| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 43.92% | 49.7% |
| Max Drawdown | -16.66% | -28.17% |
| Sharpe | 1.29 | 1.05 |
| Sortino | 2.16 | 1.67 |
| Payoff Ratio | 1.37 | 1.2 |
| Profit Factor | 1.34 | 1.17 |
| Common Sense Ratio | 1.69 | 1.34 |
| CPC Index | 0.87 | 0.7 |
| Tail Ratio | 1.26 | 1.15 |
| Outlier Win Ratio | 11.39 | 3.59 |
| Outlier Loss Ratio | 4.24 | 2.78 |
| Volatility (ann.) | 32.3% | 50.61% |
| R^2 | 0.57 | 0.57 |
| Calmar | 2.66 | 1.78 |
| Skew | 1.28 | 0.6 |
| Kurtosis | 13.29 | 2.39 |
| Expected Daily % | 0.1% | 0.11% |
| Expected Monthly % | 3.08% | 3.42% |
| Expected Yearly % | 19.97% | 22.35% |
| Kelly Criterion | 8.81% | 8.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.67% | -4.21% |
| Expected Shortfall (cVaR) | -2.67% | -4.21% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 39.44 | 0.82 | - |
| 2025 | 0.89 | 3.21 | 3.62 | + |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | 6.34% | 14.11% |
| 3M | 3.22% | -7.72% |
| 6M | 26.49% | 34.69% |
| YTD | 3.21% | 0.89% |
| 1Y | 43.92% | 49.7% |
| 3Y (ann.) | 44.35% | 50.2% |
| 5Y (ann.) | 44.35% | 50.2% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -28.17% |
| Longest DD Days | 107.0 | 161.0 |
| Avg. Drawdown | -5.32% | -7.03% |
| Avg. Drawdown Days | 26.0 | 24.0 |
| Recovery Factor | 2.64 | 1.76 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-30 | -16.66 | 58 |
| 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% | 48.38% |
| Worst Year | 3.21% | 0.89% |
| Avg. Up Day | 1.73% | 2.4% |
| Avg. Down Day | -1.26% | -2.01% |
| Avg. Up Week | 3.7% | 5.98% |
| Avg. Down Week | -2.13% | -4.89% |
| Avg. Up Month | 8.77% | 15.04% |
| Avg. Down Month | -3.66% | -13.21% |
| Win Days % | 47.26% | 50.28% |
| Win Month % | 80.0% | 58.33% |
| Win Week % | 57.14% | 50.94% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |