| Metric | configs/btc_3600_only_ | BTCUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 145.15% | 219.14% |
| Max Drawdown | -24.36% | -32.34% |
| Sharpe | 0.39 | 0.36 |
| Sortino | 0.58 | 0.52 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.09 | 1.06 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.1 | 1.02 |
| Outlier Win Ratio | 11.36 | 3.96 |
| Outlier Loss Ratio | 4.79 | 3.82 |
| Volatility (ann.) | 7.08% | 10.61% |
| R^2 | 0.49 | 0.49 |
| Calmar | 3.45 | 3.71 |
| Skew | 0.27 | -0.06 |
| Kurtosis | 24.9 | 8.82 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.11% | 6.66% |
| Expected Yearly % | 34.84% | 47.23% |
| Kelly Criterion | 2.58% | 5.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -0.9% |
| Expected Shortfall (cVaR) | -0.6% | -0.9% |
| Year | BTCUSD | configs/btc_3600_only_ | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.40 | 29.33 | 0.55 | - |
| 2024 | 121.00 | 120.71 | 1.00 | - |
| 2025 | -5.86 | -14.12 | 2.41 | - |
| Metric | configs/btc_3600_only_ | BTCUSD |
|---|---|---|
| MTD | -9.51% | 4.25% |
| 3M | -16.1% | -7.58% |
| 6M | 18.12% | 38.22% |
| YTD | -14.12% | -5.86% |
| 1Y | 30.69% | 37.31% |
| 3Y (ann.) | 83.95% | 120.07% |
| 5Y (ann.) | 83.95% | 120.07% |
| Metric | configs/btc_3600_only_ | BTCUSD |
|---|---|---|
| Max Drawdown | -24.36% | -32.34% |
| Longest DD Days | 197.0 | 236.0 |
| Avg. Drawdown | -1.88% | -2.26% |
| Avg. Drawdown Days | 4.0 | 4.0 |
| Recovery Factor | 5.96 | 6.78 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -24.36 | 63 |
| 2024-03-14 | 2024-09-27 | -18.10 | 197 |
| 2024-01-02 | 2024-02-09 | -10.94 | 38 |
| 2024-03-05 | 2024-03-10 | -9.81 | 5 |
| 2024-12-17 | 2025-01-20 | -9.37 | 33 |
| 2023-12-05 | 2024-01-02 | -7.73 | 27 |
| 2023-10-25 | 2023-12-04 | -7.46 | 39 |
| 2024-12-05 | 2024-12-16 | -6.46 | 11 |
| 2024-11-13 | 2024-11-20 | -6.05 | 6 |
| 2024-10-21 | 2024-10-29 | -4.69 | 8 |
| Metric | configs/btc_3600_only_ | BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.77% | 23.06% |
| Worst Week | -6.48% | -12.33% |
| Best Month | 36.98% | 43.77% |
| Worst Month | -9.51% | -17.69% |
| Best Year | 120.71% | 121.0% |
| Worst Year | -14.12% | -5.86% |
| Avg. Up Day | 0.32% | 0.36% |
| Avg. Down Day | -0.3% | -0.34% |
| Avg. Up Week | 6.2% | 8.69% |
| Avg. Down Week | -2.07% | -4.25% |
| Avg. Up Month | 13.18% | 17.55% |
| Avg. Down Month | -5.06% | -10.75% |
| Win Days % | 49.66% | 51.23% |
| Win Month % | 61.11% | 72.22% |
| Win Week % | 44.87% | 55.0% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |