| Metric | btc.u_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 57.32% | 61.16% |
| Max Drawdown | -10.45% | -29.51% |
| Sharpe | 1.12 | 0.56 |
| Sortino | 1.78 | 0.82 |
| Payoff Ratio | 1.22 | 1.12 |
| Profit Factor | 1.31 | 1.09 |
| Common Sense Ratio | 1.69 | 1.03 |
| CPC Index | 0.8 | 0.64 |
| Tail Ratio | 1.29 | 0.95 |
| Outlier Win Ratio | 15.66 | 3.25 |
| Outlier Loss Ratio | 8.48 | 3.05 |
| Volatility (ann.) | 9.59% | 24.66% |
| R^2 | 0.41 | 0.41 |
| Calmar | 4.87 | 1.84 |
| Skew | 1.15 | 0.2 |
| Kurtosis | 18.35 | 7.24 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.29% | 3.47% |
| Expected Yearly % | 25.43% | 26.95% |
| Kelly Criterion | 9.22% | 9.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.09% |
| Expected Shortfall (cVaR) | -0.8% | -2.09% |
| Year | BTCUSD | btc.u_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 24.17 | 0.64 | - |
| 2025 | 16.76 | 26.69 | 1.59 | + |
| Metric | btc.u_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.05% | 1.71% |
| 3M | 11.86% | 37.74% |
| 6M | 22.36% | 6.57% |
| YTD | 26.69% | 16.76% |
| 1Y | 68.65% | 95.16% |
| 3Y (ann.) | 50.89% | 54.23% |
| 5Y (ann.) | 50.89% | 54.23% |
| Metric | btc.u_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.45% | -29.51% |
| Longest DD Days | 64.0 | 144.0 |
| Avg. Drawdown | -1.27% | -4.9% |
| Avg. Drawdown Days | 6.0 | 15.0 |
| Recovery Factor | 5.48 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -10.45 | 64 |
| 2025-01-28 | 2025-02-28 | -5.87 | 31 |
| 2024-12-05 | 2024-12-15 | -5.77 | 9 |
| 2025-06-10 | 2025-07-08 | -5.70 | 28 |
| 2024-12-17 | 2025-01-02 | -4.25 | 15 |
| 2024-09-28 | 2024-10-11 | -3.57 | 13 |
| 2024-08-09 | 2024-09-09 | -3.54 | 31 |
| 2025-03-13 | 2025-03-14 | -3.33 | 1 |
| 2025-06-03 | 2025-06-08 | -3.32 | 4 |
| 2025-01-04 | 2025-01-14 | -3.23 | 10 |
| Metric | btc.u_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.01% | 9.33% |
| Worst Day | -3.09% | -9.32% |
| Best Week | 6.96% | 18.93% |
| Worst Week | -4.2% | -12.33% |
| Best Month | 7.32% | 37.42% |
| Worst Month | -5.3% | -17.69% |
| Best Year | 26.69% | 38.02% |
| Worst Year | 24.17% | 16.76% |
| Avg. Up Day | 0.4% | 0.93% |
| Avg. Down Day | -0.33% | -0.83% |
| Avg. Up Week | 1.87% | 5.38% |
| Avg. Down Week | -1.41% | -4.37% |
| Avg. Up Month | 3.69% | 10.87% |
| Avg. Down Month | -5.3% | -7.35% |
| Win Days % | 50.2% | 51.86% |
| Win Month % | 92.86% | 64.29% |
| Win Week % | 62.71% | 57.63% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |