| Metric | 21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 66.0% | 100.0% |
| Cumulative Return | 57.0% | 63.55% |
| Max Drawdown | -9.27% | -28.21% |
| Sharpe | 1.94 | 1.1 |
| Sortino | 3.89 | 1.61 |
| Payoff Ratio | 1.4 | 1.1 |
| Profit Factor | 1.61 | 1.18 |
| Common Sense Ratio | 2.52 | 1.24 |
| CPC Index | 1.14 | 0.69 |
| Tail Ratio | 1.57 | 1.06 |
| Outlier Win Ratio | 13.18 | 3.1 |
| Outlier Loss Ratio | 8.06 | 2.47 |
| Volatility (ann.) | 20.95% | 49.27% |
| R^2 | 0.29 | 0.29 |
| Calmar | 5.06 | 1.85 |
| Skew | 2.62 | -0.14 |
| Kurtosis | 18.11 | 2.85 |
| Expected Daily % | 0.11% | 0.11% |
| Expected Monthly % | 3.05% | 3.33% |
| Expected Yearly % | 25.3% | 27.89% |
| Kelly Criterion | 14.99% | 11.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.09% |
| Expected Shortfall (cVaR) | -1.69% | -4.09% |
| Year | BTCUSD | 21600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 41.14 | 51.21 | 1.24 | + |
| 2025 | 15.88 | 3.83 | 0.24 | - |
| Metric | 21600_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.19% | 3.45% |
| 3M | 8.11% | 26.99% |
| 6M | 3.83% | 4.93% |
| YTD | 3.83% | 15.88% |
| 1Y | 55.8% | 61.8% |
| 3Y (ann.) | 46.92% | 52.13% |
| 5Y (ann.) | 46.92% | 52.13% |
| Metric | 21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.27% | -28.21% |
| Longest DD Days | 151.0 | 154.0 |
| Avg. Drawdown | -2.59% | -9.17% |
| Avg. Drawdown Days | 21.0 | 33.0 |
| Recovery Factor | 6.15 | 2.25 |
| Ulcer Index | 0.96 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-04-23 | -9.27 | 151 |
| 2024-07-30 | 2024-09-25 | -7.62 | 57 |
| 2024-05-22 | 2024-07-21 | -6.57 | 60 |
| 2024-07-23 | 2024-07-27 | -4.80 | 4 |
| 2024-10-22 | 2024-11-06 | -2.75 | 15 |
| 2024-11-15 | 2024-11-16 | -2.43 | 1 |
| 2025-05-03 | 2025-05-20 | -2.20 | 17 |
| 2024-11-13 | 2024-11-14 | -1.94 | 1 |
| 2025-05-22 | 2025-06-17 | -1.52 | 26 |
| 2024-09-29 | 2024-10-18 | -1.27 | 19 |
| Metric | 21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.76% | 9.49% |
| Worst Day | -4.36% | -13.23% |
| Best Week | 14.21% | 15.41% |
| Worst Week | -4.83% | -18.81% |
| Best Month | 37.48% | 34.43% |
| Worst Month | -4.89% | -23.44% |
| Best Year | 51.21% | 41.14% |
| Worst Year | 3.83% | 15.88% |
| Avg. Up Day | 0.92% | 1.8% |
| Avg. Down Day | -0.65% | -1.64% |
| Avg. Up Week | 3.42% | 6.18% |
| Avg. Down Week | -1.33% | -4.42% |
| Avg. Up Month | 9.6% | 13.88% |
| Avg. Down Month | -2.96% | -15.08% |
| Win Days % | 50.36% | 53.74% |
| Win Month % | 57.14% | 66.67% |
| Win Week % | 51.02% | 55.56% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |