| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 52.06% | 32.2% |
| Max Drawdown | -16.28% | -26.0% |
| Sharpe | 1.54 | 0.85 |
| Sortino | 2.78 | 1.34 |
| Payoff Ratio | 1.47 | 1.23 |
| Profit Factor | 1.44 | 1.13 |
| Common Sense Ratio | 2.01 | 1.27 |
| CPC Index | 1.01 | 0.69 |
| Tail Ratio | 1.4 | 1.12 |
| Outlier Win Ratio | 11.91 | 3.95 |
| Outlier Loss Ratio | 4.88 | 2.76 |
| Volatility (ann.) | 32.91% | 50.21% |
| R^2 | 0.55 | 0.55 |
| Calmar | 3.56 | 1.37 |
| Skew | 1.92 | 0.59 |
| Kurtosis | 15.02 | 2.48 |
| Expected Daily % | 0.12% | 0.08% |
| Expected Monthly % | 3.55% | 2.35% |
| Expected Yearly % | 23.31% | 14.98% |
| Kelly Criterion | 12.23% | 8.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.69% | -4.21% |
| Expected Shortfall (cVaR) | -2.69% | -4.21% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 62.42 | 1.29 | + |
| 2025 | -10.90 | -6.38 | 0.58 | + |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.78% |
| 3M | -6.38% | -10.9% |
| 6M | 30.36% | 36.82% |
| YTD | -6.38% | -10.9% |
| 1Y | 52.06% | 32.2% |
| 3Y (ann.) | 57.88% | 35.55% |
| 5Y (ann.) | 57.88% | 35.55% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.28% | -26.0% |
| Longest DD Days | 99.0 | 161.0 |
| Avg. Drawdown | -4.13% | -6.87% |
| Avg. Drawdown Days | 17.0 | 22.0 |
| Recovery Factor | 3.2 | 1.24 |
| Ulcer Index | 1.1 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-03 | -16.28 | 31 |
| 2024-07-02 | 2024-07-15 | -10.98 | 13 |
| 2024-11-23 | 2025-03-02 | -9.19 | 99 |
| 2024-08-09 | 2024-10-15 | -6.75 | 67 |
| 2024-07-22 | 2024-08-08 | -4.18 | 17 |
| 2024-10-30 | 2024-11-06 | -3.78 | 7 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-06-26 | 2024-06-30 | -2.11 | 4 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.17% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.47% | -12.33% |
| Best Month | 34.57% | 37.42% |
| Worst Month | -4.41% | -17.69% |
| Best Year | 62.42% | 48.38% |
| Worst Year | -6.38% | -10.9% |
| Avg. Up Day | 1.57% | 2.39% |
| Avg. Down Day | -1.07% | -1.94% |
| Avg. Up Week | 3.9% | 6.31% |
| Avg. Down Week | -1.99% | -5.46% |
| Avg. Up Month | 9.03% | 11.89% |
| Avg. Down Month | -2.05% | -7.67% |
| Win Days % | 47.8% | 49.55% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 56.76% | 51.02% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |