| Metric | master.trimmed.21600.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 80.0% | 100.0% |
| Cumulative Return | 79.14% | 54.02% |
| Max Drawdown | -8.45% | -28.21% |
| Sharpe | 2.69 | 0.89 |
| Sortino | 5.05 | 1.3 |
| Payoff Ratio | 1.48 | 1.11 |
| Profit Factor | 1.7 | 1.14 |
| Common Sense Ratio | 2.88 | 1.24 |
| CPC Index | 1.28 | 0.67 |
| Tail Ratio | 1.7 | 1.08 |
| Outlier Win Ratio | 11.13 | 3.03 |
| Outlier Loss Ratio | 10.05 | 2.6 |
| Volatility (ann.) | 15.61% | 45.41% |
| R^2 | 0.5 | 0.5 |
| Calmar | 5.97 | 1.25 |
| Skew | 1.34 | -0.18 |
| Kurtosis | 8.2 | 3.62 |
| Expected Daily % | 0.11% | 0.08% |
| Expected Monthly % | 3.29% | 2.43% |
| Expected Yearly % | 33.84% | 24.11% |
| Kelly Criterion | 18.05% | 10.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -3.8% |
| Expected Shortfall (cVaR) | -1.23% | -3.8% |
| Year | BTCUSD | master.trimmed.21600.btc_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 39.02 | 1.06 | + |
| 2025 | 12.67 | 28.86 | 2.28 | + |
| Metric | master.trimmed.21600.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -1.22% | -5.2% |
| 3M | 5.28% | -8.3% |
| 6M | 12.04% | 8.46% |
| YTD | 28.86% | 12.67% |
| 1Y | 51.81% | 52.29% |
| 3Y (ann.) | 50.45% | 35.34% |
| 5Y (ann.) | 50.45% | 35.34% |
| Metric | master.trimmed.21600.btc_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.45% | -28.21% |
| Longest DD Days | 64.0 | 154.0 |
| Avg. Drawdown | -1.28% | -8.79% |
| Avg. Drawdown Days | 10.0 | 38.0 |
| Recovery Factor | 9.37 | 1.91 |
| 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 | 2025-10-27 | -2.99 | 21 |
| 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 | 28.86% | 12.67% |
| Avg. Up Day | 0.72% | 1.79% |
| Avg. Down Day | -0.49% | -1.61% |
| Avg. Up Week | 2.06% | 5.06% |
| Avg. Down Week | -0.97% | -4.27% |
| Avg. Up Month | 5.46% | 11.21% |
| Avg. Down Month | -2.99% | -11.75% |
| Win Days % | 51.09% | 52.78% |
| Win Month % | 77.78% | 61.11% |
| Win Week % | 57.89% | 55.26% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |