| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 138.3% | 69.04% |
| Max Drawdown | -7.56% | -29.51% |
| Sharpe | 1.54 | 0.52 |
| Sortino | 2.56 | 0.75 |
| Payoff Ratio | 1.23 | 1.04 |
| Profit Factor | 1.35 | 1.09 |
| Common Sense Ratio | 1.75 | 1.0 |
| CPC Index | 0.85 | 0.59 |
| Tail Ratio | 1.29 | 0.92 |
| Outlier Win Ratio | 8.32 | 3.23 |
| Outlier Loss Ratio | 9.34 | 3.12 |
| Volatility (ann.) | 10.34% | 23.18% |
| R^2 | 0.47 | 0.47 |
| Calmar | 11.28 | 1.53 |
| Skew | 1.5 | 0.18 |
| Kurtosis | 20.81 | 7.65 |
| Expected Daily % | 0.04% | 0.03% |
| Expected Monthly % | 5.24% | 3.14% |
| Expected Yearly % | 54.37% | 30.02% |
| Kelly Criterion | 10.92% | 6.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -1.96% |
| Expected Shortfall (cVaR) | -0.85% | -1.96% |
| Year | BTCUSD | master.trimmed.21600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 47.54 | 1.25 | + |
| 2025 | 22.47 | 61.52 | 2.74 | + |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| MTD | 4.98% | 0.23% |
| 3M | 18.29% | -3.09% |
| 6M | 33.27% | 21.87% |
| YTD | 61.52% | 22.47% |
| 1Y | 92.94% | 68.28% |
| 3Y (ann.) | 85.27% | 45.18% |
| 5Y (ann.) | 85.27% | 45.18% |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.56% | -29.51% |
| Longest DD Days | 43.0 | 144.0 |
| Avg. Drawdown | -1.4% | -5.36% |
| Avg. Drawdown Days | 6.0 | 16.0 |
| Recovery Factor | 18.29 | 2.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-11 | -7.56 | 39 |
| 2024-12-18 | 2025-01-17 | -7.32 | 29 |
| 2024-06-05 | 2024-07-19 | -7.15 | 43 |
| 2025-06-11 | 2025-07-14 | -6.16 | 33 |
| 2024-07-29 | 2024-08-06 | -5.13 | 7 |
| 2025-04-14 | 2025-05-08 | -4.45 | 23 |
| 2024-10-07 | 2024-10-12 | -3.98 | 4 |
| 2024-08-09 | 2024-09-09 | -3.83 | 31 |
| 2025-05-14 | 2025-06-09 | -3.48 | 26 |
| 2025-02-04 | 2025-03-02 | -3.46 | 26 |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.66% | 9.33% |
| Worst Day | -4.11% | -9.32% |
| Best Week | 15.4% | 18.93% |
| Worst Week | -3.49% | -12.33% |
| Best Month | 22.71% | 37.42% |
| Worst Month | -3.68% | -17.69% |
| Best Year | 61.52% | 38.02% |
| Worst Year | 47.54% | 22.47% |
| Avg. Up Day | 0.37% | 0.89% |
| Avg. Down Day | -0.3% | -0.85% |
| Avg. Up Week | 2.79% | 5.19% |
| Avg. Down Week | -1.18% | -4.5% |
| Avg. Up Month | 7.43% | 9.97% |
| Avg. Down Month | -3.18% | -5.29% |
| Win Days % | 50.78% | 52.16% |
| Win Month % | 88.24% | 64.71% |
| Win Week % | 65.33% | 56.0% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 100.0% | 100.0% |