| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 136.02% | 29.34% |
| Max Drawdown | -14.2% | -34.42% |
| Sharpe | 1.44 | 0.3 |
| Sortino | 2.32 | 0.43 |
| Payoff Ratio | 1.18 | 0.99 |
| Profit Factor | 1.33 | 1.05 |
| Common Sense Ratio | 1.7 | 0.92 |
| CPC Index | 0.81 | 0.54 |
| Tail Ratio | 1.29 | 0.88 |
| Outlier Win Ratio | 8.35 | 3.2 |
| Outlier Loss Ratio | 9.25 | 3.12 |
| Volatility (ann.) | 10.41% | 23.39% |
| R^2 | 0.48 | 0.48 |
| Calmar | 5.5 | 0.55 |
| Skew | 1.19 | 0.1 |
| Kurtosis | 18.64 | 7.18 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.89% | 1.44% |
| Expected Yearly % | 53.63% | 13.73% |
| Kelly Criterion | 10.79% | 3.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -1.99% |
| Expected Shortfall (cVaR) | -0.85% | -1.99% |
| Year | BTCUSD | master.trimmed.21600_fwd_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 52.17 | 1.37 | + |
| 2025 | -6.29 | 55.10 | -8.76 | + |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| MTD | -8.55% | -20.14% |
| 3M | -0.58% | -20.56% |
| 6M | 15.3% | -20.08% |
| YTD | 55.1% | -6.29% |
| 1Y | 51.82% | -5.92% |
| 3Y (ann.) | 78.11% | 18.88% |
| 5Y (ann.) | 78.11% | 18.88% |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Max Drawdown | -14.2% | -34.42% |
| Longest DD Days | 40.0 | 144.0 |
| Avg. Drawdown | -1.37% | -5.99% |
| Avg. Drawdown Days | 5.0 | 17.0 |
| Recovery Factor | 9.58 | 0.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-10-27 | 2025-11-26 | -14.20 | 29 |
| 2025-03-03 | 2025-04-11 | -7.19 | 39 |
| 2024-12-18 | 2025-01-15 | -7.12 | 28 |
| 2024-06-05 | 2024-07-15 | -6.67 | 40 |
| 2025-06-11 | 2025-07-02 | -5.65 | 21 |
| 2024-07-29 | 2024-08-06 | -5.20 | 7 |
| 2025-04-14 | 2025-05-08 | -4.32 | 23 |
| 2024-08-09 | 2024-09-09 | -3.87 | 31 |
| 2024-10-07 | 2024-10-12 | -3.85 | 4 |
| 2025-06-04 | 2025-06-09 | -3.33 | 4 |
| Metric | master.trimmed.21600_fwd_ | BTCUSD |
|---|---|---|
| Best Day | 6.56% | 9.33% |
| Worst Day | -3.88% | -9.32% |
| Best Week | 15.65% | 18.93% |
| Worst Week | -5.79% | -12.33% |
| Best Month | 23.28% | 37.42% |
| Worst Month | -8.55% | -20.14% |
| Best Year | 55.1% | 38.02% |
| Worst Year | 52.17% | -6.29% |
| Avg. Up Day | 0.37% | 0.88% |
| Avg. Down Day | -0.31% | -0.89% |
| Avg. Up Week | 2.79% | 5.02% |
| Avg. Down Week | -1.34% | -4.7% |
| Avg. Up Month | 8.37% | 10.95% |
| Avg. Down Month | -4.59% | -10.24% |
| Win Days % | 51.65% | 52.03% |
| Win Month % | 83.33% | 55.56% |
| Win Week % | 65.82% | 53.16% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |