| Metric | o.p_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 64.71% | 77.51% |
| Max Drawdown | -12.51% | -29.51% |
| Sharpe | 1.0 | 0.68 |
| Sortino | 1.69 | 0.99 |
| Payoff Ratio | 1.22 | 1.19 |
| Profit Factor | 1.31 | 1.11 |
| Common Sense Ratio | 1.64 | 1.1 |
| CPC Index | 0.81 | 0.69 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 17.06 | 3.61 |
| Outlier Loss Ratio | 4.84 | 3.18 |
| Volatility (ann.) | 13.07% | 25.53% |
| R^2 | 0.29 | 0.29 |
| Calmar | 5.05 | 2.56 |
| Skew | 2.13 | 0.23 |
| Kurtosis | 26.39 | 6.74 |
| Expected Daily % | 0.03% | 0.04% |
| Expected Monthly % | 3.91% | 4.51% |
| Expected Yearly % | 28.34% | 33.23% |
| Kelly Criterion | 9.86% | 11.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.15% |
| Expected Shortfall (cVaR) | -1.09% | -2.15% |
| Year | BTCUSD | o.p_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 64.12 | 1.30 | + |
| 2025 | 18.75 | 0.36 | 0.02 | - |
| Metric | o.p_fwd_ | BTCUSD |
|---|---|---|
| MTD | 1.46% | 17.7% |
| 3M | 7.71% | 14.72% |
| 6M | 4.73% | 17.49% |
| YTD | 0.36% | 18.75% |
| 1Y | 57.47% | 60.41% |
| 3Y (ann.) | 63.17% | 75.6% |
| 5Y (ann.) | 63.17% | 75.6% |
| Metric | o.p_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.51% | -29.51% |
| Longest DD Days | 156.0 | 144.0 |
| Avg. Drawdown | -2.37% | -4.87% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 5.17 | 2.63 |
| 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 | 2025-05-23 | -4.56 | 20 |
| 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 | 0.36% | 18.75% |
| Avg. Up Day | 0.74% | 0.9% |
| Avg. Down Day | -0.61% | -0.76% |
| Avg. Up Week | 5.15% | 7.41% |
| Avg. Down Week | -2.74% | -4.94% |
| Avg. Up Month | 12.39% | 14.62% |
| Avg. Down Month | -2.01% | -8.91% |
| Win Days % | 50.5% | 52.18% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 55.88% | 56.36% |
| Win Quarter % | 80.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |