| Metric | /tmp/btc_100.no12_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 60.5% | 72.05% |
| Max Drawdown | -5.4% | -28.17% |
| Sharpe | 2.56 | 1.1 |
| Sortino | 5.32 | 1.75 |
| Payoff Ratio | 1.69 | 1.2 |
| Profit Factor | 1.66 | 1.18 |
| Common Sense Ratio | 3.01 | 1.34 |
| CPC Index | 1.41 | 0.71 |
| Tail Ratio | 1.82 | 1.14 |
| Outlier Win Ratio | 11.2 | 2.88 |
| Outlier Loss Ratio | 11.24 | 2.25 |
| Volatility (ann.) | 14.26% | 46.71% |
| R^2 | 0.11 | 0.11 |
| Calmar | 7.93 | 1.79 |
| Skew | 2.71 | 0.61 |
| Kurtosis | 19.37 | 2.79 |
| Expected Daily % | 0.1% | 0.11% |
| Expected Monthly % | 3.0% | 3.45% |
| Expected Yearly % | 26.69% | 31.17% |
| Kelly Criterion | 20.95% | 9.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -3.88% |
| Expected Shortfall (cVaR) | -1.13% | -3.88% |
| Year | BTCUSD | /tmp/btc_100.no12_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 54.56 | 1.13 | + |
| 2025 | 15.95 | 3.84 | 0.24 | - |
| Metric | /tmp/btc_100.no12_fwd_ | BTCUSD |
|---|---|---|
| MTD | -3.6% | -6.49% |
| 3M | -1.15% | 4.05% |
| 6M | 6.81% | 28.41% |
| YTD | 3.84% | 15.95% |
| 1Y | 47.79% | 83.12% |
| 3Y (ann.) | 42.77% | 50.44% |
| 5Y (ann.) | 42.77% | 50.44% |
| Metric | /tmp/btc_100.no12_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.4% | -28.17% |
| Longest DD Days | 126.0 | 161.0 |
| Avg. Drawdown | -1.28% | -6.48% |
| Avg. Drawdown Days | 14.0 | 22.0 |
| Recovery Factor | 11.21 | 2.56 |
| Ulcer Index | 0.98 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-04-23 | -5.40 | 126 |
| 2025-07-15 | 2025-08-31 | -5.31 | 47 |
| 2024-05-22 | 2024-07-17 | -5.01 | 56 |
| 2024-08-25 | 2024-09-19 | -3.70 | 25 |
| 2024-07-23 | 2024-07-27 | -2.80 | 4 |
| 2025-05-03 | 2025-05-20 | -1.85 | 17 |
| 2025-06-11 | 2025-07-03 | -1.70 | 22 |
| 2024-10-22 | 2024-11-06 | -1.59 | 15 |
| 2024-08-10 | 2024-08-24 | -1.08 | 14 |
| 2025-07-04 | 2025-07-13 | -0.94 | 9 |
| Metric | /tmp/btc_100.no12_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.69% | 11.89% |
| Worst Day | -2.53% | -8.6% |
| Best Week | 11.79% | 18.93% |
| Worst Week | -2.8% | -12.33% |
| Best Month | 29.07% | 37.42% |
| Worst Month | -3.6% | -17.69% |
| Best Year | 54.56% | 48.38% |
| Worst Year | 3.84% | 15.95% |
| Avg. Up Day | 0.54% | 2.14% |
| Avg. Down Day | -0.32% | -1.79% |
| Avg. Up Week | 2.27% | 5.52% |
| Avg. Down Week | -0.89% | -3.77% |
| Avg. Up Month | 6.39% | 11.29% |
| Avg. Down Month | -1.76% | -8.35% |
| Win Days % | 50.33% | 50.52% |
| Win Month % | 68.75% | 62.5% |
| Win Week % | 52.86% | 54.93% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |