| Metric | btc.a_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 223.67% | 123.82% |
| Max Drawdown | -9.47% | -66.89% |
| Sharpe | 2.57 | 0.74 |
| Sortino | 5.1 | 1.1 |
| Payoff Ratio | 1.59 | 1.15 |
| Profit Factor | 1.64 | 1.12 |
| Common Sense Ratio | 2.56 | 1.19 |
| CPC Index | 1.32 | 0.66 |
| Tail Ratio | 1.56 | 1.06 |
| Outlier Win Ratio | 12.34 | 3.04 |
| Outlier Loss Ratio | 13.45 | 2.46 |
| Volatility (ann.) | 14.9% | 55.1% |
| R^2 | 0.36 | 0.36 |
| Calmar | 4.76 | 0.43 |
| Skew | 2.06 | 0.23 |
| Kurtosis | 12.68 | 3.49 |
| Expected Daily % | 0.1% | 0.07% |
| Expected Monthly % | 3.06% | 2.09% |
| Expected Yearly % | 34.13% | 22.31% |
| Kelly Criterion | 19.46% | 9.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -4.63% |
| Expected Shortfall (cVaR) | -1.18% | -4.63% |
| Year | BTCUSD | btc.a_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.01 | 6.22 | -0.11 | + |
| 2023 | 154.85 | 65.22 | 0.42 | - |
| 2024 | 119.18 | 86.07 | 0.72 | - |
| 2025 | -8.90 | -0.88 | 0.10 | + |
| Metric | btc.a_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.21% | 5.47% |
| 3M | -1.84% | -12.85% |
| 6M | 33.36% | 31.99% |
| YTD | -0.88% | -8.9% |
| 1Y | 68.44% | 26.8% |
| 3Y (ann.) | 45.51% | 25.25% |
| 5Y (ann.) | 45.08% | 29.08% |
| Metric | btc.a_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.47% | -66.89% |
| Longest DD Days | 157.0 | 683.0 |
| Avg. Drawdown | -1.49% | -9.49% |
| Avg. Drawdown Days | 15.0 | 58.0 |
| Recovery Factor | 23.63 | 1.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-07-29 | -9.47 | 57 |
| 2022-08-10 | 2023-01-14 | -8.48 | 157 |
| 2024-01-09 | 2024-03-03 | -7.82 | 54 |
| 2024-05-22 | 2024-07-17 | -5.60 | 56 |
| 2025-03-03 | 2025-03-23 | -5.19 | 20 |
| 2023-06-26 | 2023-10-23 | -5.06 | 119 |
| 2023-04-29 | 2023-06-21 | -4.87 | 53 |
| 2024-12-18 | 2025-03-02 | -4.31 | 74 |
| 2024-03-13 | 2024-03-26 | -4.28 | 13 |
| 2022-03-03 | 2022-03-28 | -3.73 | 25 |
| Metric | btc.a_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.69% | 14.21% |
| Worst Day | -3.26% | -14.67% |
| Best Week | 12.72% | 28.96% |
| Worst Week | -5.13% | -30.92% |
| Best Month | 27.02% | 45.57% |
| Worst Month | -5.44% | -36.86% |
| Best Year | 86.07% | 154.85% |
| Worst Year | -0.88% | -56.01% |
| Avg. Up Day | 0.61% | 2.24% |
| Avg. Down Day | -0.38% | -1.95% |
| Avg. Up Week | 2.21% | 6.0% |
| Avg. Down Week | -1.0% | -4.76% |
| Avg. Up Month | 6.8% | 15.58% |
| Avg. Down Month | -2.3% | -13.29% |
| Win Days % | 50.6% | 51.56% |
| Win Month % | 69.23% | 56.41% |
| Win Week % | 57.74% | 52.66% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |