| Metric | k_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | -4.27% | 34.37% |
| Max Drawdown | -39.97% | -28.38% |
| Sharpe | 0.08 | 0.45 |
| Sortino | 0.08 | 0.66 |
| Payoff Ratio | 1.37 | 1.1 |
| Profit Factor | 1.04 | 1.07 |
| Common Sense Ratio | 1.27 | 1.01 |
| CPC Index | 0.7 | 0.61 |
| Tail Ratio | 1.22 | 0.94 |
| Outlier Win Ratio | 13.05 | 3.07 |
| Outlier Loss Ratio | 9.55 | 2.64 |
| Volatility (ann.) | 21.44% | 25.93% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.12 | 1.41 |
| Skew | -26.74 | 0.16 |
| Kurtosis | 882.93 | 6.42 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.36% | 2.49% |
| Expected Yearly % | -2.16% | 15.92% |
| Kelly Criterion | 12.11% | 7.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -2.2% |
| Expected Shortfall (cVaR) | -1.84% | -2.2% |
| Year | BTCUSD | k_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 56.54 | 1.14 | + |
| 2025 | -10.11 | -38.84 | 3.84 | - |
| Metric | k_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.09% | 1.68% |
| 3M | -38.8% | -9.4% |
| 6M | -16.45% | 27.92% |
| YTD | -38.84% | -10.11% |
| 1Y | -4.27% | 34.37% |
| 3Y (ann.) | -4.84% | 39.93% |
| 5Y (ann.) | -4.84% | 39.93% |
| Metric | k_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -39.97% | -28.38% |
| Longest DD Days | 69.0 | 144.0 |
| Avg. Drawdown | -1.83% | -4.96% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | -0.11 | 1.21 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-21 | 2025-04-01 | -39.97 | 69 |
| 2024-05-21 | 2024-07-15 | -5.55 | 55 |
| 2024-12-17 | 2025-01-20 | -4.92 | 34 |
| 2024-11-13 | 2024-11-19 | -3.84 | 5 |
| 2024-07-22 | 2024-08-08 | -3.55 | 17 |
| 2024-08-24 | 2024-09-19 | -3.48 | 26 |
| 2025-01-20 | 2025-01-21 | -2.86 | 1 |
| 2024-10-21 | 2024-11-06 | -2.42 | 16 |
| 2024-08-09 | 2024-08-23 | -1.86 | 14 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| Metric | k_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.97% | 9.33% |
| Worst Day | -36.58% | -9.32% |
| Best Week | 15.38% | 18.93% |
| Worst Week | -37.29% | -12.33% |
| Best Month | 32.03% | 37.42% |
| Worst Month | -37.24% | -17.69% |
| Best Year | 56.54% | 49.48% |
| Worst Year | -38.84% | -10.11% |
| Avg. Up Day | 0.27% | 0.98% |
| Avg. Down Day | -0.2% | -0.89% |
| Avg. Up Week | 2.77% | 6.03% |
| Avg. Down Week | -2.58% | -4.39% |
| Avg. Up Month | 8.18% | 11.41% |
| Avg. Down Month | -13.04% | -8.97% |
| Win Days % | 49.17% | 51.48% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 50.0% | 52.08% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |