| Metric | btc.o_ | BTCUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | 3.08% | 29.68% |
| Max Drawdown | -37.5% | -28.38% |
| Sharpe | 0.18 | 0.44 |
| Sortino | 0.19 | 0.63 |
| Payoff Ratio | 1.47 | 1.12 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.38 | 0.99 |
| CPC Index | 0.78 | 0.61 |
| Tail Ratio | 1.27 | 0.92 |
| Outlier Win Ratio | 12.27 | 3.07 |
| Outlier Loss Ratio | 9.19 | 2.62 |
| Volatility (ann.) | 21.44% | 26.24% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.1 | 1.33 |
| Skew | -24.5 | 0.13 |
| Kurtosis | 769.56 | 6.47 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.3% | 2.63% |
| Expected Yearly % | 1.53% | 13.88% |
| Kelly Criterion | 13.4% | 7.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -2.23% |
| Expected Shortfall (cVaR) | -1.84% | -2.23% |
| Year | BTCUSD | btc.o_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 57.00 | 1.50 | + |
| 2025 | -6.05 | -34.34 | 5.68 | - |
| Metric | btc.o_ | BTCUSD |
|---|---|---|
| MTD | -32.8% | 4.05% |
| 3M | -34.31% | -7.76% |
| 6M | -8.87% | 38.43% |
| YTD | -34.34% | -6.05% |
| 1Y | 3.08% | 29.68% |
| 3Y (ann.) | 3.81% | 37.78% |
| 5Y (ann.) | 3.81% | 37.78% |
| Metric | btc.o_ | BTCUSD |
|---|---|---|
| Max Drawdown | -37.5% | -28.38% |
| Longest DD Days | 40.0 | 144.0 |
| Avg. Drawdown | -1.74% | -4.56% |
| Avg. Drawdown Days | 6.0 | 11.0 |
| Recovery Factor | 0.08 | 1.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-24 | -37.50 | 21 |
| 2024-06-05 | 2024-07-15 | -5.07 | 39 |
| 2025-01-21 | 2025-03-02 | -4.92 | 39 |
| 2024-12-17 | 2025-01-21 | -4.70 | 35 |
| 2024-11-13 | 2024-11-19 | -3.66 | 5 |
| 2024-08-09 | 2024-09-18 | -3.46 | 40 |
| 2024-07-22 | 2024-08-08 | -3.05 | 17 |
| 2024-10-21 | 2024-11-06 | -2.06 | 16 |
| 2024-07-17 | 2024-07-19 | -1.57 | 2 |
| 2024-11-22 | 2024-12-11 | -1.52 | 18 |
| Metric | btc.o_ | BTCUSD |
|---|---|---|
| Best Day | 7.06% | 9.33% |
| Worst Day | -34.64% | -9.32% |
| Best Week | 14.77% | 18.93% |
| Worst Week | -33.13% | -12.33% |
| Best Month | 30.64% | 37.42% |
| Worst Month | -32.8% | -17.69% |
| Best Year | 57.0% | 38.02% |
| Worst Year | -34.34% | -6.05% |
| Avg. Up Day | 0.29% | 1.0% |
| Avg. Down Day | -0.2% | -0.9% |
| Avg. Up Week | 2.83% | 6.07% |
| Avg. Down Week | -0.98% | -4.1% |
| Avg. Up Month | 11.56% | 14.69% |
| Avg. Down Month | -1.0% | -12.52% |
| Win Days % | 48.4% | 51.31% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 54.55% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |