| Metric | btc_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 85.0% | 100.0% |
| Cumulative Return | 65.45% | 33.2% |
| Max Drawdown | -12.68% | -26.0% |
| Sharpe | 2.2 | 0.89 |
| Sortino | 4.19 | 1.4 |
| Payoff Ratio | 1.56 | 1.29 |
| Profit Factor | 1.62 | 1.14 |
| Common Sense Ratio | 2.45 | 1.27 |
| CPC Index | 1.29 | 0.73 |
| Tail Ratio | 1.51 | 1.12 |
| Outlier Win Ratio | 10.73 | 3.86 |
| Outlier Loss Ratio | 7.02 | 2.54 |
| Volatility (ann.) | 27.53% | 50.61% |
| R^2 | 0.57 | 0.57 |
| Calmar | 6.04 | 1.47 |
| Skew | 2.04 | 0.6 |
| Kurtosis | 13.63 | 2.47 |
| Expected Daily % | 0.16% | 0.09% |
| Expected Monthly % | 4.68% | 2.64% |
| Expected Yearly % | 28.63% | 15.41% |
| Kelly Criterion | 19.68% | 10.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.2% | -4.23% |
| Expected Shortfall (cVaR) | -2.2% | -4.23% |
| Year | BTCUSD | btc_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 67.40 | 1.39 | + |
| 2025 | -10.23 | -1.17 | 0.11 | + |
| Metric | btc_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.5% | -0.59% |
| 3M | -2.54% | -13.94% |
| 6M | 42.17% | 33.1% |
| YTD | -1.17% | -10.23% |
| 1Y | 65.45% | 33.2% |
| 3Y (ann.) | 76.64% | 38.25% |
| 5Y (ann.) | 76.64% | 38.25% |
| Metric | btc_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -12.68% | -26.0% |
| Longest DD Days | 74.0 | 161.0 |
| Avg. Drawdown | -2.41% | -6.87% |
| Avg. Drawdown Days | 12.0 | 21.0 |
| Recovery Factor | 5.16 | 1.28 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-22 | -12.68 | 19 |
| 2024-07-02 | 2024-07-15 | -8.59 | 13 |
| 2024-12-18 | 2025-03-02 | -6.76 | 74 |
| 2024-07-22 | 2024-08-08 | -4.81 | 17 |
| 2024-08-10 | 2024-09-14 | -4.42 | 35 |
| 2024-11-23 | 2024-12-11 | -3.22 | 18 |
| 2024-10-30 | 2024-11-06 | -3.21 | 7 |
| 2024-11-14 | 2024-11-15 | -2.57 | 1 |
| 2024-06-06 | 2024-06-30 | -2.18 | 24 |
| 2024-07-17 | 2024-07-19 | -1.23 | 2 |
| Metric | btc_daily_ | BTCUSD |
|---|---|---|
| Best Day | 9.2% | 11.89% |
| Worst Day | -6.16% | -8.6% |
| Best Week | 15.62% | 18.93% |
| Worst Week | -4.32% | -12.33% |
| Best Month | 30.73% | 37.42% |
| Worst Month | -3.41% | -17.69% |
| Best Year | 67.4% | 48.38% |
| Worst Year | -1.17% | -10.23% |
| Avg. Up Day | 1.19% | 2.39% |
| Avg. Down Day | -0.76% | -1.86% |
| Avg. Up Week | 2.97% | 5.91% |
| Avg. Down Week | -1.31% | -4.38% |
| Avg. Up Month | 8.04% | 12.62% |
| Avg. Down Month | -3.41% | -17.69% |
| Win Days % | 51.09% | 49.54% |
| Win Month % | 90.91% | 54.55% |
| Win Week % | 61.7% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |