| Metric | 21600_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 56.62% | 62.53% |
| Max Drawdown | -10.68% | -29.51% |
| Sharpe | 0.92 | 0.54 |
| Sortino | 1.58 | 0.78 |
| Payoff Ratio | 1.22 | 1.07 |
| Profit Factor | 1.28 | 1.09 |
| Common Sense Ratio | 1.62 | 1.07 |
| CPC Index | 0.78 | 0.6 |
| Tail Ratio | 1.27 | 0.99 |
| Outlier Win Ratio | 16.32 | 3.44 |
| Outlier Loss Ratio | 8.31 | 3.0 |
| Volatility (ann.) | 10.98% | 25.1% |
| R^2 | 0.3 | 0.3 |
| Calmar | 4.34 | 1.73 |
| Skew | 2.55 | 0.22 |
| Kurtosis | 32.63 | 6.5 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.04% | 3.29% |
| Expected Yearly % | 25.15% | 27.49% |
| Kelly Criterion | 8.84% | 6.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.12% |
| Expected Shortfall (cVaR) | -0.92% | -2.12% |
| Year | BTCUSD | 21600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 45.38 | 51.31 | 1.13 | + |
| 2025 | 11.80 | 3.51 | 0.30 | - |
| Metric | 21600_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.51% | -0.27% |
| 3M | 9.52% | 26.2% |
| 6M | 3.51% | -1.67% |
| YTD | 3.51% | 11.8% |
| 1Y | 55.35% | 56.98% |
| 3Y (ann.) | 46.35% | 51.02% |
| 5Y (ann.) | 46.35% | 51.02% |
| Metric | 21600_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.68% | -29.51% |
| Longest DD Days | 94.0 | 144.0 |
| Avg. Drawdown | -1.98% | -5.36% |
| Avg. Drawdown Days | 13.0 | 14.0 |
| Recovery Factor | 5.3 | 2.12 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-04-25 | -10.68 | 94 |
| 2024-07-22 | 2024-09-24 | -8.22 | 64 |
| 2024-05-21 | 2024-07-20 | -6.77 | 60 |
| 2024-11-22 | 2025-01-20 | -5.78 | 58 |
| 2024-11-13 | 2024-11-19 | -5.33 | 5 |
| 2024-10-21 | 2024-11-06 | -4.49 | 16 |
| 2025-05-19 | 2025-06-18 | -3.03 | 30 |
| 2025-05-02 | 2025-05-18 | -2.84 | 16 |
| 2024-11-12 | 2024-11-13 | -2.23 | 1 |
| 2024-05-16 | 2024-05-17 | -1.92 | 1 |
| Metric | 21600_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 7.17% | 9.33% |
| Worst Day | -4.48% | -9.32% |
| Best Week | 17.64% | 18.93% |
| Worst Week | -5.25% | -12.33% |
| Best Month | 38.09% | 37.42% |
| Worst Month | -5.07% | -17.69% |
| Best Year | 51.31% | 45.38% |
| Worst Year | 3.51% | 11.8% |
| Avg. Up Day | 0.41% | 0.84% |
| Avg. Down Day | -0.33% | -0.79% |
| Avg. Up Week | 3.9% | 7.06% |
| Avg. Down Week | -1.36% | -4.35% |
| Avg. Up Month | 11.22% | 14.07% |
| Avg. Down Month | -2.34% | -7.18% |
| Win Days % | 49.82% | 51.6% |
| Win Month % | 53.33% | 53.33% |
| Win Week % | 45.1% | 52.38% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |