| Metric | 3600_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 46.32% | 36.16% |
| Max Drawdown | -24.89% | -27.95% |
| Sharpe | 0.96 | 0.64 |
| Sortino | 1.6 | 0.95 |
| Payoff Ratio | 1.42 | 1.25 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.5 | 1.16 |
| CPC Index | 0.76 | 0.69 |
| Tail Ratio | 1.22 | 1.06 |
| Outlier Win Ratio | 9.36 | 3.3 |
| Outlier Loss Ratio | 5.37 | 2.88 |
| Volatility (ann.) | 28.46% | 46.04% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.05 | 0.74 |
| Skew | 1.46 | 0.29 |
| Kurtosis | 13.61 | 1.85 |
| Expected Daily % | 0.06% | 0.05% |
| Expected Monthly % | 1.83% | 1.48% |
| Expected Yearly % | 20.96% | 16.69% |
| Kelly Criterion | 4.32% | 9.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.38% | -3.88% |
| Expected Shortfall (cVaR) | -2.38% | -3.88% |
| Year | BTCUSD | 3600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 62.20 | 1.95 | + |
| 2025 | 3.27 | -9.79 | -2.99 | - |
| Metric | 3600_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -2.56% | -12.8% |
| 3M | -4.85% | -19.44% |
| 6M | -6.13% | -8.17% |
| YTD | -9.79% | 3.27% |
| 1Y | -9.22% | 8.42% |
| 3Y (ann.) | 26.25% | 20.81% |
| 5Y (ann.) | 26.25% | 20.81% |
| Metric | 3600_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -24.89% | -27.95% |
| Longest DD Days | 332.0 | 203.0 |
| Avg. Drawdown | -4.54% | -8.01% |
| Avg. Drawdown Days | 35.0 | 33.0 |
| Recovery Factor | 1.86 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-16 | -24.89 | 332 |
| 2024-07-02 | 2024-07-15 | -7.24 | 13 |
| 2024-04-02 | 2024-05-16 | -7.13 | 44 |
| 2024-08-10 | 2024-09-25 | -6.96 | 46 |
| 2024-07-23 | 2024-08-09 | -6.49 | 17 |
| 2024-11-24 | 2024-12-17 | -5.06 | 23 |
| 2024-05-22 | 2024-07-01 | -4.30 | 40 |
| 2024-09-29 | 2024-10-15 | -3.87 | 16 |
| 2024-10-21 | 2024-10-29 | -1.53 | 8 |
| 2024-11-13 | 2024-11-14 | -1.04 | 1 |
| Metric | 3600_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.68% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 16.44% | 15.55% |
| Worst Week | -11.26% | -14.34% |
| Best Month | 25.66% | 34.46% |
| Worst Month | -8.79% | -19.77% |
| Best Year | 62.2% | 31.85% |
| Worst Year | -9.79% | 3.27% |
| Avg. Up Day | 1.47% | 2.02% |
| Avg. Down Day | -1.03% | -1.61% |
| Avg. Up Week | 3.95% | 5.64% |
| Avg. Down Week | -2.2% | -4.56% |
| Avg. Up Month | 8.17% | 12.71% |
| Avg. Down Month | -4.13% | -7.56% |
| Win Days % | 43.8% | 49.83% |
| Win Month % | 52.38% | 52.38% |
| Win Week % | 45.78% | 56.32% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 100.0% |