| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 70.0% | 100.0% |
| Cumulative Return | 43.33% | 75.96% |
| Max Drawdown | -16.66% | -28.17% |
| Sharpe | 1.22 | 1.29 |
| Sortino | 2.03 | 2.04 |
| Payoff Ratio | 1.29 | 1.17 |
| Profit Factor | 1.32 | 1.21 |
| Common Sense Ratio | 1.72 | 1.4 |
| CPC Index | 0.83 | 0.73 |
| Tail Ratio | 1.3 | 1.16 |
| Outlier Win Ratio | 10.64 | 3.61 |
| Outlier Loss Ratio | 5.51 | 2.9 |
| Volatility (ann.) | 30.07% | 48.08% |
| R^2 | 0.57 | 0.57 |
| Calmar | 2.29 | 2.34 |
| Skew | 1.33 | 0.53 |
| Kurtosis | 15.08 | 2.62 |
| Expected Daily % | 0.09% | 0.14% |
| Expected Monthly % | 2.6% | 4.12% |
| Expected Yearly % | 19.72% | 32.65% |
| Kelly Criterion | 8.83% | 10.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.49% | -3.97% |
| Expected Shortfall (cVaR) | -2.49% | -3.97% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 35.33 | 0.93 | - |
| 2025 | 27.64 | 5.91 | 0.21 | - |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | 0.21% | 11.19% |
| 3M | 4.33% | 42.91% |
| 6M | 5.91% | 25.83% |
| YTD | 5.91% | 27.64% |
| 1Y | 44.3% | 105.77% |
| 3Y (ann.) | 38.11% | 66.0% |
| 5Y (ann.) | 38.11% | 66.0% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -28.17% |
| Longest DD Days | 132.0 | 145.0 |
| Avg. Drawdown | -4.45% | -7.2% |
| Avg. Drawdown Days | 26.0 | 27.0 |
| Recovery Factor | 2.6 | 2.7 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-13 | -16.66 | 132 |
| 2024-07-22 | 2024-11-10 | -16.30 | 111 |
| 2025-01-22 | 2025-03-02 | -7.20 | 39 |
| 2024-11-23 | 2024-12-11 | -5.82 | 18 |
| 2024-07-02 | 2024-07-13 | -4.10 | 11 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-12-17 | 2025-01-21 | -3.04 | 35 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-12-12 | 2024-12-13 | -1.02 | 1 |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 14.89% | 18.93% |
| Worst Week | -6.39% | -12.33% |
| Best Month | 19.97% | 37.42% |
| Worst Month | -4.24% | -17.69% |
| Best Year | 35.33% | 37.85% |
| Worst Year | 5.91% | 27.64% |
| Avg. Up Day | 1.24% | 2.14% |
| Avg. Down Day | -0.95% | -1.83% |
| Avg. Up Week | 2.6% | 5.64% |
| Avg. Down Week | -1.74% | -4.61% |
| Avg. Up Month | 4.78% | 11.92% |
| Avg. Down Month | -2.72% | -9.5% |
| Win Days % | 48.58% | 51.6% |
| Win Month % | 78.57% | 64.29% |
| Win Week % | 58.33% | 58.33% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |