| Metric | actual2022_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 38.84% | 21.46% |
| Max Drawdown | -3.16% | -26.06% |
| Sharpe | 3.17 | 0.71 |
| Sortino | 7.03 | 1.03 |
| Payoff Ratio | 1.79 | 1.04 |
| Profit Factor | 1.89 | 1.11 |
| Common Sense Ratio | 2.93 | 1.12 |
| CPC Index | 1.74 | 0.59 |
| Tail Ratio | 1.55 | 1.01 |
| Outlier Win Ratio | 10.24 | 2.35 |
| Outlier Loss Ratio | 15.63 | 2.13 |
| Volatility (ann.) | 12.67% | 51.37% |
| R^2 | 0.45 | 0.45 |
| Calmar | 15.33 | 1.01 |
| Skew | 2.84 | -0.19 |
| Kurtosis | 18.6 | 2.96 |
| Expected Daily % | 0.11% | 0.06% |
| Expected Monthly % | 3.34% | 1.96% |
| Expected Yearly % | 17.83% | 10.21% |
| Kelly Criterion | 24.1% | 4.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -4.32% |
| Expected Shortfall (cVaR) | -0.98% | -4.32% |
| Year | BTCUSD | actual2022_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 38.97 | 1.06 | + |
| 2025 | -11.15 | -0.09 | 0.01 | + |
| Metric | actual2022_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.2% | 2.87% |
| 3M | -0.53% | -13.04% |
| 6M | 25.67% | 24.54% |
| YTD | -0.09% | -11.15% |
| 1Y | 38.84% | 21.46% |
| 3Y (ann.) | 48.48% | 26.39% |
| 5Y (ann.) | 48.48% | 26.39% |
| Metric | actual2022_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -3.16% | -26.06% |
| Longest DD Days | 76.0 | 144.0 |
| Avg. Drawdown | -0.94% | -8.25% |
| Avg. Drawdown Days | 10.0 | 31.0 |
| Recovery Factor | 12.28 | 0.82 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-09-18 | -3.16 | 23 |
| 2025-01-07 | 2025-03-24 | -3.12 | 76 |
| 2024-06-06 | 2024-07-17 | -3.00 | 41 |
| 2025-03-27 | 2025-03-31 | -2.55 | 4 |
| 2024-07-23 | 2024-08-07 | -2.35 | 15 |
| 2024-10-22 | 2024-11-06 | -1.10 | 15 |
| 2024-12-06 | 2024-12-16 | -1.09 | 10 |
| 2024-10-07 | 2024-10-12 | -0.86 | 5 |
| 2024-11-13 | 2024-11-14 | -0.83 | 1 |
| 2024-11-15 | 2024-11-16 | -0.83 | 1 |
| Metric | actual2022_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.42% | 9.49% |
| Worst Day | -1.92% | -13.23% |
| Best Week | 8.87% | 15.41% |
| Worst Week | -1.78% | -18.81% |
| Best Month | 22.21% | 34.43% |
| Worst Month | -2.01% | -23.44% |
| Best Year | 38.97% | 36.7% |
| Worst Year | -0.09% | -11.15% |
| Avg. Up Day | 0.52% | 2.12% |
| Avg. Down Day | -0.29% | -2.05% |
| Avg. Up Week | 2.08% | 6.32% |
| Avg. Down Week | -0.83% | -4.93% |
| Avg. Up Month | 6.12% | 13.35% |
| Avg. Down Month | -1.65% | -16.85% |
| Win Days % | 51.33% | 51.49% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 62.22% | 48.89% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |