| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 136.41% | 30.24% |
| Max Drawdown | -13.35% | -32.7% |
| Sharpe | 3.03 | 0.62 |
| Sortino | 5.53 | 0.89 |
| Payoff Ratio | 1.48 | 1.02 |
| Profit Factor | 1.77 | 1.1 |
| Common Sense Ratio | 3.19 | 1.13 |
| CPC Index | 1.42 | 0.58 |
| Tail Ratio | 1.8 | 1.03 |
| Outlier Win Ratio | 7.28 | 2.92 |
| Outlier Loss Ratio | 10.28 | 2.97 |
| Volatility (ann.) | 19.74% | 45.7% |
| R^2 | 0.45 | 0.45 |
| Calmar | 5.88 | 0.6 |
| Skew | 1.22 | -0.21 |
| Kurtosis | 8.71 | 3.45 |
| Expected Daily % | 0.16% | 0.05% |
| Expected Monthly % | 4.9% | 1.48% |
| Expected Yearly % | 53.76% | 14.12% |
| Kelly Criterion | 23.56% | 5.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -3.86% |
| Expected Shortfall (cVaR) | -1.54% | -3.86% |
| Year | BTCUSD | master.trimmed.21600_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 52.04 | 1.42 | + |
| 2025 | -4.72 | 55.49 | -11.75 | + |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | -8.48% | -19.84% |
| 3M | -1.15% | -23.36% |
| 6M | 15.4% | -18.54% |
| YTD | 55.49% | -4.72% |
| 1Y | 51.95% | -10.45% |
| 3Y (ann.) | 78.5% | 19.48% |
| 5Y (ann.) | 78.5% | 19.48% |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.35% | -32.7% |
| Longest DD Days | 40.0 | 154.0 |
| Avg. Drawdown | -1.55% | -10.02% |
| Avg. Drawdown Days | 8.0 | 39.0 |
| Recovery Factor | 10.22 | 0.92 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-28 | 2025-11-25 | -13.35 | 28 |
| 2024-06-06 | 2024-07-16 | -5.62 | 40 |
| 2025-03-04 | 2025-04-11 | -5.19 | 38 |
| 2024-07-30 | 2024-08-06 | -4.88 | 7 |
| 2024-12-18 | 2025-01-16 | -4.87 | 29 |
| 2025-06-12 | 2025-07-03 | -4.38 | 21 |
| 2024-08-10 | 2024-09-10 | -3.27 | 31 |
| 2025-10-08 | 2025-10-27 | -3.08 | 19 |
| 2025-04-16 | 2025-04-23 | -2.77 | 7 |
| 2025-07-19 | 2025-08-07 | -2.51 | 19 |
| Metric | master.trimmed.21600_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.29% | 9.49% |
| Worst Day | -3.6% | -13.23% |
| Best Week | 15.07% | 15.41% |
| Worst Week | -6.17% | -18.81% |
| Best Month | 23.9% | 34.43% |
| Worst Month | -8.48% | -23.44% |
| Best Year | 55.49% | 36.7% |
| Worst Year | 52.04% | -4.72% |
| Avg. Up Day | 0.82% | 1.87% |
| Avg. Down Day | -0.55% | -1.83% |
| Avg. Up Week | 2.82% | 5.17% |
| Avg. Down Week | -1.55% | -4.8% |
| Avg. Up Month | 7.95% | 11.21% |
| Avg. Down Month | -5.08% | -11.64% |
| Win Days % | 54.37% | 52.03% |
| Win Month % | 83.33% | 61.11% |
| Win Week % | 67.09% | 54.43% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |