| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 159.25% | 64.11% |
| Max Drawdown | -7.17% | -29.51% |
| Sharpe | 1.74 | 0.5 |
| Sortino | 2.93 | 0.73 |
| Payoff Ratio | 1.24 | 1.02 |
| Profit Factor | 1.41 | 1.08 |
| Common Sense Ratio | 1.82 | 1.0 |
| CPC Index | 0.91 | 0.58 |
| Tail Ratio | 1.29 | 0.93 |
| Outlier Win Ratio | 8.49 | 3.23 |
| Outlier Loss Ratio | 9.49 | 3.16 |
| Volatility (ann.) | 10.24% | 23.2% |
| R^2 | 0.47 | 0.47 |
| Calmar | 13.93 | 1.47 |
| Skew | 1.52 | 0.2 |
| Kurtosis | 20.34 | 7.78 |
| Expected Daily % | 0.05% | 0.02% |
| Expected Monthly % | 5.76% | 2.96% |
| Expected Yearly % | 61.01% | 28.11% |
| Kelly Criterion | 13.73% | 5.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -1.97% |
| Expected Shortfall (cVaR) | -0.83% | -1.97% |
| Year | BTCUSD | master.trimmed.21600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 52.67 | 1.39 | + |
| 2025 | 18.90 | 69.81 | 3.69 | + |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| MTD | 3.04% | -2.69% |
| 3M | 19.44% | -5.76% |
| 6M | 39.04% | 32.73% |
| YTD | 69.81% | 18.9% |
| 1Y | 108.48% | 65.52% |
| 3Y (ann.) | 99.9% | 43.36% |
| 5Y (ann.) | 99.9% | 43.36% |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.17% | -29.51% |
| Longest DD Days | 40.0 | 144.0 |
| Avg. Drawdown | -1.21% | -5.23% |
| Avg. Drawdown Days | 4.0 | 16.0 |
| Recovery Factor | 22.2 | 2.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-11 | -7.17 | 39 |
| 2024-12-18 | 2025-01-15 | -7.12 | 28 |
| 2024-06-05 | 2024-07-15 | -6.64 | 40 |
| 2025-06-11 | 2025-07-02 | -5.63 | 21 |
| 2024-07-29 | 2024-08-06 | -5.18 | 7 |
| 2025-04-14 | 2025-05-08 | -4.31 | 23 |
| 2024-08-09 | 2024-09-09 | -3.88 | 31 |
| 2024-10-07 | 2024-10-12 | -3.84 | 4 |
| 2025-06-04 | 2025-06-09 | -3.33 | 4 |
| 2024-08-07 | 2024-08-08 | -3.29 | 1 |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.55% | 9.33% |
| Worst Day | -3.89% | -9.32% |
| Best Week | 15.67% | 18.93% |
| Worst Week | -3.18% | -12.33% |
| Best Month | 23.31% | 37.42% |
| Worst Month | -2.97% | -17.69% |
| Best Year | 69.81% | 38.02% |
| Worst Year | 52.67% | 18.9% |
| Avg. Up Day | 0.36% | 0.88% |
| Avg. Down Day | -0.29% | -0.86% |
| Avg. Up Week | 2.88% | 5.1% |
| Avg. Down Week | -1.11% | -4.57% |
| Avg. Up Month | 8.42% | 10.95% |
| Avg. Down Month | -2.55% | -5.29% |
| Win Days % | 52.25% | 51.99% |
| Win Month % | 88.24% | 58.82% |
| Win Week % | 69.86% | 54.79% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |