| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 75.0% | 100.0% |
| Cumulative Return | 26.7% | 63.59% |
| Max Drawdown | -16.66% | -28.17% |
| Sharpe | 0.74 | 1.01 |
| Sortino | 1.2 | 1.56 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.18 | 1.16 |
| Common Sense Ratio | 1.3 | 1.29 |
| CPC Index | 0.67 | 0.68 |
| Tail Ratio | 1.1 | 1.11 |
| Outlier Win Ratio | 8.91 | 3.21 |
| Outlier Loss Ratio | 5.62 | 2.97 |
| Volatility (ann.) | 28.64% | 45.71% |
| R^2 | 0.59 | 0.59 |
| Calmar | 1.13 | 1.53 |
| Skew | 1.3 | 0.48 |
| Kurtosis | 15.33 | 2.92 |
| Expected Daily % | 0.05% | 0.1% |
| Expected Monthly % | 1.4% | 2.94% |
| Expected Yearly % | 12.56% | 27.9% |
| Kelly Criterion | 4.11% | 8.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.41% | -3.81% |
| Expected Shortfall (cVaR) | -2.41% | -3.81% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 35.33 | 0.93 | - |
| 2025 | 18.67 | -6.38 | -0.34 | - |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| MTD | -4.21% | -2.88% |
| 3M | -11.82% | -7.58% |
| 6M | -8.93% | 30.96% |
| YTD | -6.38% | 18.67% |
| 1Y | 16.75% | 67.68% |
| 3Y (ann.) | 18.81% | 43.13% |
| 5Y (ann.) | 18.81% | 43.13% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -28.17% |
| Longest DD Days | 226.0 | 145.0 |
| Avg. Drawdown | -4.45% | -7.37% |
| Avg. Drawdown Days | 32.0 | 26.0 |
| Recovery Factor | 1.6 | 2.26 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-10-15 | -16.66 | 226 |
| 2024-07-22 | 2024-11-10 | -16.30 | 111 |
| 2025-01-22 | 2025-03-02 | -7.20 | 39 |
| 2024-11-23 | 2024-12-11 | -5.82 | 18 |
| 2024-07-02 | 2024-07-13 | -4.10 | 11 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-12-17 | 2025-01-21 | -3.04 | 35 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-12-12 | 2024-12-13 | -1.02 | 1 |
| Metric | configs_sql/hl_close/c/btcusd/uniq_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 14.89% | 18.93% |
| Worst Week | -7.16% | -12.33% |
| Best Month | 19.97% | 37.42% |
| Worst Month | -9.58% | -17.69% |
| Best Year | 35.33% | 37.85% |
| Worst Year | -6.38% | 18.67% |
| Avg. Up Day | 1.09% | 1.94% |
| Avg. Down Day | -0.91% | -1.69% |
| Avg. Up Week | 2.49% | 5.67% |
| Avg. Down Week | -1.86% | -4.35% |
| Avg. Up Month | 5.13% | 11.28% |
| Avg. Down Month | -4.39% | -7.58% |
| Win Days % | 47.87% | 51.1% |
| Win Month % | 64.71% | 58.82% |
| Win Week % | 52.46% | 54.79% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 100.0% |