| Metric | ml.m_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 73.17% | 61.68% |
| Max Drawdown | -6.62% | -28.21% |
| Sharpe | 3.7 | 1.19 |
| Sortino | 7.97 | 1.76 |
| Payoff Ratio | 1.7 | 1.0 |
| Profit Factor | 2.1 | 1.19 |
| Common Sense Ratio | 3.98 | 1.27 |
| CPC Index | 1.98 | 0.64 |
| Tail Ratio | 1.89 | 1.07 |
| Outlier Win Ratio | 10.09 | 2.77 |
| Outlier Loss Ratio | 13.79 | 2.34 |
| Volatility (ann.) | 14.77% | 49.45% |
| R^2 | 0.51 | 0.51 |
| Calmar | 10.7 | 2.12 |
| Skew | 2.23 | -0.21 |
| Kurtosis | 14.14 | 3.16 |
| Expected Daily % | 0.15% | 0.13% |
| Expected Monthly % | 4.31% | 3.76% |
| Expected Yearly % | 31.6% | 27.15% |
| Kelly Criterion | 29.31% | 6.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -4.1% |
| Expected Shortfall (cVaR) | -1.12% | -4.1% |
| Year | BTCUSD | ml.m_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 40.24 | 1.10 | + |
| 2025 | 18.27 | 23.49 | 1.29 | + |
| Metric | ml.m_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.84% | 5.58% |
| 3M | 14.35% | 27.14% |
| 6M | 24.04% | 9.79% |
| YTD | 23.49% | 18.27% |
| 1Y | 69.89% | 57.81% |
| 3Y (ann.) | 70.9% | 59.82% |
| 5Y (ann.) | 70.9% | 59.82% |
| Metric | ml.m_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.62% | -28.21% |
| Longest DD Days | 63.0 | 154.0 |
| Avg. Drawdown | -0.99% | -8.43% |
| Avg. Drawdown Days | 8.0 | 35.0 |
| Recovery Factor | 11.05 | 2.19 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-08-09 | -6.62 | 63 |
| 2025-01-23 | 2025-03-02 | -4.66 | 38 |
| 2024-12-06 | 2024-12-16 | -2.88 | 10 |
| 2024-08-12 | 2024-09-10 | -2.60 | 29 |
| 2024-12-22 | 2025-01-04 | -2.21 | 13 |
| 2024-10-08 | 2024-10-12 | -1.92 | 4 |
| 2025-03-27 | 2025-04-12 | -1.72 | 16 |
| 2025-06-04 | 2025-06-08 | -1.22 | 4 |
| 2025-01-08 | 2025-01-15 | -1.22 | 7 |
| 2025-04-16 | 2025-04-21 | -0.90 | 5 |
| Metric | ml.m_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.99% | 9.49% |
| Worst Day | -3.01% | -13.23% |
| Best Week | 7.08% | 15.41% |
| Worst Week | -2.29% | -18.81% |
| Best Month | 17.01% | 34.43% |
| Worst Month | -4.65% | -23.44% |
| Best Year | 40.24% | 36.7% |
| Worst Year | 23.49% | 18.27% |
| Avg. Up Day | 0.58% | 1.99% |
| Avg. Down Day | -0.34% | -1.99% |
| Avg. Up Week | 2.35% | 6.12% |
| Avg. Down Week | -0.97% | -4.35% |
| Avg. Up Month | 6.18% | 12.26% |
| Avg. Down Month | -3.18% | -16.85% |
| Win Days % | 55.5% | 53.48% |
| Win Month % | 84.62% | 69.23% |
| Win Week % | 65.45% | 52.73% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |