| Metric | /tmp/btc_100.no1_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 82.0% | 100.0% |
| Cumulative Return | 66.12% | 72.05% |
| Max Drawdown | -8.88% | -28.17% |
| Sharpe | 2.09 | 1.1 |
| Sortino | 4.19 | 1.75 |
| Payoff Ratio | 1.67 | 1.22 |
| Profit Factor | 1.57 | 1.18 |
| Common Sense Ratio | 2.66 | 1.34 |
| CPC Index | 1.25 | 0.73 |
| Tail Ratio | 1.7 | 1.14 |
| Outlier Win Ratio | 11.32 | 3.21 |
| Outlier Loss Ratio | 8.84 | 2.47 |
| Volatility (ann.) | 19.06% | 46.71% |
| R^2 | 0.13 | 0.13 |
| Calmar | 5.24 | 1.79 |
| Skew | 2.5 | 0.61 |
| Kurtosis | 16.94 | 2.79 |
| Expected Daily % | 0.1% | 0.11% |
| Expected Monthly % | 3.22% | 3.45% |
| Expected Yearly % | 28.89% | 31.17% |
| Kelly Criterion | 16.19% | 9.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -3.88% |
| Expected Shortfall (cVaR) | -1.53% | -3.88% |
| Year | BTCUSD | /tmp/btc_100.no1_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 65.43 | 1.35 | + |
| 2025 | 15.95 | 0.42 | 0.03 | - |
| Metric | /tmp/btc_100.no1_fwd_ | BTCUSD |
|---|---|---|
| MTD | -4.29% | -6.49% |
| 3M | -2.48% | 4.05% |
| 6M | 5.59% | 28.41% |
| YTD | 0.42% | 15.95% |
| 1Y | 51.22% | 83.12% |
| 3Y (ann.) | 46.52% | 50.44% |
| 5Y (ann.) | 46.52% | 50.44% |
| Metric | /tmp/btc_100.no1_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.88% | -28.17% |
| Longest DD Days | 130.0 | 161.0 |
| Avg. Drawdown | -2.02% | -6.48% |
| Avg. Drawdown Days | 17.0 | 22.0 |
| Recovery Factor | 7.45 | 2.56 |
| Ulcer Index | 0.98 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-04-26 | -8.88 | 130 |
| 2025-07-15 | 2025-08-31 | -6.83 | 47 |
| 2024-05-22 | 2024-07-17 | -6.00 | 56 |
| 2024-08-25 | 2024-09-20 | -5.98 | 26 |
| 2024-07-23 | 2024-07-27 | -4.06 | 4 |
| 2025-05-03 | 2025-06-09 | -2.66 | 37 |
| 2024-10-22 | 2024-11-06 | -2.42 | 15 |
| 2025-06-10 | 2025-07-03 | -1.76 | 23 |
| 2024-08-09 | 2024-08-24 | -1.46 | 15 |
| 2025-07-04 | 2025-07-14 | -1.19 | 10 |
| Metric | /tmp/btc_100.no1_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 8.14% | 11.89% |
| Worst Day | -3.64% | -8.6% |
| Best Week | 16.19% | 18.93% |
| Worst Week | -4.32% | -12.33% |
| Best Month | 40.18% | 37.42% |
| Worst Month | -4.29% | -17.69% |
| Best Year | 65.43% | 48.38% |
| Worst Year | 0.42% | 15.95% |
| Avg. Up Day | 0.72% | 2.18% |
| Avg. Down Day | -0.43% | -1.79% |
| Avg. Up Week | 2.83% | 5.16% |
| Avg. Down Week | -1.1% | -4.13% |
| Avg. Up Month | 7.99% | 11.29% |
| Avg. Down Month | -1.96% | -8.42% |
| Win Days % | 47.59% | 50.52% |
| Win Month % | 62.5% | 62.5% |
| Win Week % | 51.52% | 54.93% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |