17.37% |
| Win Days % | 47.94% | 51.41% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |