| Metric | configs_sql/hl_close/c/btcusd/uniq_ | BTCUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 54.26% | 38.07% |
| Max Drawdown | -16.66% | -26.0% |
| Sharpe | 1.59 | 0.97 |
| Sortino | 2.81 | 1.54 |
| Payoff Ratio | 1.45 | 1.23 |
| Profit Factor | 1.43 | 1.15 |
| Common Sense Ratio | 1.96 | 1.29 |
| CPC Index | 0.99 | 0.71 |
| Tail Ratio | 1.37 | 1.12 |
| Outlier Win Ratio | 11.26 | 4.07 |
| Outlier Loss Ratio | 4.73 | 2.9 |
| Volatility (ann.) | 34.6% | 50.73% |
| R^2 | 0.59 | 0.59 |
| Calmar | 3.84 | 1.71 |
| Skew | 1.65 | 0.59 |
| Kurtosis | 13.1 | 2.45 |
| Expected Daily % | 0.14% | 0.1% |
| Expected Monthly % | 4.02% | 2.98% |
| Expected Yearly % | 24.2% | 17.5% |
| Kelly Criterion | 12.04% | 9.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.83% | -4.23% |
| Expected Shortfall (cVaR) | -2.83% | -4.23% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 63.12 | 1.30 | + |
| 2025 | -6.95 | -5.43 | 0.78 | + |
| Metric | configs_sql/hl_close/c/btcusd/uniq_ | BTCUSD |
|---|---|---|
| MTD | -0.93% | 3.05% |
| 3M | -9.78% | -18.13% |
| 6M | 33.92% | 49.24% |
| YTD | -5.43% | -6.95% |
| 1Y | 54.26% | 38.07% |
| 3Y (ann.) | 63.96% | 44.48% |
| 5Y (ann.) | 63.96% | 44.48% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -26.0% |
| Longest DD Days | 75.0 | 161.0 |
| Avg. Drawdown | -4.37% | -6.87% |
| Avg. Drawdown Days | 15.0 | 21.0 |
| Recovery Factor | 3.26 | 1.46 |
| Ulcer Index | 1.03 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-19 | -16.66 | 16 |
| 2024-07-02 | 2024-07-15 | -11.03 | 13 |
| 2024-12-17 | 2025-03-02 | -9.02 | 75 |
| 2024-07-22 | 2024-08-08 | -6.96 | 17 |
| 2024-08-09 | 2024-10-15 | -6.75 | 67 |
| 2024-11-23 | 2024-12-15 | -4.62 | 22 |
| 2024-10-30 | 2024-11-06 | -4.06 | 7 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-06-26 | 2024-06-30 | -2.25 | 4 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| Metric | configs_sql/hl_close/c/btcusd/uniq_ | BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.45% | -12.33% |
| Best Month | 36.09% | 37.42% |
| Worst Month | -4.69% | -17.69% |
| Best Year | 63.12% | 48.38% |
| Worst Year | -5.43% | -6.95% |
| Avg. Up Day | 1.7% | 2.41% |
| Avg. Down Day | -1.17% | -1.96% |
| Avg. Up Week | 4.34% | 6.83% |
| Avg. Down Week | -2.11% | -5.67% |
| Avg. Up Month | 7.94% | 12.62% |
| Avg. Down Month | -2.7% | -10.46% |
| Win Days % | 47.98% | 50.0% |
| Win Month % | 72.73% | 63.64% |
| Win Week % | 57.14% | 51.06% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |