| Metric | /tmp/btcusd.10_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 60.38% | 68.5% |
| Max Drawdown | -12.32% | -28.21% |
| Sharpe | 2.01 | 1.17 |
| Sortino | 3.64 | 1.73 |
| Payoff Ratio | 1.37 | 1.07 |
| Profit Factor | 1.55 | 1.19 |
| Common Sense Ratio | 2.22 | 1.27 |
| CPC Index | 1.07 | 0.68 |
| Tail Ratio | 1.44 | 1.07 |
| Outlier Win Ratio | 11.65 | 3.14 |
| Outlier Loss Ratio | 6.83 | 2.7 |
| Volatility (ann.) | 21.16% | 47.65% |
| R^2 | 0.43 | 0.43 |
| Calmar | 4.04 | 1.99 |
| Skew | 1.54 | -0.17 |
| Kurtosis | 9.95 | 3.38 |
| Expected Daily % | 0.11% | 0.12% |
| Expected Monthly % | 3.2% | 3.54% |
| Expected Yearly % | 26.64% | 29.81% |
| Kelly Criterion | 14.51% | 9.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -3.95% |
| Expected Shortfall (cVaR) | -1.71% | -3.95% |
| Year | BTCUSD | /tmp/btcusd.10_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 27.71 | 0.75 | - |
| 2025 | 23.26 | 25.59 | 1.10 | + |
| Metric | /tmp/btcusd.10_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -3.57% | -3.71% |
| 3M | 6.99% | 19.84% |
| 6M | 17.96% | 8.13% |
| YTD | 25.59% | 23.26% |
| 1Y | 73.6% | 77.33% |
| 3Y (ann.) | 49.75% | 56.2% |
| 5Y (ann.) | 49.75% | 56.2% |
| Metric | /tmp/btcusd.10_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.32% | -28.21% |
| Longest DD Days | 98.0 | 154.0 |
| Avg. Drawdown | -2.28% | -7.71% |
| Avg. Drawdown Days | 16.0 | 33.0 |
| Recovery Factor | 4.9 | 2.43 |
| Ulcer Index | inf | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-09-12 | -12.32 | 98 |
| 2025-01-08 | 2025-03-01 | -5.16 | 52 |
| 2024-12-06 | 2024-12-16 | -5.16 | 10 |
| 2024-12-22 | 2025-01-04 | -5.06 | 13 |
| 2025-03-07 | 2025-04-12 | -4.60 | 36 |
| 2025-06-11 | 2025-08-02 | -3.85 | 52 |
| 2024-10-08 | 2024-10-12 | -3.18 | 4 |
| 2025-06-04 | 2025-06-10 | -2.37 | 6 |
| 2024-12-18 | 2024-12-21 | -1.43 | 3 |
| 2025-05-11 | 2025-05-20 | -0.94 | 9 |
| Metric | /tmp/btcusd.10_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.06% | 9.49% |
| Worst Day | -4.53% | -13.23% |
| Best Week | 9.05% | 15.41% |
| Worst Week | -4.07% | -18.81% |
| Best Month | 9.39% | 34.43% |
| Worst Month | -10.65% | -23.44% |
| Best Year | 27.71% | 36.7% |
| Worst Year | 25.59% | 23.26% |
| Avg. Up Day | 1.05% | 1.99% |
| Avg. Down Day | -0.77% | -1.87% |
| Avg. Up Week | 2.93% | 5.62% |
| Avg. Down Week | -1.58% | -4.34% |
| Avg. Up Month | 5.51% | 11.86% |
| Avg. Down Month | -5.35% | -12.47% |
| Win Days % | 50.55% | 53.16% |
| Win Month % | 80.0% | 66.67% |
| Win Week % | 58.82% | 53.97% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |