| Metric | configs_sql/hl_close/c/btcusd/uniq_ | BTCUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 53.25% | 36.84% |
| Max Drawdown | -16.66% | -26.0% |
| Sharpe | 1.56 | 0.95 |
| Sortino | 2.76 | 1.49 |
| Payoff Ratio | 1.47 | 1.25 |
| Profit Factor | 1.42 | 1.15 |
| Common Sense Ratio | 1.95 | 1.28 |
| CPC Index | 0.99 | 0.71 |
| Tail Ratio | 1.37 | 1.12 |
| Outlier Win Ratio | 11.22 | 4.04 |
| Outlier Loss Ratio | 4.82 | 2.91 |
| Volatility (ann.) | 34.4% | 50.61% |
| R^2 | 0.59 | 0.59 |
| Calmar | 3.71 | 1.63 |
| Skew | 1.67 | 0.59 |
| Kurtosis | 13.28 | 2.45 |
| Expected Daily % | 0.13% | 0.1% |
| Expected Monthly % | 3.96% | 2.89% |
| Expected Yearly % | 23.79% | 16.98% |
| Kelly Criterion | 11.78% | 9.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.81% | -4.23% |
| Expected Shortfall (cVaR) | -2.81% | -4.23% |
| Year | BTCUSD | configs_sql/hl_close/c/btcusd/uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 63.12 | 1.30 | + |
| 2025 | -7.78 | -6.05 | 0.78 | + |
| Metric | configs_sql/hl_close/c/btcusd/uniq_ | BTCUSD |
|---|---|---|
| MTD | -1.59% | 2.13% |
| 3M | -7.74% | -11.94% |
| 6M | 33.04% | 36.2% |
| YTD | -6.05% | -7.78% |
| 1Y | 53.25% | 36.84% |
| 3Y (ann.) | 61.76% | 42.38% |
| 5Y (ann.) | 61.76% | 42.38% |
| Metric | configs_sql/hl_close/c/btcusd/uniq_ | BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -26.0% |
| Longest DD Days | 75.0 | 161.0 |
| Avg. Drawdown | -4.37% | -6.87% |
| Avg. Drawdown Days | 15.0 | 21.0 |
| Recovery Factor | 3.2 | 1.42 |
| Ulcer Index | 1.03 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-23 | -16.66 | 20 |
| 2024-07-02 | 2024-07-15 | -11.03 | 13 |
| 2024-12-17 | 2025-03-02 | -9.03 | 75 |
| 2024-07-22 | 2024-08-08 | -6.96 | 17 |
| 2024-08-09 | 2024-10-15 | -6.75 | 67 |
| 2024-11-23 | 2024-12-15 | -4.62 | 22 |
| 2024-10-30 | 2024-11-06 | -4.06 | 7 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-06-26 | 2024-06-30 | -2.25 | 4 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| Metric | configs_sql/hl_close/c/btcusd/uniq_ | BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.45% | -12.33% |
| Best Month | 36.11% | 37.42% |
| Worst Month | -4.69% | -17.69% |
| Best Year | 63.12% | 48.38% |
| Worst Year | -6.05% | -7.78% |
| Avg. Up Day | 1.68% | 2.42% |
| Avg. Down Day | -1.14% | -1.93% |
| Avg. Up Week | 4.3% | 6.77% |
| Avg. Down Week | -2.11% | -5.67% |
| Avg. Up Month | 7.94% | 12.62% |
| Avg. Down Month | -2.71% | -10.46% |
| Win Days % | 47.52% | 49.69% |
| Win Month % | 72.73% | 63.64% |
| Win Week % | 55.56% | 52.08% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |