| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 41.85% | 62.88% |
| Max Drawdown | -16.66% | -28.17% |
| Sharpe | 1.25 | 1.21 |
| Sortino | 2.07 | 1.9 |
| Payoff Ratio | 1.32 | 1.2 |
| Profit Factor | 1.33 | 1.19 |
| Common Sense Ratio | 1.73 | 1.36 |
| CPC Index | 0.85 | 0.73 |
| Tail Ratio | 1.31 | 1.14 |
| Outlier Win Ratio | 10.83 | 3.64 |
| Outlier Loss Ratio | 5.2 | 2.87 |
| Volatility (ann.) | 31.12% | 49.33% |
| R^2 | 0.58 | 0.58 |
| Calmar | 2.44 | 2.16 |
| Skew | 1.28 | 0.52 |
| Kurtosis | 14.12 | 2.48 |
| Expected Daily % | 0.09% | 0.13% |
| Expected Monthly % | 2.73% | 3.82% |
| Expected Yearly % | 19.1% | 27.62% |
| Kelly Criterion | 9.24% | 10.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.57% | -4.08% |
| Expected Shortfall (cVaR) | -2.57% | -4.08% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 35.33 | 0.93 | - |
| 2025 | 18.15 | 4.82 | 0.27 | - |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | 1.72% | 5.4% |
| 3M | 13.68% | 36.68% |
| 6M | 4.74% | 9.02% |
| YTD | 4.82% | 18.15% |
| 1Y | 41.85% | 58.36% |
| 3Y (ann.) | 40.66% | 60.98% |
| 5Y (ann.) | 40.66% | 60.98% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -28.17% |
| Longest DD Days | 111.0 | 145.0 |
| Avg. Drawdown | -4.45% | -7.71% |
| Avg. Drawdown Days | 23.0 | 26.0 |
| Recovery Factor | 2.51 | 2.23 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-06-10 | -16.66 | 99 |
| 2024-07-22 | 2024-11-10 | -16.30 | 111 |
| 2025-01-22 | 2025-03-02 | -7.20 | 39 |
| 2024-11-23 | 2024-12-11 | -5.82 | 18 |
| 2024-07-02 | 2024-07-13 | -4.10 | 11 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-12-17 | 2025-01-21 | -3.04 | 35 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-12-12 | 2024-12-13 | -1.02 | 1 |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 14.89% | 18.93% |
| Worst Week | -6.39% | -12.33% |
| Best Month | 19.97% | 37.42% |
| Worst Month | -4.24% | -17.69% |
| Best Year | 35.33% | 37.85% |
| Worst Year | 4.82% | 18.15% |
| Avg. Up Day | 1.34% | 2.3% |
| Avg. Down Day | -1.02% | -1.91% |
| Avg. Up Week | 2.72% | 5.79% |
| Avg. Down Week | -1.77% | -4.75% |
| Avg. Up Month | 5.24% | 12.39% |
| Avg. Down Month | -2.72% | -9.5% |
| Win Days % | 48.4% | 51.07% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 60.47% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |