| Metric | 3600_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 46.23% | 36.19% |
| Max Drawdown | -26.77% | -31.17% |
| Sharpe | 0.2 | 0.13 |
| Sortino | 0.3 | 0.18 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.05 | 1.02 |
| Common Sense Ratio | 1.12 | 1.0 |
| CPC Index | 0.55 | 0.54 |
| Tail Ratio | 1.06 | 0.97 |
| Outlier Win Ratio | 14.04 | 3.6 |
| Outlier Loss Ratio | 5.55 | 3.56 |
| Volatility (ann.) | 5.44% | 9.78% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.98 | 0.67 |
| Skew | 0.08 | -0.07 |
| Kurtosis | 40.72 | 10.33 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.83% | 1.48% |
| Expected Yearly % | 20.93% | 16.7% |
| Kelly Criterion | 0.67% | 3.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -0.84% |
| Expected Shortfall (cVaR) | -0.47% | -0.84% |
| Year | BTCUSD | 3600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 61.87 | 1.87 | + |
| 2025 | 2.35 | -9.66 | -4.11 | - |
| Metric | 3600_fwd_ | BTCUSD |
|---|---|---|
| MTD | -2.42% | -12.78% |
| 3M | -4.32% | -18.67% |
| 6M | -5.99% | -7.38% |
| YTD | -9.66% | 2.35% |
| 1Y | -9.07% | 5.42% |
| 3Y (ann.) | 26.15% | 20.78% |
| 5Y (ann.) | 26.15% | 20.78% |
| Metric | 3600_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -26.77% | -31.17% |
| Longest DD Days | 346.0 | 204.0 |
| Avg. Drawdown | -1.79% | -3.44% |
| Avg. Drawdown Days | 8.0 | 10.0 |
| Recovery Factor | 1.73 | 1.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-17 | -26.77 | 346 |
| 2024-08-08 | 2024-09-27 | -9.92 | 49 |
| 2024-07-01 | 2024-07-14 | -8.56 | 13 |
| 2024-07-29 | 2024-08-08 | -8.29 | 10 |
| 2024-04-01 | 2024-05-15 | -8.26 | 44 |
| 2024-09-27 | 2024-10-14 | -4.90 | 16 |
| 2024-05-21 | 2024-06-30 | -4.84 | 40 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-10-15 | 2024-10-16 | -3.38 | 0 |
| 2024-07-16 | 2024-07-16 | -3.18 | 0 |
| Metric | 3600_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 16.2% | 18.93% |
| Worst Week | -8.41% | -12.33% |
| Best Month | 26.13% | 37.42% |
| Worst Month | -7.14% | -17.69% |
| Best Year | 61.87% | 33.06% |
| Worst Year | -9.66% | 2.35% |
| Avg. Up Day | 0.24% | 0.32% |
| Avg. Down Day | -0.22% | -0.31% |
| Avg. Up Week | 3.96% | 6.31% |
| Avg. Down Week | -2.1% | -4.64% |
| Avg. Up Month | 8.07% | 11.37% |
| Avg. Down Month | -4.42% | -8.75% |
| Win Days % | 48.74% | 50.66% |
| Win Month % | 52.38% | 57.14% |
| Win Week % | 46.43% | 50.0% |
| Win Quarter % | 62.5% | 62.5% |
| Win Year % | 50.0% | 100.0% |