| Metric | ml.m_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 52.94% | 54.3% |
| Max Drawdown | -12.23% | -29.51% |
| Sharpe | 1.11 | 0.54 |
| Sortino | 1.49 | 0.78 |
| Payoff Ratio | 1.23 | 1.04 |
| Profit Factor | 1.32 | 1.09 |
| Common Sense Ratio | 1.79 | 1.06 |
| CPC Index | 0.83 | 0.58 |
| Tail Ratio | 1.36 | 0.97 |
| Outlier Win Ratio | 11.42 | 2.93 |
| Outlier Loss Ratio | 12.25 | 2.74 |
| Volatility (ann.) | 9.57% | 25.08% |
| R^2 | 0.38 | 0.38 |
| Calmar | 4.09 | 1.74 |
| Skew | -6.24 | 0.21 |
| Kurtosis | 184.47 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.32% | 3.39% |
| Expected Yearly % | 23.67% | 24.22% |
| Kelly Criterion | 11.67% | 5.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.12% |
| Expected Shortfall (cVaR) | -0.8% | -2.12% |
| Year | BTCUSD | ml.m_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 40.88 | 1.08 | + |
| 2025 | 11.80 | 8.56 | 0.73 | - |
| Metric | ml.m_fwd_ | BTCUSD |
|---|---|---|
| MTD | -9.56% | -0.27% |
| 3M | -0.62% | 26.2% |
| 6M | 7.42% | -1.67% |
| YTD | 8.56% | 11.8% |
| 1Y | 54.07% | 56.98% |
| 3Y (ann.) | 50.08% | 51.35% |
| 5Y (ann.) | 50.08% | 51.35% |
| Metric | ml.m_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.23% | -29.51% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -0.95% | -4.82% |
| Avg. Drawdown Days | 4.0 | 14.0 |
| Recovery Factor | 4.33 | 1.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-06-10 | 2025-06-18 | -12.23 | 8 |
| 2024-06-05 | 2024-08-08 | -7.26 | 63 |
| 2025-01-20 | 2025-03-02 | -5.05 | 40 |
| 2024-12-05 | 2024-12-15 | -3.99 | 10 |
| 2024-08-09 | 2024-09-10 | -3.77 | 32 |
| 2024-10-07 | 2024-10-11 | -3.04 | 3 |
| 2025-05-19 | 2025-05-20 | -2.60 | 1 |
| 2025-01-07 | 2025-01-15 | -2.56 | 8 |
| 2025-06-03 | 2025-06-08 | -2.21 | 4 |
| 2024-12-21 | 2025-01-02 | -2.21 | 12 |
| Metric | ml.m_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.59% | 9.33% |
| Worst Day | -11.3% | -9.32% |
| Best Week | 7.24% | 18.93% |
| Worst Week | -11.36% | -12.33% |
| Best Month | 17.05% | 37.42% |
| Worst Month | -9.56% | -17.69% |
| Best Year | 40.88% | 38.02% |
| Worst Year | 8.56% | 11.8% |
| Avg. Up Day | 0.25% | 0.91% |
| Avg. Down Day | -0.2% | -0.88% |
| Avg. Up Week | 2.11% | 5.33% |
| Avg. Down Week | -1.57% | -3.89% |
| Avg. Up Month | 6.27% | 13.38% |
| Avg. Down Month | -6.44% | -3.81% |
| Win Days % | 51.32% | 51.76% |
| Win Month % | 84.62% | 53.85% |
| Win Week % | 62.5% | 55.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |