| Metric | master.trimmed.21600.btc_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 72.0% | 100.0% |
| Cumulative Return | 77.88% | 58.57% |
| Max Drawdown | -9.62% | -29.51% |
| Sharpe | 1.25 | 0.48 |
| Sortino | 2.02 | 0.69 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 1.31 | 1.08 |
| Common Sense Ratio | 1.69 | 0.99 |
| CPC Index | 0.79 | 0.63 |
| Tail Ratio | 1.29 | 0.91 |
| Outlier Win Ratio | 12.86 | 3.14 |
| Outlier Loss Ratio | 8.86 | 3.03 |
| Volatility (ann.) | 8.6% | 23.21% |
| R^2 | 0.51 | 0.51 |
| Calmar | 5.38 | 1.34 |
| Skew | 1.09 | 0.19 |
| Kurtosis | 16.45 | 7.74 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.45% | 2.75% |
| Expected Yearly % | 33.37% | 25.92% |
| Kelly Criterion | 9.66% | 9.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -1.97% |
| Expected Shortfall (cVaR) | -0.71% | -1.97% |
| Year | BTCUSD | master.trimmed.21600.btc_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 39.94 | 1.05 | + |
| 2025 | 14.89 | 27.11 | 1.82 | + |
| Metric | master.trimmed.21600.btc_fwd_ | BTCUSD |
|---|---|---|
| MTD | 1.13% | -5.98% |
| 3M | 2.73% | -9.13% |
| 6M | 15.04% | 26.24% |
| YTD | 27.11% | 14.89% |
| 1Y | 50.49% | 59.12% |
| 3Y (ann.) | 51.76% | 39.64% |
| 5Y (ann.) | 51.76% | 39.64% |
| Metric | master.trimmed.21600.btc_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.62% | -29.51% |
| Longest DD Days | 56.0 | 144.0 |
| Avg. Drawdown | -1.18% | -5.36% |
| Avg. Drawdown Days | 6.0 | 16.0 |
| Recovery Factor | 8.1 | 1.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2024-08-08 | -9.62 | 56 |
| 2025-01-20 | 2025-03-01 | -5.92 | 40 |
| 2024-12-05 | 2024-12-15 | -5.23 | 10 |
| 2025-06-10 | 2025-07-03 | -4.52 | 23 |
| 2025-01-04 | 2025-01-15 | -4.26 | 11 |
| 2025-07-28 | 2025-09-03 | -3.61 | 37 |
| 2024-08-09 | 2024-09-09 | -3.56 | 31 |
| 2025-10-06 | 2025-10-18 | -3.55 | 11 |
| 2024-12-21 | 2025-01-02 | -3.36 | 12 |
| 2024-09-27 | 2024-10-11 | -3.31 | 14 |
| Metric | master.trimmed.21600.btc_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 4.43% | 9.33% |
| Worst Day | -2.93% | -9.32% |
| Best Week | 6.98% | 18.93% |
| Worst Week | -3.74% | -12.33% |
| Best Month | 14.03% | 37.42% |
| Worst Month | -4.72% | -17.69% |
| Best Year | 39.94% | 38.02% |
| Worst Year | 27.11% | 14.89% |
| Avg. Up Day | 0.35% | 0.85% |
| Avg. Down Day | -0.29% | -0.77% |
| Avg. Up Week | 1.94% | 5.02% |
| Avg. Down Week | -1.35% | -3.88% |
| Avg. Up Month | 5.35% | 11.28% |
| Avg. Down Month | -2.72% | -6.92% |
| Win Days % | 50.87% | 52.06% |
| Win Month % | 82.35% | 58.82% |
| Win Week % | 64.79% | 55.41% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |