| Metric | all.f_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 62.96% | 25.79% |
| Max Drawdown | -17.38% | -26.18% |
| Sharpe | 2.02 | 0.74 |
| Sortino | 3.75 | 1.15 |
| Payoff Ratio | 1.41 | 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 | 7.24 | 3.62 |
| Outlier Loss Ratio | 6.73 | 2.59 |
| Volatility (ann.) | 27.89% | 50.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 3.98 | 1.07 |
| Skew | 1.34 | 0.56 |
| Kurtosis | 6.86 | 2.46 |
| Expected Daily % | 0.14% | 0.07% |
| Expected Monthly % | 4.15% | 1.93% |
| Expected Yearly % | 27.65% | 12.16% |
| Kelly Criterion | 13.58% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.25% | -4.23% |
| Expected Shortfall (cVaR) | -2.25% | -4.23% |
| Year | BTCUSD | all.f_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 75.43 | 1.56 | + |
| 2025 | -15.23 | -7.11 | 0.47 | + |
| Metric | all.f_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.85% | -4.11% |
| 3M | -7.82% | -19.42% |
| 6M | 57.03% | 27.54% |
| YTD | -7.11% | -15.23% |
| 1Y | 62.96% | 25.79% |
| 3Y (ann.) | 69.18% | 28.02% |
| 5Y (ann.) | 69.18% | 28.02% |
| Metric | all.f_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.38% | -26.18% |
| Longest DD Days | 119.0 | 161.0 |
| Avg. Drawdown | -4.97% | -6.89% |
| Avg. Drawdown Days | 30.0 | 22.0 |
| Recovery Factor | 3.62 | 0.99 |
| Ulcer Index | 1.06 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-09 | 2025-04-07 | -17.38 | 119 |
| 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_ | 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 | -7.11% | -15.23% |
| Avg. Up Day | 1.13% | 2.33% |
| Avg. Down Day | -0.8% | -1.98% |
| Avg. Up Week | 4.15% | 7.02% |
| Avg. Down Week | -1.41% | -4.65% |
| Avg. Up Month | 17.15% | 13.78% |
| Avg. Down Month | -1.67% | -7.95% |
| Win Days % | 49.41% | 49.56% |
| Win Month % | 41.67% | 50.0% |
| Win Week % | 42.0% | 50.0% |
| Win Quarter % | 40.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |