| Metric | ml_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 72.0% | 100.0% |
| Cumulative Return | 76.21% | 61.68% |
| Max Drawdown | -10.9% | -28.21% |
| Sharpe | 2.69 | 1.19 |
| Sortino | 5.26 | 1.76 |
| Payoff Ratio | 1.61 | 1.04 |
| Profit Factor | 1.9 | 1.19 |
| Common Sense Ratio | 3.84 | 1.27 |
| CPC Index | 1.59 | 0.66 |
| Tail Ratio | 2.02 | 1.07 |
| Outlier Win Ratio | 11.71 | 3.18 |
| Outlier Loss Ratio | 9.16 | 2.61 |
| Volatility (ann.) | 21.33% | 49.45% |
| R^2 | 0.38 | 0.38 |
| Calmar | 6.77 | 2.12 |
| Skew | 1.84 | -0.21 |
| Kurtosis | 12.5 | 3.16 |
| Expected Daily % | 0.15% | 0.13% |
| Expected Monthly % | 4.45% | 3.76% |
| Expected Yearly % | 32.75% | 27.15% |
| Kelly Criterion | 22.25% | 8.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.1% |
| Expected Shortfall (cVaR) | -1.68% | -4.1% |
| Year | BTCUSD | ml_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 33.31 | 0.91 | - |
| 2025 | 18.27 | 32.18 | 1.76 | + |
| Metric | ml_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 4.21% | 5.58% |
| 3M | 18.18% | 27.14% |
| 6M | 32.45% | 9.79% |
| YTD | 32.18% | 18.27% |
| 1Y | 70.95% | 57.81% |
| 3Y (ann.) | 73.83% | 59.82% |
| 5Y (ann.) | 73.83% | 59.82% |
| Metric | ml_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.9% | -28.21% |
| Longest DD Days | 63.0 | 154.0 |
| Avg. Drawdown | -1.78% | -8.43% |
| Avg. Drawdown Days | 10.0 | 35.0 |
| Recovery Factor | 6.99 | 2.19 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-08-09 | -10.90 | 63 |
| 2025-01-31 | 2025-03-01 | -7.11 | 29 |
| 2024-12-06 | 2024-12-16 | -4.75 | 10 |
| 2024-12-22 | 2025-01-07 | -4.21 | 16 |
| 2024-08-12 | 2024-09-10 | -4.01 | 29 |
| 2024-09-21 | 2024-10-12 | -3.28 | 21 |
| 2025-03-07 | 2025-03-13 | -2.17 | 6 |
| 2025-06-04 | 2025-06-10 | -1.91 | 6 |
| 2025-04-03 | 2025-04-12 | -1.21 | 9 |
| 2024-09-11 | 2024-09-12 | -1.16 | 1 |
| Metric | ml_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.93% | 9.49% |
| Worst Day | -5.08% | -13.23% |
| Best Week | 10.82% | 15.41% |
| Worst Week | -3.76% | -18.81% |
| Best Month | 11.91% | 34.43% |
| Worst Month | -8.08% | -23.44% |
| Best Year | 33.31% | 36.7% |
| Worst Year | 32.18% | 18.27% |
| Avg. Up Day | 0.94% | 2.09% |
| Avg. Down Day | -0.59% | -2.01% |
| Avg. Up Week | 3.35% | 6.46% |
| Avg. Down Week | -1.78% | -5.13% |
| Avg. Up Month | 6.41% | 12.26% |
| Avg. Down Month | -5.82% | -16.85% |
| Win Days % | 52.06% | 53.48% |
| Win Month % | 84.62% | 69.23% |
| Win Week % | 67.39% | 52.73% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |