| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 70.0% | 100.0% |
| Cumulative Return | 42.24% | 73.25% |
| Max Drawdown | -16.66% | -28.17% |
| Sharpe | 1.19 | 1.25 |
| Sortino | 1.97 | 1.97 |
| Payoff Ratio | 1.29 | 1.17 |
| Profit Factor | 1.31 | 1.2 |
| Common Sense Ratio | 1.68 | 1.4 |
| CPC Index | 0.82 | 0.72 |
| Tail Ratio | 1.28 | 1.16 |
| Outlier Win Ratio | 10.58 | 3.6 |
| Outlier Loss Ratio | 5.57 | 2.92 |
| Volatility (ann.) | 29.83% | 47.73% |
| R^2 | 0.57 | 0.57 |
| Calmar | 2.19 | 2.21 |
| Skew | 1.35 | 0.54 |
| Kurtosis | 15.36 | 2.7 |
| Expected Daily % | 0.08% | 0.13% |
| Expected Monthly % | 2.55% | 4.0% |
| Expected Yearly % | 19.27% | 31.62% |
| Kelly Criterion | 8.6% | 9.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.47% | -3.95% |
| Expected Shortfall (cVaR) | -2.47% | -3.95% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 35.33 | 0.93 | - |
| 2025 | 25.67 | 5.11 | 0.20 | - |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.55% | 9.47% |
| 3M | 2.28% | 38.89% |
| 6M | 3.91% | 12.69% |
| YTD | 5.11% | 25.67% |
| 1Y | 24.64% | 75.87% |
| 3Y (ann.) | 36.43% | 62.34% |
| 5Y (ann.) | 36.43% | 62.34% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -28.17% |
| Longest DD Days | 139.0 | 145.0 |
| Avg. Drawdown | -4.45% | -6.86% |
| Avg. Drawdown Days | 26.0 | 25.0 |
| Recovery Factor | 2.54 | 2.6 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-20 | -16.66 | 139 |
| 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 | 5.11% | 25.67% |
| Avg. Up Day | 1.21% | 2.11% |
| Avg. Down Day | -0.94% | -1.8% |
| Avg. Up Week | 2.59% | 5.6% |
| Avg. Down Week | -1.66% | -4.36% |
| Avg. Up Month | 5.35% | 12.01% |
| Avg. Down Month | -2.72% | -9.5% |
| Win Days % | 48.44% | 51.45% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 57.14% | 57.38% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |