| Metric | master.trimmed.21600.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 79.0% | 100.0% |
| Cumulative Return | 77.84% | 60.26% |
| Max Drawdown | -8.45% | -28.21% |
| Sharpe | 2.74 | 0.98 |
| Sortino | 5.17 | 1.43 |
| Payoff Ratio | 1.5 | 1.14 |
| Profit Factor | 1.72 | 1.16 |
| Common Sense Ratio | 3.0 | 1.22 |
| CPC Index | 1.31 | 0.69 |
| Tail Ratio | 1.74 | 1.05 |
| Outlier Win Ratio | 11.26 | 3.03 |
| Outlier Loss Ratio | 10.27 | 2.67 |
| Volatility (ann.) | 15.7% | 45.64% |
| R^2 | 0.49 | 0.49 |
| Calmar | 6.14 | 1.45 |
| Skew | 1.35 | -0.19 |
| Kurtosis | 8.27 | 3.68 |
| Expected Daily % | 0.11% | 0.09% |
| Expected Monthly % | 3.44% | 2.81% |
| Expected Yearly % | 33.36% | 26.6% |
| Kelly Criterion | 18.24% | 11.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -3.81% |
| Expected Shortfall (cVaR) | -1.23% | -3.81% |
| Year | BTCUSD | master.trimmed.21600.btc_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 39.02 | 1.06 | + |
| 2025 | 17.24 | 27.92 | 1.62 | + |
| Metric | master.trimmed.21600.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.29% | -4.87% |
| 3M | 2.74% | -8.05% |
| 6M | 15.61% | 30.05% |
| YTD | 27.92% | 17.24% |
| 1Y | 50.51% | 61.28% |
| 3Y (ann.) | 51.85% | 40.81% |
| 5Y (ann.) | 51.85% | 40.81% |
| Metric | master.trimmed.21600.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.45% | -28.21% |
| Longest DD Days | 64.0 | 154.0 |
| Avg. Drawdown | -1.27% | -8.53% |
| Avg. Drawdown Days | 10.0 | 36.0 |
| Recovery Factor | 9.21 | 2.14 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-08-09 | -8.45 | 64 |
| 2025-01-23 | 2025-03-01 | -5.30 | 37 |
| 2024-12-06 | 2024-12-16 | -3.63 | 10 |
| 2025-10-06 | 2025-10-17 | -2.99 | 11 |
| 2025-07-29 | 2025-09-14 | -2.98 | 47 |
| 2024-08-12 | 2024-09-10 | -2.86 | 29 |
| 2025-03-27 | 2025-04-23 | -2.77 | 27 |
| 2024-12-22 | 2025-01-03 | -2.56 | 12 |
| 2025-06-18 | 2025-06-25 | -2.56 | 7 |
| 2025-01-05 | 2025-01-16 | -2.34 | 11 |
| Metric | master.trimmed.21600.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.09% | 9.49% |
| Worst Day | -3.74% | -13.23% |
| Best Week | 7.1% | 15.41% |
| Worst Week | -2.98% | -18.81% |
| Best Month | 14.03% | 34.43% |
| Worst Month | -6.79% | -23.44% |
| Best Year | 39.02% | 36.7% |
| Worst Year | 27.92% | 17.24% |
| Avg. Up Day | 0.73% | 1.81% |
| Avg. Down Day | -0.49% | -1.59% |
| Avg. Up Week | 2.06% | 5.12% |
| Avg. Down Week | -0.99% | -4.35% |
| Avg. Up Month | 5.46% | 11.21% |
| Avg. Down Month | -3.57% | -13.93% |
| Win Days % | 50.89% | 52.68% |
| Win Month % | 82.35% | 64.71% |
| Win Week % | 58.9% | 56.16% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |