| Metric | master.trimmed_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 93.0% | 100.0% |
| Cumulative Return | 124.07% | 66.43% |
| Max Drawdown | -7.33% | -28.21% |
| Sharpe | 2.81 | 1.04 |
| Sortino | 5.06 | 1.52 |
| Payoff Ratio | 1.46 | 1.06 |
| Profit Factor | 1.72 | 1.17 |
| Common Sense Ratio | 2.81 | 1.23 |
| CPC Index | 1.32 | 0.66 |
| Tail Ratio | 1.64 | 1.05 |
| Outlier Win Ratio | 8.02 | 3.36 |
| Outlier Loss Ratio | 9.29 | 3.02 |
| Volatility (ann.) | 21.75% | 45.71% |
| R^2 | 0.36 | 0.36 |
| Calmar | 10.94 | 1.6 |
| Skew | 1.16 | -0.2 |
| Kurtosis | 8.71 | 3.68 |
| Expected Daily % | 0.16% | 0.1% |
| Expected Monthly % | 4.86% | 3.04% |
| Expected Yearly % | 49.69% | 29.01% |
| Kelly Criterion | 20.26% | 8.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.81% |
| Expected Shortfall (cVaR) | -1.7% | -3.81% |
| Year | BTCUSD | master.trimmed_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 48.41 | 1.32 | + |
| 2025 | 21.75 | 50.98 | 2.34 | + |
| Metric | master.trimmed_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.79% | -1.21% |
| 3M | 18.94% | -4.45% |
| 6M | 31.68% | 33.21% |
| YTD | 50.98% | 21.75% |
| 1Y | 89.14% | 79.14% |
| 3Y (ann.) | 80.21% | 45.04% |
| 5Y (ann.) | 80.21% | 45.04% |
| Metric | master.trimmed_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.33% | -28.21% |
| Longest DD Days | 40.0 | 154.0 |
| Avg. Drawdown | -1.58% | -8.32% |
| Avg. Drawdown Days | 8.0 | 36.0 |
| Recovery Factor | 16.92 | 2.35 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-10 | 2025-04-14 | -7.33 | 35 |
| 2024-12-18 | 2025-01-19 | -6.86 | 32 |
| 2025-06-12 | 2025-07-03 | -6.64 | 21 |
| 2024-06-06 | 2024-07-16 | -6.16 | 40 |
| 2025-10-08 | 2025-10-14 | -4.61 | 6 |
| 2025-06-05 | 2025-06-10 | -3.82 | 5 |
| 2025-01-25 | 2025-02-11 | -3.51 | 17 |
| 2024-08-10 | 2024-08-14 | -3.46 | 4 |
| 2025-02-12 | 2025-02-21 | -2.80 | 9 |
| 2024-08-15 | 2024-09-10 | -2.78 | 26 |
| Metric | master.trimmed_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.48% | 9.49% |
| Worst Day | -4.7% | -13.23% |
| Best Week | 13.81% | 15.41% |
| Worst Week | -6.36% | -18.81% |
| Best Month | 21.94% | 34.43% |
| Worst Month | -5.1% | -23.44% |
| Best Year | 50.98% | 36.7% |
| Worst Year | 48.41% | 21.75% |
| Avg. Up Day | 0.88% | 1.85% |
| Avg. Down Day | -0.61% | -1.75% |
| Avg. Up Week | 2.87% | 5.45% |
| Avg. Down Week | -1.55% | -4.88% |
| Avg. Up Month | 6.9% | 12.05% |
| Avg. Down Month | -3.76% | -7.54% |
| Win Days % | 52.7% | 53.0% |
| Win Month % | 82.35% | 64.71% |
| Win Week % | 65.75% | 56.16% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |