| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 122.4% | 41.66% |
| Max Drawdown | -7.68% | -28.21% |
| Sharpe | 2.89 | 0.75 |
| Sortino | 5.38 | 1.09 |
| Payoff Ratio | 1.56 | 1.08 |
| Profit Factor | 1.72 | 1.12 |
| Common Sense Ratio | 3.23 | 1.2 |
| CPC Index | 1.39 | 0.63 |
| Tail Ratio | 1.88 | 1.07 |
| Outlier Win Ratio | 7.17 | 2.95 |
| Outlier Loss Ratio | 10.3 | 2.88 |
| Volatility (ann.) | 19.6% | 45.36% |
| R^2 | 0.43 | 0.43 |
| Calmar | 9.49 | 0.95 |
| Skew | 1.36 | -0.17 |
| Kurtosis | 9.01 | 3.57 |
| Expected Daily % | 0.15% | 0.07% |
| Expected Monthly % | 4.54% | 1.95% |
| Expected Yearly % | 49.13% | 19.02% |
| Kelly Criterion | 20.68% | 7.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -3.81% |
| Expected Shortfall (cVaR) | -1.53% | -3.81% |
| Year | BTCUSD | master.trimmed.21600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 47.41 | 1.29 | + |
| 2025 | 3.62 | 50.87 | 14.03 | + |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -5.01% | -12.81% |
| 3M | 0.61% | -19.54% |
| 6M | 17.8% | -7.82% |
| YTD | 50.87% | 3.62% |
| 1Y | 47.68% | 9.16% |
| 3Y (ann.) | 72.87% | 26.93% |
| 5Y (ann.) | 72.87% | 26.93% |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.68% | -28.21% |
| Longest DD Days | 41.0 | 154.0 |
| Avg. Drawdown | -1.49% | -9.3% |
| Avg. Drawdown Days | 8.0 | 39.0 |
| Recovery Factor | 15.94 | 1.48 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-28 | 2025-11-16 | -7.68 | 19 |
| 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 |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.24% | 9.49% |
| Worst Day | -3.81% | -13.23% |
| Best Week | 14.82% | 15.41% |
| Worst Week | -4.62% | -18.81% |
| Best Month | 23.41% | 34.43% |
| Worst Month | -5.01% | -23.44% |
| Best Year | 50.87% | 36.7% |
| Worst Year | 47.41% | 3.62% |
| Avg. Up Day | 0.82% | 1.9% |
| Avg. Down Day | -0.53% | -1.76% |
| Avg. Up Week | 2.78% | 5.37% |
| Avg. Down Week | -1.35% | -5.19% |
| Avg. Up Month | 7.26% | 11.21% |
| Avg. Down Month | -4.31% | -9.3% |
| Win Days % | 51.64% | 51.97% |
| Win Month % | 83.33% | 61.11% |
| Win Week % | 64.1% | 53.85% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 100.0% |