| Metric | btc_ | BTCUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 67.27% | 38.07% |
| Max Drawdown | -16.66% | -26.0% |
| Sharpe | 1.84 | 0.97 |
| Sortino | 3.33 | 1.54 |
| Payoff Ratio | 1.54 | 1.3 |
| Profit Factor | 1.52 | 1.15 |
| Common Sense Ratio | 2.06 | 1.29 |
| CPC Index | 1.14 | 0.75 |
| Tail Ratio | 1.35 | 1.12 |
| Outlier Win Ratio | 11.95 | 4.24 |
| Outlier Loss Ratio | 4.29 | 2.8 |
| Volatility (ann.) | 35.17% | 50.73% |
| R^2 | 0.58 | 0.58 |
| Calmar | 4.79 | 1.71 |
| Skew | 1.79 | 0.59 |
| Kurtosis | 13.37 | 2.45 |
| Expected Daily % | 0.16% | 0.1% |
| Expected Monthly % | 4.79% | 2.98% |
| Expected Yearly % | 29.33% | 17.5% |
| Kelly Criterion | 15.32% | 11.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.85% | -4.23% |
| Expected Shortfall (cVaR) | -2.85% | -4.23% |
| Year | BTCUSD | btc_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 75.68 | 1.56 | + |
| 2025 | -6.95 | -4.79 | 0.69 | + |
| Metric | btc_ | BTCUSD |
|---|---|---|
| MTD | -0.62% | 3.05% |
| 3M | -9.32% | -18.13% |
| 6M | 42.97% | 49.24% |
| YTD | -4.79% | -6.95% |
| 1Y | 67.27% | 38.07% |
| 3Y (ann.) | 79.82% | 44.48% |
| 5Y (ann.) | 79.82% | 44.48% |
| Metric | btc_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -26.0% |
| Longest DD Days | 75.0 | 161.0 |
| Avg. Drawdown | -3.82% | -6.87% |
| Avg. Drawdown Days | 13.0 | 21.0 |
| Recovery Factor | 4.04 | 1.46 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-19 | -16.66 | 16 |
| 2024-07-02 | 2024-07-15 | -11.10 | 13 |
| 2024-12-17 | 2025-03-02 | -8.88 | 75 |
| 2024-08-09 | 2024-10-14 | -6.74 | 66 |
| 2024-07-22 | 2024-08-08 | -6.15 | 17 |
| 2024-10-30 | 2024-11-06 | -4.05 | 7 |
| 2024-11-23 | 2024-12-11 | -3.92 | 18 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-06-26 | 2024-06-30 | -2.05 | 4 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| Metric | btc_ | BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.09% | -12.33% |
| Best Month | 36.15% | 37.42% |
| Worst Month | -3.86% | -17.69% |
| Best Year | 75.68% | 48.38% |
| Worst Year | -4.79% | -6.95% |
| Avg. Up Day | 1.88% | 2.53% |
| Avg. Down Day | -1.22% | -1.94% |
| Avg. Up Week | 5.25% | 6.69% |
| Avg. Down Week | -2.09% | -5.42% |
| Avg. Up Month | 17.35% | 17.14% |
| Avg. Down Month | -3.86% | -17.69% |
| Win Days % | 48.62% | 50.0% |
| Win Month % | 66.67% | 63.64% |
| Win Week % | 53.12% | 51.06% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |