| Metric | btc.max_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | 55.65% | 33.2% |
| Max Drawdown | -8.56% | -26.0% |
| Sharpe | 2.62 | 0.89 |
| Sortino | 5.36 | 1.4 |
| Payoff Ratio | 1.64 | 1.22 |
| Profit Factor | 1.7 | 1.14 |
| Common Sense Ratio | 2.22 | 1.27 |
| CPC Index | 1.42 | 0.69 |
| Tail Ratio | 1.31 | 1.12 |
| Outlier Win Ratio | 10.33 | 3.17 |
| Outlier Loss Ratio | 8.64 | 2.22 |
| Volatility (ann.) | 19.79% | 50.61% |
| R^2 | 0.45 | 0.45 |
| Calmar | 7.58 | 1.47 |
| Skew | 2.39 | 0.6 |
| Kurtosis | 14.61 | 2.47 |
| Expected Daily % | 0.14% | 0.09% |
| Expected Monthly % | 4.1% | 2.64% |
| Expected Yearly % | 24.76% | 15.41% |
| Kelly Criterion | 21.39% | 8.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -4.23% |
| Expected Shortfall (cVaR) | -1.56% | -4.23% |
| Year | BTCUSD | btc.max_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 61.54 | 1.27 | + |
| 2025 | -10.23 | -3.65 | 0.36 | + |
| Metric | btc.max_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.12% | -0.59% |
| 3M | -4.53% | -13.94% |
| 6M | 36.35% | 33.1% |
| YTD | -3.65% | -10.23% |
| 1Y | 55.65% | 33.2% |
| 3Y (ann.) | 64.87% | 38.25% |
| 5Y (ann.) | 64.87% | 38.25% |
| Metric | btc.max_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.56% | -26.0% |
| Longest DD Days | 95.0 | 161.0 |
| Avg. Drawdown | -1.71% | -6.87% |
| Avg. Drawdown Days | 15.0 | 21.0 |
| Recovery Factor | 6.5 | 1.28 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-22 | -8.56 | 95 |
| 2024-05-22 | 2024-07-15 | -6.50 | 54 |
| 2024-08-10 | 2024-08-24 | -2.68 | 14 |
| 2024-08-25 | 2024-09-19 | -2.66 | 25 |
| 2024-07-23 | 2024-08-08 | -2.59 | 16 |
| 2024-10-22 | 2024-11-06 | -2.17 | 15 |
| 2024-11-23 | 2024-12-13 | -2.15 | 20 |
| 2024-11-17 | 2024-11-19 | -0.81 | 2 |
| 2024-07-18 | 2024-07-19 | -0.66 | 1 |
| 2024-09-21 | 2024-09-25 | -0.60 | 4 |
| Metric | btc.max_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.6% | 11.89% |
| Worst Day | -3.94% | -8.6% |
| Best Week | 15.36% | 18.93% |
| Worst Week | -2.71% | -12.33% |
| Best Month | 34.26% | 37.42% |
| Worst Month | -2.47% | -17.69% |
| Best Year | 61.54% | 48.38% |
| Worst Year | -3.65% | -10.23% |
| Avg. Up Day | 0.86% | 2.37% |
| Avg. Down Day | -0.52% | -1.94% |
| Avg. Up Week | 3.32% | 6.95% |
| Avg. Down Week | -1.02% | -4.47% |
| Avg. Up Month | 10.15% | 13.2% |
| Avg. Down Month | -0.88% | -8.47% |
| Win Days % | 51.18% | 49.54% |
| Win Month % | 63.64% | 54.55% |
| Win Week % | 50.0% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |