| Metric | btc.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 70.0% | 100.0% |
| Cumulative Return | 57.26% | 61.27% |
| Max Drawdown | -9.43% | -28.21% |
| Sharpe | 2.44 | 1.14 |
| Sortino | 4.53 | 1.68 |
| Payoff Ratio | 1.49 | 1.28 |
| Profit Factor | 1.73 | 1.19 |
| Common Sense Ratio | 2.91 | 1.27 |
| CPC Index | 1.35 | 0.81 |
| Tail Ratio | 1.68 | 1.07 |
| Outlier Win Ratio | 13.18 | 2.99 |
| Outlier Loss Ratio | 9.51 | 2.65 |
| Volatility (ann.) | 17.49% | 48.22% |
| R^2 | 0.38 | 0.38 |
| Calmar | 5.41 | 1.93 |
| Skew | 1.41 | -0.2 |
| Kurtosis | 9.79 | 3.37 |
| Expected Daily % | 0.11% | 0.12% |
| Expected Monthly % | 3.29% | 3.47% |
| Expected Yearly % | 25.4% | 26.99% |
| Kelly Criterion | 20.55% | 16.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -4.0% |
| Expected Shortfall (cVaR) | -1.39% | -4.0% |
| Year | BTCUSD | btc.u_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 23.30 | 0.63 | - |
| 2025 | 17.97 | 27.54 | 1.53 | + |
| Metric | btc.u_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.01% | 0.7% |
| 3M | 11.82% | 30.38% |
| 6M | 22.31% | 11.2% |
| YTD | 27.54% | 17.97% |
| 1Y | 66.29% | 93.53% |
| 3Y (ann.) | 50.99% | 54.5% |
| 5Y (ann.) | 50.99% | 54.5% |
| Metric | btc.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.43% | -28.21% |
| Longest DD Days | 64.0 | 154.0 |
| Avg. Drawdown | -1.41% | -8.54% |
| Avg. Drawdown Days | 10.0 | 38.0 |
| Recovery Factor | 6.07 | 2.17 |
| Ulcer Index | 1.0 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-09 | -9.43 | 64 |
| 2025-01-29 | 2025-03-01 | -5.87 | 31 |
| 2024-12-06 | 2024-12-16 | -3.96 | 10 |
| 2025-06-18 | 2025-07-07 | -3.31 | 19 |
| 2024-12-17 | 2025-01-03 | -3.18 | 17 |
| 2024-08-12 | 2024-08-24 | -2.64 | 12 |
| 2024-09-29 | 2024-10-12 | -2.38 | 13 |
| 2024-09-07 | 2024-09-10 | -2.36 | 3 |
| 2025-06-04 | 2025-06-10 | -1.87 | 6 |
| 2025-01-05 | 2025-01-15 | -1.56 | 10 |
| Metric | btc.u_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.07% | 9.49% |
| Worst Day | -4.47% | -13.23% |
| Best Week | 9.23% | 15.41% |
| Worst Week | -3.43% | -18.81% |
| Best Month | 11.04% | 34.43% |
| Worst Month | -7.4% | -23.44% |
| Best Year | 27.54% | 36.7% |
| Worst Year | 23.3% | 17.97% |
| Avg. Up Day | 0.83% | 2.14% |
| Avg. Down Day | -0.56% | -1.66% |
| Avg. Up Week | 2.06% | 5.86% |
| Avg. Down Week | -1.38% | -4.85% |
| Avg. Up Month | 5.25% | 12.15% |
| Avg. Down Month | -5.06% | -16.85% |
| Win Days % | 52.52% | 53.12% |
| Win Month % | 78.57% | 71.43% |
| Win Week % | 66.1% | 55.93% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |