| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 63.34% | 24.57% |
| Max Drawdown | -18.36% | -26.18% |
| Sharpe | 2.03 | 0.72 |
| Sortino | 3.77 | 1.11 |
| Payoff Ratio | 1.46 | 1.2 |
| Profit Factor | 1.45 | 1.11 |
| Common Sense Ratio | 2.38 | 1.21 |
| CPC Index | 1.03 | 0.66 |
| Tail Ratio | 1.64 | 1.09 |
| Outlier Win Ratio | 6.85 | 3.47 |
| Outlier Loss Ratio | 7.19 | 2.69 |
| Volatility (ann.) | 27.98% | 50.42% |
| R^2 | 0.45 | 0.45 |
| Calmar | 3.81 | 1.02 |
| Skew | 1.46 | 0.56 |
| Kurtosis | 6.63 | 2.45 |
| Expected Daily % | 0.14% | 0.06% |
| Expected Monthly % | 4.17% | 1.85% |
| Expected Yearly % | 27.81% | 11.61% |
| Kelly Criterion | 12.97% | 7.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.25% | -4.24% |
| Expected Shortfall (cVaR) | -2.25% | -4.24% |
| Year | BTCUSD | all.f_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 79.52 | 1.64 | + |
| 2025 | -16.05 | -9.01 | 0.56 | + |
| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.47% | -5.04% |
| 3M | -9.47% | -20.14% |
| 6M | 55.23% | 26.22% |
| YTD | -9.01% | -16.05% |
| 1Y | 63.34% | 24.57% |
| 3Y (ann.) | 69.87% | 26.77% |
| 5Y (ann.) | 69.87% | 26.77% |
| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.36% | -26.18% |
| Longest DD Days | 118.0 | 161.0 |
| Avg. Drawdown | -4.56% | -6.89% |
| Avg. Drawdown Days | 25.0 | 22.0 |
| Recovery Factor | 3.45 | 0.94 |
| Ulcer Index | 1.06 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-06 | -18.36 | 118 |
| 2024-07-22 | 2024-10-29 | -9.38 | 99 |
| 2024-05-22 | 2024-07-14 | -6.74 | 53 |
| 2024-10-30 | 2024-11-06 | -4.85 | 7 |
| 2024-11-12 | 2024-11-16 | -4.39 | 4 |
| 2024-11-25 | 2024-11-27 | -2.81 | 2 |
| 2024-11-17 | 2024-11-18 | -2.57 | 1 |
| 2024-12-05 | 2024-12-06 | -1.92 | 1 |
| 2024-11-19 | 2024-11-21 | -1.67 | 2 |
| 2024-07-17 | 2024-07-19 | -1.49 | 2 |
| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.55% | 11.89% |
| Worst Day | -4.9% | -8.6% |
| Best Week | 15.84% | 18.93% |
| Worst Week | -7.02% | -12.33% |
| Best Month | 59.68% | 37.42% |
| Worst Month | -6.2% | -17.69% |
| Best Year | 79.52% | 48.38% |
| Worst Year | -9.01% | -16.05% |
| Avg. Up Day | 1.14% | 2.32% |
| Avg. Down Day | -0.78% | -1.94% |
| Avg. Up Week | 4.08% | 6.69% |
| Avg. Down Week | -1.46% | -4.76% |
| Avg. Up Month | 11.26% | 12.62% |
| Avg. Down Month | -2.53% | -8.39% |
| 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% |