| Metric | /home/ubuntu/gh_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 96.0% | 100.0% |
| Cumulative Return | 95.46% | 66.61% |
| Max Drawdown | -10.96% | -28.17% |
| Sharpe | 3.01 | 1.24 |
| Sortino | 5.62 | 1.98 |
| Payoff Ratio | 1.72 | 1.11 |
| Profit Factor | 2.01 | 1.2 |
| Common Sense Ratio | 4.38 | 1.39 |
| CPC Index | 1.89 | 0.67 |
| Tail Ratio | 2.18 | 1.16 |
| Outlier Win Ratio | 9.63 | 3.13 |
| Outlier Loss Ratio | 9.31 | 2.27 |
| Volatility (ann.) | 22.62% | 50.47% |
| R^2 | 0.07 | 0.07 |
| Calmar | 8.49 | 2.31 |
| Skew | 1.55 | 0.59 |
| Kurtosis | 22.79 | 2.36 |
| Expected Daily % | 0.18% | 0.14% |
| Expected Monthly % | 5.29% | 4.0% |
| Expected Yearly % | 39.81% | 29.08% |
| Kelly Criterion | 28.47% | 6.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -4.17% |
| Expected Shortfall (cVaR) | -1.76% | -4.17% |
| Year | BTCUSD | /home/ubuntu/gh_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 46.33 | 0.96 | - |
| 2025 | 12.28 | 33.58 | 2.73 | + |
| Metric | /home/ubuntu/gh_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 7.43% | 11.3% |
| 3M | 18.45% | 8.55% |
| 6M | 52.54% | 38.07% |
| YTD | 33.58% | 12.28% |
| 1Y | 95.43% | 66.19% |
| 3Y (ann.) | 93.01% | 65.01% |
| 5Y (ann.) | 93.01% | 65.01% |
| Metric | /home/ubuntu/gh_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.96% | -28.17% |
| Longest DD Days | 77.0 | 161.0 |
| Avg. Drawdown | -1.75% | -7.03% |
| Avg. Drawdown Days | 13.0 | 25.0 |
| Recovery Factor | 8.71 | 2.36 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-23 | 2024-09-20 | -10.96 | 59 |
| 2025-01-25 | 2025-04-12 | -7.50 | 77 |
| 2024-06-06 | 2024-07-17 | -4.98 | 41 |
| 2025-04-15 | 2025-04-21 | -3.41 | 6 |
| 2024-12-01 | 2025-01-16 | -2.69 | 46 |
| 2024-10-08 | 2024-10-14 | -2.57 | 6 |
| 2025-05-02 | 2025-05-08 | -1.75 | 6 |
| 2024-11-13 | 2024-11-15 | -1.17 | 2 |
| 2024-10-22 | 2024-11-06 | -1.13 | 15 |
| 2024-11-23 | 2024-11-29 | -0.96 | 6 |
| Metric | /home/ubuntu/gh_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.52% | 11.89% |
| Worst Day | -7.22% | -8.6% |
| Best Week | 14.76% | 18.93% |
| Worst Week | -3.11% | -12.33% |
| Best Month | 30.22% | 37.42% |
| Worst Month | -2.94% | -17.69% |
| Best Year | 46.33% | 48.38% |
| Worst Year | 33.58% | 12.28% |
| Avg. Up Day | 0.7% | 2.28% |
| Avg. Down Day | -0.41% | -2.06% |
| Avg. Up Week | 3.27% | 5.95% |
| Avg. Down Week | -0.88% | -4.77% |
| Avg. Up Month | 9.92% | 12.64% |
| Avg. Down Month | -2.18% | -9.19% |
| Win Days % | 54.75% | 50.81% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 60.0% | 54.55% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |