| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 61.0% | 100.0% |
| Cumulative Return | 52.06% | 24.57% |
| Max Drawdown | -16.28% | -26.18% |
| Sharpe | 1.54 | 0.72 |
| Sortino | 2.77 | 1.11 |
| Payoff Ratio | 1.48 | 1.2 |
| Profit Factor | 1.44 | 1.11 |
| Common Sense Ratio | 2.02 | 1.21 |
| CPC Index | 1.01 | 0.66 |
| Tail Ratio | 1.41 | 1.09 |
| Outlier Win Ratio | 11.95 | 3.95 |
| Outlier Loss Ratio | 5.03 | 2.8 |
| Volatility (ann.) | 32.77% | 50.42% |
| R^2 | 0.55 | 0.55 |
| Calmar | 3.52 | 1.02 |
| Skew | 1.93 | 0.56 |
| Kurtosis | 15.19 | 2.45 |
| Expected Daily % | 0.12% | 0.06% |
| Expected Monthly % | 3.55% | 1.85% |
| Expected Yearly % | 23.31% | 11.61% |
| Kelly Criterion | 12.2% | 7.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.68% | -4.24% |
| Expected Shortfall (cVaR) | -2.68% | -4.24% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 62.42 | 1.29 | + |
| 2025 | -16.05 | -6.38 | 0.40 | + |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | -5.04% |
| 3M | -6.38% | -20.14% |
| 6M | 30.36% | 26.22% |
| YTD | -6.38% | -16.05% |
| 1Y | 52.06% | 24.57% |
| 3Y (ann.) | 57.23% | 26.77% |
| 5Y (ann.) | 57.23% | 26.77% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.28% | -26.18% |
| Longest DD Days | 99.0 | 161.0 |
| Avg. Drawdown | -4.13% | -6.89% |
| Avg. Drawdown Days | 17.0 | 22.0 |
| Recovery Factor | 3.2 | 0.94 |
| Ulcer Index | 1.1 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-06 | -16.28 | 34 |
| 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_ | 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% | -16.05% |
| Avg. Up Day | 1.57% | 2.39% |
| Avg. Down Day | -1.06% | -1.99% |
| Avg. Up Week | 3.9% | 6.31% |
| Avg. Down Week | -1.86% | -5.53% |
| Avg. Up Month | 11.29% | 14.66% |
| Avg. Down Month | -2.05% | -7.67% |
| Win Days % | 47.57% | 49.41% |
| Win Month % | 58.33% | 50.0% |
| Win Week % | 55.26% | 50.0% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |