| Metric | btc.a_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | 53.32% | 33.2% |
| Max Drawdown | -5.35% | -26.0% |
| Sharpe | 3.17 | 0.89 |
| Sortino | 7.1 | 1.4 |
| Payoff Ratio | 1.73 | 1.22 |
| Profit Factor | 1.85 | 1.14 |
| Common Sense Ratio | 3.06 | 1.27 |
| CPC Index | 1.7 | 0.69 |
| Tail Ratio | 1.66 | 1.12 |
| Outlier Win Ratio | 11.88 | 2.96 |
| Outlier Loss Ratio | 9.71 | 2.09 |
| Volatility (ann.) | 15.55% | 50.61% |
| R^2 | 0.35 | 0.35 |
| Calmar | 11.6 | 1.47 |
| Skew | 2.74 | 0.6 |
| Kurtosis | 16.72 | 2.47 |
| Expected Daily % | 0.13% | 0.09% |
| Expected Monthly % | 3.96% | 2.64% |
| Expected Yearly % | 23.82% | 15.41% |
| Kelly Criterion | 26.49% | 8.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -4.23% |
| Expected Shortfall (cVaR) | -1.2% | -4.23% |
| Year | BTCUSD | btc.a_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 54.62 | 1.13 | + |
| 2025 | -10.23 | -0.84 | 0.08 | + |
| Metric | btc.a_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.25% | -0.59% |
| 3M | -1.84% | -13.94% |
| 6M | 34.94% | 33.1% |
| YTD | -0.84% | -10.23% |
| 1Y | 53.32% | 33.2% |
| 3Y (ann.) | 62.08% | 38.25% |
| 5Y (ann.) | 62.08% | 38.25% |
| Metric | btc.a_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.35% | -26.0% |
| Longest DD Days | 74.0 | 161.0 |
| Avg. Drawdown | -1.46% | -6.87% |
| Avg. Drawdown Days | 14.0 | 21.0 |
| Recovery Factor | 9.97 | 1.28 |
| Ulcer Index | 0.97 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2024-07-16 | -5.35 | 55 |
| 2025-03-03 | 2025-03-22 | -5.19 | 19 |
| 2024-12-18 | 2025-03-02 | -4.31 | 74 |
| 2024-08-10 | 2024-09-18 | -2.55 | 39 |
| 2024-07-23 | 2024-08-08 | -1.99 | 16 |
| 2024-11-23 | 2024-12-05 | -1.41 | 12 |
| 2024-10-22 | 2024-11-06 | -1.31 | 15 |
| 2024-12-06 | 2024-12-11 | -0.95 | 5 |
| 2024-09-29 | 2024-10-12 | -0.78 | 13 |
| 2024-11-17 | 2024-11-19 | -0.63 | 2 |
| Metric | btc.a_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.69% | 11.89% |
| Worst Day | -2.28% | -8.6% |
| Best Week | 12.03% | 18.93% |
| Worst Week | -2.04% | -12.33% |
| Best Month | 27.02% | 37.42% |
| Worst Month | -2.19% | -17.69% |
| Best Year | 54.62% | 48.38% |
| Worst Year | -0.84% | -10.23% |
| Avg. Up Day | 0.72% | 2.37% |
| Avg. Down Day | -0.42% | -1.94% |
| Avg. Up Week | 2.81% | 6.65% |
| Avg. Down Week | -0.99% | -4.56% |
| Avg. Up Month | 7.4% | 12.62% |
| Avg. Down Month | -1.67% | -12.4% |
| Win Days % | 53.42% | 49.54% |
| Win Month % | 81.82% | 54.55% |
| Win Week % | 57.45% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |