| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 62.93% | 24.57% |
| Max Drawdown | -17.38% | -26.18% |
| Sharpe | 2.02 | 0.72 |
| Sortino | 3.75 | 1.11 |
| Payoff Ratio | 1.42 | 1.18 |
| Profit Factor | 1.45 | 1.11 |
| Common Sense Ratio | 2.87 | 1.21 |
| CPC Index | 1.01 | 0.65 |
| Tail Ratio | 1.98 | 1.09 |
| Outlier Win Ratio | 7.21 | 3.61 |
| Outlier Loss Ratio | 6.73 | 2.59 |
| Volatility (ann.) | 27.93% | 50.42% |
| R^2 | 0.36 | 0.36 |
| Calmar | 3.99 | 1.02 |
| Skew | 1.34 | 0.56 |
| Kurtosis | 6.83 | 2.45 |
| Expected Daily % | 0.14% | 0.06% |
| Expected Monthly % | 4.15% | 1.85% |
| Expected Yearly % | 27.64% | 11.61% |
| Kelly Criterion | 13.6% | 6.63% |
| 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 | 75.43 | 1.56 | + |
| 2025 | -16.05 | -7.12 | 0.44 | + |
| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.87% | -5.04% |
| 3M | -7.66% | -20.14% |
| 6M | 56.67% | 26.22% |
| YTD | -7.12% | -16.05% |
| 1Y | 62.93% | 24.57% |
| 3Y (ann.) | 69.41% | 26.77% |
| 5Y (ann.) | 69.41% | 26.77% |
| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.38% | -26.18% |
| Longest DD Days | 118.0 | 161.0 |
| Avg. Drawdown | -4.97% | -6.89% |
| Avg. Drawdown Days | 30.0 | 22.0 |
| Recovery Factor | 3.62 | 0.94 |
| Ulcer Index | 1.06 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-06 | -17.38 | 118 |
| 2024-07-22 | 2024-11-06 | -8.79 | 107 |
| 2024-05-22 | 2024-07-14 | -5.42 | 53 |
| 2024-11-12 | 2024-11-16 | -4.76 | 4 |
| 2024-11-25 | 2024-11-27 | -3.35 | 2 |
| 2024-11-17 | 2024-11-18 | -3.31 | 1 |
| 2024-11-19 | 2024-11-21 | -3.13 | 2 |
| 2024-12-05 | 2024-12-06 | -1.68 | 1 |
| 2024-07-17 | 2024-07-19 | -1.45 | 2 |
| 2024-05-08 | 2024-05-16 | -0.38 | 8 |
| Metric | all.f_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.22% | 11.89% |
| Worst Day | -6.77% | -8.6% |
| Best Week | 16.02% | 18.93% |
| Worst Week | -5.11% | -12.33% |
| Best Month | 61.57% | 37.42% |
| Worst Month | -3.47% | -17.69% |
| Best Year | 75.43% | 48.38% |
| Worst Year | -7.12% | -16.05% |
| Avg. Up Day | 1.14% | 2.34% |
| Avg. Down Day | -0.8% | -1.98% |
| Avg. Up Week | 4.15% | 7.02% |
| Avg. Down Week | -1.41% | -4.69% |
| Avg. Up Month | 17.15% | 13.78% |
| Avg. Down Month | -1.67% | -8.14% |
| Win Days % | 49.26% | 49.41% |
| Win Month % | 41.67% | 50.0% |
| Win Week % | 42.0% | 50.0% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |