| Metric | o.p_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 52.14% | 55.57% |
| Max Drawdown | -12.49% | -28.21% |
| Sharpe | 1.83 | 1.13 |
| Sortino | 3.48 | 1.67 |
| Payoff Ratio | 1.37 | 1.31 |
| Profit Factor | 1.59 | 1.18 |
| Common Sense Ratio | 2.36 | 1.26 |
| CPC Index | 1.11 | 0.83 |
| Tail Ratio | 1.48 | 1.07 |
| Outlier Win Ratio | 14.12 | 3.13 |
| Outlier Loss Ratio | 5.01 | 2.73 |
| Volatility (ann.) | 24.49% | 50.13% |
| R^2 | 0.27 | 0.27 |
| Calmar | 4.19 | 1.98 |
| Skew | 2.23 | -0.18 |
| Kurtosis | 16.4 | 3.05 |
| Expected Daily % | 0.12% | 0.12% |
| Expected Monthly % | 3.28% | 3.46% |
| Expected Yearly % | 23.35% | 24.73% |
| Kelly Criterion | 15.07% | 17.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -4.16% |
| Expected Shortfall (cVaR) | -1.99% | -4.16% |
| Year | BTCUSD | o.p_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 55.73 | 1.38 | + |
| 2025 | 10.74 | -2.31 | -0.21 | - |
| Metric | o.p_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -2.02% | 7.86% |
| 3M | 4.84% | 4.01% |
| 6M | 8.7% | 15.72% |
| YTD | -2.31% | 10.74% |
| 1Y | 52.14% | 55.57% |
| 3Y (ann.) | 52.32% | 55.76% |
| 5Y (ann.) | 52.32% | 55.76% |
| Metric | o.p_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.49% | -28.21% |
| Longest DD Days | 160.0 | 148.0 |
| Avg. Drawdown | -2.88% | -8.28% |
| Avg. Drawdown Days | 18.0 | 34.0 |
| Recovery Factor | 4.18 | 1.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-05-02 | -12.49 | 160 |
| 2024-08-25 | 2024-09-20 | -8.19 | 26 |
| 2024-05-20 | 2024-07-17 | -5.17 | 58 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2025-05-03 | 2025-05-15 | -3.85 | 12 |
| 2024-10-22 | 2024-11-06 | -2.98 | 15 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-07-18 | 2024-07-20 | -2.29 | 2 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-09-21 | 2024-09-25 | -1.40 | 4 |
| Metric | o.p_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.49% | 9.49% |
| Worst Day | -5.47% | -13.23% |
| Best Week | 15.41% | 15.41% |
| Worst Week | -7.41% | -18.81% |
| Best Month | 43.0% | 34.43% |
| Worst Month | -6.82% | -23.44% |
| Best Year | 55.73% | 40.49% |
| Worst Year | -2.31% | 10.74% |
| Avg. Up Day | 1.58% | 1.98% |
| Avg. Down Day | -1.16% | -1.51% |
| Avg. Up Week | 5.06% | 7.52% |
| Avg. Down Week | -1.99% | -4.11% |
| Avg. Up Month | 17.63% | 16.99% |
| Avg. Down Month | -1.55% | -15.08% |
| Win Days % | 50.97% | 53.3% |
| Win Month % | 33.33% | 69.23% |
| Win Week % | 50.0% | 51.85% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |