| Metric | o.p_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 62.7% | 66.37% |
| Max Drawdown | -12.51% | -29.51% |
| Sharpe | 0.99 | 0.62 |
| Sortino | 1.69 | 0.91 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.31 | 1.1 |
| Common Sense Ratio | 1.61 | 1.09 |
| CPC Index | 0.81 | 0.69 |
| Tail Ratio | 1.23 | 0.98 |
| Outlier Win Ratio | 17.43 | 3.64 |
| Outlier Loss Ratio | 4.79 | 3.15 |
| Volatility (ann.) | 13.06% | 25.6% |
| R^2 | 0.29 | 0.29 |
| Calmar | 5.0 | 2.24 |
| Skew | 2.2 | 0.24 |
| Kurtosis | 26.84 | 6.77 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.81% | 3.99% |
| Expected Yearly % | 27.55% | 28.98% |
| Kelly Criterion | 9.88% | 11.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.16% |
| Expected Shortfall (cVaR) | -1.09% | -2.16% |
| Year | BTCUSD | o.p_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 64.12 | 1.30 | + |
| 2025 | 11.30 | -0.87 | -0.08 | - |
| Metric | o.p_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.22% | 10.32% |
| 3M | 6.39% | 7.53% |
| 6M | 11.75% | 18.96% |
| YTD | -0.87% | 11.3% |
| 1Y | 53.39% | 56.85% |
| 3Y (ann.) | 62.48% | 66.14% |
| 5Y (ann.) | 62.48% | 66.14% |
| Metric | o.p_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.51% | -29.51% |
| Longest DD Days | 156.0 | 144.0 |
| Avg. Drawdown | -2.37% | -5.05% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 5.01 | 2.25 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-04-28 | -12.51 | 156 |
| 2024-08-24 | 2024-09-20 | -8.80 | 27 |
| 2024-07-22 | 2024-08-20 | -6.01 | 29 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-05-18 | 2024-07-19 | -5.40 | 62 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2025-05-02 | 2025-05-16 | -4.56 | 13 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2024-09-20 | 2024-09-24 | -1.74 | 4 |
| Metric | o.p_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.33% | -12.33% |
| Best Month | 43.0% | 37.42% |
| Worst Month | -6.82% | -17.69% |
| Best Year | 64.12% | 49.48% |
| Worst Year | -0.87% | 11.3% |
| Avg. Up Day | 0.75% | 0.91% |
| Avg. Down Day | -0.61% | -0.76% |
| Avg. Up Week | 5.37% | 7.43% |
| Avg. Down Week | -2.74% | -4.94% |
| Avg. Up Month | 12.19% | 13.39% |
| Avg. Down Month | -2.01% | -8.91% |
| Win Days % | 50.17% | 51.88% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 54.55% | 55.56% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 50.0% | 100.0% |