| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 63.04% | 24.57% |
| Max Drawdown | -16.19% | -26.18% |
| Sharpe | 2.11 | 0.72 |
| Sortino | 3.99 | 1.11 |
| Payoff Ratio | 1.5 | 1.19 |
| Profit Factor | 1.49 | 1.11 |
| Common Sense Ratio | 2.42 | 1.21 |
| CPC Index | 1.08 | 0.65 |
| Tail Ratio | 1.63 | 1.09 |
| Outlier Win Ratio | 6.97 | 3.33 |
| Outlier Loss Ratio | 7.6 | 2.62 |
| Volatility (ann.) | 26.62% | 50.42% |
| R^2 | 0.47 | 0.47 |
| Calmar | 4.29 | 1.02 |
| Skew | 1.61 | 0.56 |
| Kurtosis | 8.11 | 2.45 |
| Expected Daily % | 0.14% | 0.06% |
| Expected Monthly % | 4.16% | 1.85% |
| Expected Yearly % | 27.69% | 11.61% |
| Kelly Criterion | 13.87% | 7.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.14% | -4.24% |
| Expected Shortfall (cVaR) | -2.14% | -4.24% |
| Year | BTCUSD | all.f_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 75.66 | 1.56 | + |
| 2025 | -16.05 | -7.19 | 0.45 | + |
| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.57% | -5.04% |
| 3M | -7.58% | -20.14% |
| 6M | 51.46% | 26.22% |
| YTD | -7.19% | -16.05% |
| 1Y | 63.04% | 24.57% |
| 3Y (ann.) | 69.53% | 26.77% |
| 5Y (ann.) | 69.53% | 26.77% |
| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.19% | -26.18% |
| Longest DD Days | 118.0 | 161.0 |
| Avg. Drawdown | -3.9% | -6.89% |
| Avg. Drawdown Days | 21.0 | 22.0 |
| Recovery Factor | 3.89 | 0.94 |
| Ulcer Index | 1.05 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-06 | -16.19 | 118 |
| 2024-07-22 | 2024-08-08 | -7.21 | 17 |
| 2024-05-22 | 2024-07-14 | -6.47 | 53 |
| 2024-08-09 | 2024-10-18 | -4.79 | 70 |
| 2024-10-30 | 2024-11-06 | -4.45 | 7 |
| 2024-11-12 | 2024-11-15 | -4.03 | 3 |
| 2024-11-25 | 2024-11-27 | -2.85 | 2 |
| 2024-11-17 | 2024-11-18 | -2.43 | 1 |
| 2024-12-05 | 2024-12-06 | -1.70 | 1 |
| 2024-07-17 | 2024-07-19 | -1.47 | 2 |
| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.14% | 11.89% |
| Worst Day | -5.14% | -8.6% |
| Best Week | 14.7% | 18.93% |
| Worst Week | -5.14% | -12.33% |
| Best Month | 55.1% | 37.42% |
| Worst Month | -4.17% | -17.69% |
| Best Year | 75.66% | 48.38% |
| Worst Year | -7.19% | -16.05% |
| Avg. Up Day | 1.09% | 2.31% |
| Avg. Down Day | -0.73% | -1.93% |
| Avg. Up Week | 3.59% | 6.56% |
| Avg. Down Week | -1.27% | -4.69% |
| Avg. Up Month | 12.54% | 13.2% |
| Avg. Down Month | -2.31% | -8.27% |
| Win Days % | 48.37% | 49.41% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 46.0% | 50.0% |
| Win Quarter % | 60.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |