| Metric | tmp/f.old/configs_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | -34.28% | 26.72% |
| Max Drawdown | -67.48% | -29.1% |
| Sharpe | -0.01 | 0.38 |
| Sortino | -0.02 | 0.55 |
| Payoff Ratio | 0.9 | 1.09 |
| Profit Factor | 0.99 | 1.06 |
| Common Sense Ratio | 1.35 | 1.02 |
| CPC Index | 0.44 | 0.59 |
| Tail Ratio | 1.37 | 0.96 |
| Outlier Win Ratio | 16.15 | 3.64 |
| Outlier Loss Ratio | 6.14 | 2.89 |
| Volatility (ann.) | 35.69% | 26.07% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.55 | 1.04 |
| Skew | -30.06 | 0.14 |
| Kurtosis | 1028.48 | 6.22 |
| Expected Daily % | -0.03% | 0.02% |
| Expected Monthly % | -3.44% | 1.99% |
| Expected Yearly % | -18.93% | 12.57% |
| Kelly Criterion | -7.85% | 6.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.07% | -2.22% |
| Expected Shortfall (cVaR) | -3.07% | -2.22% |
| Year | BTCUSD | tmp/f.old/configs_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 96.29 | 1.95 | + |
| 2025 | -15.23 | -66.52 | 4.37 | - |
| Metric | tmp/f.old/configs_fwd_ | BTCUSD |
|---|---|---|
| MTD | -63.64% | -4.11% |
| 3M | -66.54% | -19.53% |
| 6M | -44.26% | 26.0% |
| YTD | -66.52% | -15.23% |
| 1Y | -34.28% | 26.72% |
| 3Y (ann.) | -37.41% | 30.26% |
| 5Y (ann.) | -37.41% | 30.26% |
| Metric | tmp/f.old/configs_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -67.48% | -29.1% |
| Longest DD Days | 125.0 | 144.0 |
| Avg. Drawdown | -3.01% | -5.03% |
| Avg. Drawdown Days | 9.0 | 13.0 |
| Recovery Factor | -0.51 | 0.92 |
| Ulcer Index | 1.04 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-04-07 | -67.48 | 125 |
| 2024-05-21 | 2024-07-15 | -7.59 | 55 |
| 2024-08-09 | 2024-10-14 | -4.62 | 66 |
| 2024-07-22 | 2024-08-08 | -3.46 | 17 |
| 2024-10-21 | 2024-11-06 | -3.13 | 16 |
| 2024-11-22 | 2024-11-29 | -2.93 | 6 |
| 2024-11-13 | 2024-11-15 | -2.93 | 1 |
| 2024-07-17 | 2024-07-19 | -2.50 | 2 |
| 2024-11-16 | 2024-11-18 | -1.74 | 2 |
| 2024-05-16 | 2024-05-17 | -1.04 | 1 |
| Metric | tmp/f.old/configs_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.89% | 9.33% |
| Worst Day | -63.61% | -9.32% |
| Best Week | 21.52% | 18.93% |
| Worst Week | -63.62% | -12.33% |
| Best Month | 56.35% | 37.42% |
| Worst Month | -63.64% | -17.69% |
| Best Year | 96.29% | 49.48% |
| Worst Year | -66.52% | -15.23% |
| Avg. Up Day | 0.42% | 0.98% |
| Avg. Down Day | -0.47% | -0.9% |
| Avg. Up Week | 4.06% | 6.27% |
| Avg. Down Week | -4.24% | -4.77% |
| Avg. Up Month | 14.73% | 13.36% |
| Avg. Down Month | -23.32% | -7.96% |
| Win Days % | 48.87% | 51.22% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 48.98% | 51.02% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |