| Metric | configs/t_btcusd.21600_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 80.0% | 100.0% |
| Cumulative Return | 43.94% | 27.98% |
| Max Drawdown | -7.89% | -26.06% |
| Sharpe | 1.99 | 0.82 |
| Sortino | 3.7 | 1.2 |
| Payoff Ratio | 1.38 | 1.25 |
| Profit Factor | 1.5 | 1.13 |
| Common Sense Ratio | 2.17 | 1.18 |
| CPC Index | 1.03 | 0.73 |
| Tail Ratio | 1.44 | 1.05 |
| Outlier Win Ratio | 8.89 | 2.82 |
| Outlier Loss Ratio | 7.84 | 2.59 |
| Volatility (ann.) | 22.73% | 51.15% |
| R^2 | 0.44 | 0.44 |
| Calmar | 6.76 | 1.29 |
| Skew | 2.03 | -0.17 |
| Kurtosis | 14.91 | 2.98 |
| Expected Daily % | 0.12% | 0.08% |
| Expected Monthly % | 3.37% | 2.27% |
| Expected Yearly % | 19.98% | 13.13% |
| Kelly Criterion | 13.37% | 13.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -4.29% |
| Expected Shortfall (cVaR) | -1.83% | -4.29% |
| Year | BTCUSD | configs/t_btcusd.21600_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.49 | 51.92 | 1.28 | + |
| 2025 | -8.90 | -5.25 | 0.59 | + |
| Metric | configs/t_btcusd.21600_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.48% | 5.47% |
| 3M | -5.84% | -12.85% |
| 6M | 30.47% | 31.99% |
| YTD | -5.25% | -8.9% |
| 1Y | 43.94% | 27.98% |
| 3Y (ann.) | 53.34% | 33.58% |
| 5Y (ann.) | 53.34% | 33.58% |
| Metric | configs/t_btcusd.21600_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.89% | -26.06% |
| Longest DD Days | 74.0 | 144.0 |
| Avg. Drawdown | -2.42% | -7.98% |
| Avg. Drawdown Days | 15.0 | 29.0 |
| Recovery Factor | 5.57 | 1.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-08 | 2025-03-23 | -7.89 | 74 |
| 2024-08-26 | 2024-09-20 | -6.99 | 25 |
| 2024-05-20 | 2024-07-17 | -6.19 | 58 |
| 2024-07-23 | 2024-07-29 | -4.17 | 6 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2024-07-18 | 2024-07-20 | -2.36 | 2 |
| 2024-10-22 | 2024-11-06 | -2.13 | 15 |
| 2024-11-13 | 2024-11-14 | -2.02 | 1 |
| 2024-11-23 | 2025-01-07 | -1.90 | 45 |
| 2024-08-12 | 2024-08-22 | -1.53 | 10 |
| Metric | configs/t_btcusd.21600_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.76% | 9.49% |
| Worst Day | -4.62% | -13.23% |
| Best Week | 14.43% | 15.41% |
| Worst Week | -6.07% | -18.81% |
| Best Month | 36.3% | 34.43% |
| Worst Month | -3.09% | -23.44% |
| Best Year | 51.92% | 40.49% |
| Worst Year | -5.25% | -8.9% |
| Avg. Up Day | 0.97% | 2.09% |
| Avg. Down Day | -0.7% | -1.68% |
| Avg. Up Week | 3.69% | 7.11% |
| Avg. Down Week | -1.08% | -4.12% |
| Avg. Up Month | 10.46% | 13.97% |
| Avg. Down Month | -1.85% | -13.19% |
| Win Days % | 49.8% | 52.09% |
| Win Month % | 54.55% | 63.64% |
| Win Week % | 44.68% | 48.94% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |