Cryptosystems - FORTRESS
Internal Analytics Dashboard • Generated on October 05, 2025 at 22:09:41
📊 Executive Summary
CAGR
181.04%
Sharpe Ratio
3.798
Max Drawdown
-23.27%
Win Rate
32.7%
Total Return
4749.69%
Profit Factor
2.57
📈 Portfolio Performance
📉 Drawdown Analysis
📅 Monthly Returns
📊 Performance Breakdown
CAGR
181.04%
Cumulative Return
4749.69%
Best Day
22.81%
Worst Day
-10.48%
Best Month
110.39%
Worst Month
-13.13%
Avg Up Month
21.02%
Avg Down Month
-5.37%
Winning Months %
60.87%
Return Analysis
Annual Volatility
47.667
VaR 95%
-1.871
CVaR 95%
-3.229
Skewness
1.115
Kurtosis
15.316
Max Drawdown
-23.27%
Avg Drawdown
-4.98%
Risk Analysis Over Time
Downside Risk Analysis
Total Trades
617
Winning Trades
202
Losing Trades
415
Win Rate
32.74%
Avg Win
31.98%
Avg Loss
-6.05%
Best Trade
825.79%
Worst Trade
-10.00%
Profit Factor
2.57
Expectancy
6.40%
Avg Duration (hrs)
201.4
Trade Performance Analysis
Trade Execution Analysis
📊 Excursion Analysis
⬇️ MAE (Maximum Adverse Excursion)
⬆️ MFE (Maximum Favorable Excursion)
Strategy Performance Comparison
Asset Performance Heatmap
Position Analysis
Monte Carlo Simulation (12 Months Forward)
1,000 simulations resampling from actual trade returns
Cumulative Returns by Year
📋 Detailed Metrics
⚖️ Risk-Adjusted Metrics
Sharpe Ratio
3.798
Sortino Ratio
5.076
Calmar Ratio
7.779
Omega Ratio
1.296
Annual Return
181.04%
Annual Volatility
47.67%
📉 Drawdown Metrics
Max Drawdown
-23.27%
Average Drawdown
-4.98%
Longest Drawdown
240.0 days
Avg Drawdown Duration
11.6 days
Number of DD Periods
106
📅 Period-by-Period Breakdown
Total Days
1372
Total Months
45.1
Total Years
3.76
Start Date
2022-01-01
End Date
2025-10-04
PERFORMANCE DISCLOSURE & RISK NOTICE
Systematic Execution: Performance data presented represents the historical output of the proprietary execution engines. Past performance is not indicative of future results. The equity curve is based on systematic trade logic and may not reflect the impact of liquidity limitations or execution slippage in all market conditions.
Risk & Sovereignty: Trading digital assets involves significant risk of loss. Strategies are intended for sophisticated allocators capable of evaluating the merits and risks of algorithmic execution. CryptoSystems provides execution infrastructure, not investment advice. All operations are non-custodial; users retain full sovereignty and control of their assets at all times.
Systematic Execution: Performance data presented represents the historical output of the proprietary execution engines. Past performance is not indicative of future results. The equity curve is based on systematic trade logic and may not reflect the impact of liquidity limitations or execution slippage in all market conditions.
Risk & Sovereignty: Trading digital assets involves significant risk of loss. Strategies are intended for sophisticated allocators capable of evaluating the merits and risks of algorithmic execution. CryptoSystems provides execution infrastructure, not investment advice. All operations are non-custodial; users retain full sovereignty and control of their assets at all times.