| Metric | actual2022_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 4.92% | 24.07% |
| Max Drawdown | -26.77% | -28.38% |
| Sharpe | 0.18 | 0.38 |
| Sortino | 0.2 | 0.54 |
| Payoff Ratio | 1.4 | 1.11 |
| Profit Factor | 1.08 | 1.06 |
| Common Sense Ratio | 1.24 | 0.98 |
| CPC Index | 0.73 | 0.6 |
| Tail Ratio | 1.15 | 0.92 |
| Outlier Win Ratio | 14.32 | 2.79 |
| Outlier Loss Ratio | 11.73 | 2.5 |
| Volatility (ann.) | 14.92% | 26.02% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.22 | 1.04 |
| Skew | -25.09 | 0.14 |
| Kurtosis | 798.89 | 6.56 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.44% | 1.98% |
| Expected Yearly % | 2.43% | 11.39% |
| Kelly Criterion | 11.52% | 7.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.21% |
| Expected Shortfall (cVaR) | -1.28% | -2.21% |
| Year | BTCUSD | actual2022_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 39.20 | 1.03 | + |
| 2025 | -10.11 | -24.63 | 2.44 | - |
| Metric | actual2022_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.09% | 1.68% |
| 3M | -24.49% | -9.4% |
| 6M | -5.02% | 27.92% |
| YTD | -24.63% | -10.11% |
| 1Y | 4.92% | 24.07% |
| 3Y (ann.) | 5.93% | 29.56% |
| 5Y (ann.) | 5.93% | 29.56% |
| Metric | actual2022_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -26.77% | -28.38% |
| Longest DD Days | 62.0 | 144.0 |
| Avg. Drawdown | -1.38% | -4.56% |
| Avg. Drawdown Days | 6.0 | 12.0 |
| Recovery Factor | 0.18 | 0.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-24 | 2025-04-01 | -26.77 | 7 |
| 2025-01-20 | 2025-03-24 | -3.95 | 62 |
| 2024-08-24 | 2024-09-17 | -3.35 | 24 |
| 2024-06-05 | 2024-07-15 | -3.34 | 40 |
| 2025-01-07 | 2025-01-20 | -3.27 | 13 |
| 2024-07-22 | 2024-08-08 | -2.87 | 17 |
| 2024-11-13 | 2024-11-19 | -2.78 | 5 |
| 2024-10-21 | 2024-11-06 | -1.91 | 16 |
| 2024-12-05 | 2024-12-15 | -1.42 | 10 |
| 2024-10-07 | 2024-10-11 | -1.35 | 4 |
| Metric | actual2022_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.07% | 9.33% |
| Worst Day | -24.5% | -9.32% |
| Best Week | 10.31% | 18.93% |
| Worst Week | -25.19% | -12.33% |
| Best Month | 22.3% | 37.42% |
| Worst Month | -23.97% | -17.69% |
| Best Year | 39.2% | 38.02% |
| Worst Year | -24.63% | -10.11% |
| Avg. Up Day | 0.23% | 0.99% |
| Avg. Down Day | -0.16% | -0.9% |
| Avg. Up Week | 2.0% | 5.81% |
| Avg. Down Week | -2.34% | -4.08% |
| Avg. Up Month | 7.07% | 12.09% |
| Avg. Down Month | -8.78% | -9.04% |
| Win Days % | 48.38% | 51.36% |
| Win Month % | 63.64% | 54.55% |
| Win Week % | 62.22% | 51.11% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |