| Metric | p_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 45.22% | 55.57% |
| Max Drawdown | -15.95% | -28.21% |
| Sharpe | 1.62 | 1.13 |
| Sortino | 2.87 | 1.67 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.39 | 1.18 |
| Common Sense Ratio | 2.1 | 1.26 |
| CPC Index | 0.86 | 0.74 |
| Tail Ratio | 1.51 | 1.07 |
| Outlier Win Ratio | 10.2 | 3.02 |
| Outlier Loss Ratio | 5.24 | 2.73 |
| Volatility (ann.) | 24.87% | 50.13% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.85 | 1.98 |
| Skew | 1.55 | -0.18 |
| Kurtosis | 10.4 | 3.05 |
| Expected Daily % | 0.1% | 0.12% |
| Expected Monthly % | 2.91% | 3.46% |
| Expected Yearly % | 20.51% | 24.73% |
| Kelly Criterion | 11.67% | 13.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.03% | -4.16% |
| Expected Shortfall (cVaR) | -2.03% | -4.16% |
| Year | BTCUSD | p_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 44.60 | 1.10 | + |
| 2025 | 10.74 | 0.42 | 0.04 | - |
| Metric | p_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -2.05% | 7.86% |
| 3M | 1.91% | 4.01% |
| 6M | 6.56% | 15.72% |
| YTD | 0.42% | 10.74% |
| 1Y | 45.22% | 55.57% |
| 3Y (ann.) | 45.37% | 55.76% |
| 5Y (ann.) | 45.37% | 55.76% |
| Metric | p_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -15.95% | -28.21% |
| Longest DD Days | 148.0 | 148.0 |
| Avg. Drawdown | -3.28% | -8.28% |
| Avg. Drawdown Days | 19.0 | 34.0 |
| Recovery Factor | 2.84 | 1.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-05-15 | -15.95 | 148 |
| 2024-05-22 | 2024-07-22 | -11.46 | 61 |
| 2024-08-26 | 2024-09-25 | -8.61 | 30 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2024-10-22 | 2024-11-06 | -2.92 | 15 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-08-21 | 2024-08-24 | -1.84 | 3 |
| 2024-08-19 | 2024-08-20 | -1.04 | 1 |
| 2024-11-17 | 2024-11-19 | -1.01 | 2 |
| Metric | p_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -4.94% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -6.52% | -18.81% |
| Best Month | 34.32% | 34.43% |
| Worst Month | -5.54% | -23.44% |
| Best Year | 44.6% | 40.49% |
| Worst Year | 0.42% | 10.74% |
| Avg. Up Day | 1.25% | 1.88% |
| Avg. Down Day | -1.05% | -1.61% |
| Avg. Up Week | 4.1% | 6.56% |
| Avg. Down Week | -2.17% | -4.12% |
| Avg. Up Month | 12.8% | 14.38% |
| Avg. Down Month | -3.59% | -12.51% |
| Win Days % | 52.0% | 53.3% |
| Win Month % | 38.46% | 69.23% |
| Win Week % | 51.16% | 51.85% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |