| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 35.5% | 16.86% |
| Max Drawdown | -16.66% | -26.18% |
| Sharpe | 1.24 | 0.61 |
| Sortino | 2.03 | 0.93 |
| Payoff Ratio | 1.37 | 1.19 |
| Profit Factor | 1.31 | 1.09 |
| Common Sense Ratio | 1.59 | 1.14 |
| CPC Index | 0.84 | 0.65 |
| Tail Ratio | 1.22 | 1.05 |
| Outlier Win Ratio | 10.11 | 3.62 |
| Outlier Loss Ratio | 4.5 | 2.78 |
| Volatility (ann.) | 33.3% | 50.45% |
| R^2 | 0.61 | 0.61 |
| Calmar | 2.58 | 0.77 |
| Skew | 1.19 | 0.48 |
| Kurtosis | 13.04 | 2.46 |
| Expected Daily % | 0.1% | 0.05% |
| Expected Monthly % | 2.8% | 1.43% |
| Expected Yearly % | 16.4% | 8.1% |
| Kelly Criterion | 7.63% | 7.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.75% | -4.26% |
| Expected Shortfall (cVaR) | -2.75% | -4.26% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 39.44 | 1.04 | + |
| 2025 | -15.23 | -2.83 | 0.19 | + |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.12% | -4.11% |
| 3M | -2.83% | -19.42% |
| 6M | 25.63% | 27.54% |
| YTD | -2.83% | -15.23% |
| 1Y | 35.5% | 16.86% |
| 3Y (ann.) | 43.0% | 20.14% |
| 5Y (ann.) | 43.0% | 20.14% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -26.18% |
| Longest DD Days | 107.0 | 145.0 |
| Avg. Drawdown | -5.32% | -8.03% |
| Avg. Drawdown Days | 24.0 | 26.0 |
| Recovery Factor | 2.13 | 0.64 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-07 | -16.66 | 35 |
| 2024-07-22 | 2024-11-06 | -15.34 | 107 |
| 2024-12-17 | 2025-03-02 | -6.91 | 75 |
| 2024-11-23 | 2024-12-15 | -5.76 | 22 |
| 2024-07-02 | 2024-07-14 | -5.36 | 12 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-06-26 | 2024-06-30 | -1.14 | 4 |
| 2024-11-12 | 2024-11-13 | -0.83 | 1 |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 15.18% | 18.93% |
| Worst Week | -5.27% | -12.33% |
| Best Month | 21.45% | 37.42% |
| Worst Month | -3.8% | -17.69% |
| Best Year | 39.44% | 37.85% |
| Worst Year | -2.83% | -15.23% |
| Avg. Up Day | 1.67% | 2.36% |
| Avg. Down Day | -1.22% | -1.98% |
| Avg. Up Week | 3.85% | 6.29% |
| Avg. Down Week | -2.13% | -4.89% |
| Avg. Up Month | 9.38% | 15.28% |
| Avg. Down Month | -3.66% | -13.21% |
| Win Days % | 46.6% | 49.68% |
| Win Month % | 80.0% | 45.45% |
| Win Week % | 55.88% | 50.0% |
| Win Quarter % | 80.0% | 40.0% |
| Win Year % | 50.0% | 50.0% |