| Metric | /tmp/btcusd.10_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 64.59% | 59.46% |
| Max Drawdown | -13.17% | -29.51% |
| Sharpe | 0.93 | 0.51 |
| Sortino | 1.43 | 0.74 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.26 | 1.08 |
| Common Sense Ratio | 1.7 | 1.02 |
| CPC Index | 0.74 | 0.61 |
| Tail Ratio | 1.35 | 0.95 |
| Outlier Win Ratio | 15.87 | 3.52 |
| Outlier Loss Ratio | 5.79 | 3.39 |
| Volatility (ann.) | 11.41% | 23.8% |
| R^2 | 0.38 | 0.38 |
| Calmar | 3.71 | 1.53 |
| Skew | 0.72 | 0.23 |
| Kurtosis | 16.85 | 7.55 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.16% | 2.96% |
| Expected Yearly % | 28.29% | 26.28% |
| Kelly Criterion | 8.96% | 6.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.02% |
| Expected Shortfall (cVaR) | -0.95% | -2.02% |
| Year | BTCUSD | /tmp/btcusd.10_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 31.54 | 0.83 | - |
| 2025 | 15.53 | 25.13 | 1.62 | + |
| Metric | /tmp/btcusd.10_fwd_ | BTCUSD |
|---|---|---|
| MTD | -0.36% | -0.36% |
| 3M | 1.75% | 3.07% |
| 6M | 15.17% | 25.39% |
| YTD | 25.13% | 15.53% |
| 1Y | 61.49% | 82.91% |
| 3Y (ann.) | 48.88% | 45.17% |
| 5Y (ann.) | 48.88% | 45.17% |
| Metric | /tmp/btcusd.10_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.17% | -29.51% |
| Longest DD Days | 83.0 | 144.0 |
| Avg. Drawdown | -1.68% | -5.13% |
| Avg. Drawdown Days | 6.0 | 15.0 |
| Recovery Factor | 4.9 | 2.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-08-08 | -13.17 | 64 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-09-01 | -6.21 | 83 |
| 2025-02-01 | 2025-03-01 | -5.71 | 28 |
| 2024-12-21 | 2025-01-03 | -5.64 | 13 |
| 2025-03-03 | 2025-04-01 | -5.46 | 29 |
| 2024-08-09 | 2024-09-09 | -5.38 | 31 |
| 2024-10-09 | 2024-10-11 | -4.74 | 2 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2025-01-07 | 2025-01-14 | -4.15 | 7 |
| Metric | /tmp/btcusd.10_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 5.41% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 10.45% | 18.93% |
| Worst Week | -5.25% | -12.33% |
| Best Month | 8.7% | 37.42% |
| Worst Month | -7.2% | -17.69% |
| Best Year | 31.54% | 38.02% |
| Worst Year | 25.13% | 15.53% |
| Avg. Up Day | 0.57% | 0.9% |
| Avg. Down Day | -0.5% | -0.83% |
| Avg. Up Week | 2.66% | 4.97% |
| Avg. Down Week | -2.1% | -3.67% |
| Avg. Up Month | 4.99% | 12.01% |
| Avg. Down Month | -2.6% | -8.47% |
| Win Days % | 51.25% | 51.48% |
| Win Month % | 75.0% | 56.25% |
| Win Week % | 62.0% | 55.22% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |