| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 140.26% | 70.86% |
| Max Drawdown | -6.16% | -28.21% |
| Sharpe | 3.27 | 1.06 |
| Sortino | 6.33 | 1.56 |
| Payoff Ratio | 1.6 | 1.09 |
| Profit Factor | 1.85 | 1.17 |
| Common Sense Ratio | 3.6 | 1.26 |
| CPC Index | 1.56 | 0.68 |
| Tail Ratio | 1.95 | 1.07 |
| Outlier Win Ratio | 7.15 | 2.99 |
| Outlier Loss Ratio | 10.51 | 2.88 |
| Volatility (ann.) | 19.61% | 45.53% |
| R^2 | 0.43 | 0.43 |
| Calmar | 14.06 | 1.64 |
| Skew | 1.47 | -0.19 |
| Kurtosis | 8.88 | 3.64 |
| Expected Daily % | 0.17% | 0.1% |
| Expected Monthly % | 5.29% | 3.2% |
| Expected Yearly % | 55.0% | 30.71% |
| Kelly Criterion | 23.05% | 10.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -3.79% |
| Expected Shortfall (cVaR) | -1.51% | -3.79% |
| Year | BTCUSD | master.trimmed.21600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 47.41 | 1.29 | + |
| 2025 | 24.98 | 62.98 | 2.52 | + |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 5.57% | 1.41% |
| 3M | 19.36% | -1.65% |
| 6M | 34.21% | 22.08% |
| YTD | 62.98% | 24.98% |
| 1Y | 94.53% | 72.35% |
| 3Y (ann.) | 86.58% | 46.39% |
| 5Y (ann.) | 86.58% | 46.39% |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -6.16% | -28.21% |
| Longest DD Days | 41.0 | 154.0 |
| Avg. Drawdown | -1.36% | -8.62% |
| Avg. Drawdown Days | 8.0 | 37.0 |
| Recovery Factor | 22.78 | 2.51 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-07-17 | -6.16 | 41 |
| 2025-03-04 | 2025-04-12 | -5.53 | 39 |
| 2024-12-18 | 2025-01-18 | -5.17 | 31 |
| 2025-06-12 | 2025-07-03 | -4.85 | 21 |
| 2024-07-30 | 2024-08-06 | -4.70 | 7 |
| 2024-08-10 | 2024-09-10 | -3.26 | 31 |
| 2025-10-08 | 2025-10-27 | -3.18 | 19 |
| 2025-04-16 | 2025-04-21 | -2.84 | 5 |
| 2025-01-25 | 2025-02-11 | -2.75 | 17 |
| 2025-07-19 | 2025-08-08 | -2.72 | 20 |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.24% | 9.49% |
| Worst Day | -3.44% | -13.23% |
| Best Week | 14.82% | 15.41% |
| Worst Week | -4.62% | -18.81% |
| Best Month | 23.41% | 34.43% |
| Worst Month | -4.63% | -23.44% |
| Best Year | 62.98% | 36.7% |
| Worst Year | 47.41% | 24.98% |
| Avg. Up Day | 0.83% | 1.91% |
| Avg. Down Day | -0.52% | -1.75% |
| Avg. Up Week | 2.78% | 5.33% |
| Avg. Down Week | -1.24% | -5.13% |
| Avg. Up Month | 7.12% | 10.4% |
| Avg. Down Month | -3.97% | -7.54% |
| Win Days % | 52.61% | 53.22% |
| Win Month % | 88.24% | 70.59% |
| Win Week % | 65.33% | 57.33% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 100.0% | 100.0% |