| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 21.63% | -0.38% |
| Max Drawdown | -3.03% | -14.61% |
| Sharpe | 4.31 | 0.12 |
| Sortino | 11.69 | 0.17 |
| Payoff Ratio | 2.53 | 1.07 |
| Profit Factor | 2.28 | 1.02 |
| Common Sense Ratio | 5.96 | 1.1 |
| CPC Index | 2.73 | 0.55 |
| Tail Ratio | 2.61 | 1.08 |
| Outlier Win Ratio | 5.66 | 3.04 |
| Outlier Loss Ratio | 9.7 | 2.09 |
| Volatility (ann.) | 14.69% | 32.37% |
| R^2 | 0.28 | 0.28 |
| Calmar | 28.8 | -0.08 |
| Skew | 2.17 | -0.27 |
| Kurtosis | 6.7 | 3.72 |
| Expected Daily % | 0.17% | -0.0% |
| Expected Monthly % | 3.99% | -0.08% |
| Expected Yearly % | 21.63% | -0.38% |
| Kelly Criterion | 26.51% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -2.78% |
| Expected Shortfall (cVaR) | -1.09% | -2.78% |
| Year | BTCUSD | master.trimmed.21600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | -0.38 | 21.63 | -56.88 | + |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 3.18% | -6.18% |
| 3M | 18.58% | -11.41% |
| 6M | 21.63% | -0.38% |
| YTD | 21.63% | -0.38% |
| 1Y | 21.63% | -0.38% |
| 3Y (ann.) | 87.2% | -1.21% |
| 5Y (ann.) | 87.2% | -1.21% |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -3.03% | -14.61% |
| Longest DD Days | 27.0 | 81.0 |
| Avg. Drawdown | -0.88% | -5.89% |
| Avg. Drawdown Days | 7.0 | 21.0 |
| Recovery Factor | 7.14 | -0.03 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-08 | 2025-10-19 | -3.03 | 11 |
| 2025-07-29 | 2025-08-05 | -2.01 | 7 |
| 2025-08-15 | 2025-09-11 | -1.92 | 27 |
| 2025-09-15 | 2025-10-02 | -1.28 | 17 |
| 2025-07-04 | 2025-07-11 | -0.65 | 7 |
| 2025-07-01 | 2025-07-03 | -0.53 | 2 |
| 2025-10-06 | 2025-10-07 | -0.42 | 1 |
| 2025-08-06 | 2025-08-07 | -0.40 | 1 |
| 2025-07-19 | 2025-07-28 | -0.34 | 9 |
| 2025-07-15 | 2025-07-18 | -0.32 | 3 |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 3.3% | 6.08% |
| Worst Day | -1.61% | -7.47% |
| Best Week | 7.67% | 9.79% |
| Worst Week | -0.92% | -10.85% |
| Best Month | 11.01% | 9.26% |
| Worst Month | 1.1% | -8.1% |
| Best Year | 21.63% | -0.38% |
| Worst Year | 21.63% | -0.38% |
| Avg. Up Day | 0.74% | 1.41% |
| Avg. Down Day | -0.29% | -1.32% |
| Avg. Up Week | 2.95% | 3.7% |
| Avg. Down Week | -0.56% | -4.65% |
| Avg. Up Month | 2.03% | 4.99% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 47.32% | 50.88% |
| Win Month % | 100.0% | 60.0% |
| Win Week % | 52.94% | 58.82% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 0.0% |