| Metric | o.p_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 56.3% | 68.36% |
| Max Drawdown | -12.49% | -28.21% |
| Sharpe | 1.92 | 1.28 |
| Sortino | 3.65 | 1.88 |
| Payoff Ratio | 1.36 | 1.33 |
| Profit Factor | 1.62 | 1.21 |
| Common Sense Ratio | 2.43 | 1.29 |
| CPC Index | 1.13 | 0.86 |
| Tail Ratio | 1.5 | 1.07 |
| Outlier Win Ratio | 13.8 | 3.11 |
| Outlier Loss Ratio | 5.12 | 2.75 |
| Volatility (ann.) | 24.4% | 49.85% |
| R^2 | 0.27 | 0.27 |
| Calmar | 4.42 | 2.37 |
| Skew | 2.22 | -0.19 |
| Kurtosis | 16.31 | 3.08 |
| Expected Daily % | 0.12% | 0.14% |
| Expected Monthly % | 3.5% | 4.09% |
| Expected Yearly % | 25.02% | 29.75% |
| Kelly Criterion | 15.43% | 18.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.97% | -4.12% |
| Expected Shortfall (cVaR) | -1.97% | -4.12% |
| Year | BTCUSD | o.p_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 55.73 | 1.38 | + |
| 2025 | 19.84 | 0.36 | 0.02 | - |
| Metric | o.p_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.66% | 16.72% |
| 3M | 7.71% | 15.9% |
| 6M | 7.47% | 20.52% |
| YTD | 0.36% | 19.84% |
| 1Y | 53.97% | 55.66% |
| 3Y (ann.) | 55.18% | 66.95% |
| 5Y (ann.) | 55.18% | 66.95% |
| Metric | o.p_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.49% | -28.21% |
| Longest DD Days | 160.0 | 154.0 |
| Avg. Drawdown | -2.88% | -8.28% |
| Avg. Drawdown Days | 19.0 | 35.0 |
| Recovery Factor | 4.51 | 2.42 |
| 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 | 2025-05-22 | -3.85 | 19 |
| 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 | 0.36% | 19.84% |
| Avg. Up Day | 1.55% | 1.96% |
| Avg. Down Day | -1.14% | -1.48% |
| Avg. Up Week | 4.82% | 7.46% |
| Avg. Down Week | -2.02% | -4.44% |
| Avg. Up Month | 14.24% | 16.94% |
| Avg. Down Month | -1.55% | -15.08% |
| Win Days % | 51.23% | 53.64% |
| Win Month % | 41.67% | 69.23% |
| Win Week % | 51.43% | 54.55% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |