| Metric | btc.max.nohl_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 52.41% | 24.53% |
| Max Drawdown | -5.38% | -26.06% |
| Sharpe | 3.04 | 0.78 |
| Sortino | 6.89 | 1.13 |
| Payoff Ratio | 1.84 | 1.0 |
| Profit Factor | 1.86 | 1.12 |
| Common Sense Ratio | 3.29 | 1.14 |
| CPC Index | 1.74 | 0.59 |
| Tail Ratio | 1.77 | 1.01 |
| Outlier Win Ratio | 9.4 | 2.84 |
| Outlier Loss Ratio | 11.67 | 2.25 |
| Volatility (ann.) | 17.6% | 51.79% |
| R^2 | 0.29 | 0.29 |
| Calmar | 12.73 | 1.2 |
| Skew | 2.89 | -0.2 |
| Kurtosis | 17.68 | 2.92 |
| Expected Daily % | 0.14% | 0.07% |
| Expected Monthly % | 4.3% | 2.22% |
| Expected Yearly % | 23.45% | 11.59% |
| Kelly Criterion | 23.99% | 4.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -4.35% |
| Expected Shortfall (cVaR) | -1.37% | -4.35% |
| Year | BTCUSD | btc.max.nohl_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 56.58 | 1.54 | + |
| 2025 | -8.90 | -2.66 | 0.30 | + |
| Metric | btc.max.nohl_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.47% | 5.47% |
| 3M | -3.23% | -12.85% |
| 6M | 35.36% | 31.99% |
| YTD | -2.66% | -8.9% |
| 1Y | 52.41% | 24.53% |
| 3Y (ann.) | 68.44% | 31.19% |
| 5Y (ann.) | 68.44% | 31.19% |
| Metric | btc.max.nohl_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -5.38% | -26.06% |
| Longest DD Days | 95.0 | 144.0 |
| Avg. Drawdown | -1.39% | -8.25% |
| Avg. Drawdown Days | 13.0 | 30.0 |
| Recovery Factor | 9.75 | 0.94 |
| Ulcer Index | 1.03 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-23 | -5.38 | 95 |
| 2024-06-06 | 2024-07-15 | -3.75 | 39 |
| 2024-08-25 | 2024-09-19 | -3.65 | 25 |
| 2024-07-23 | 2024-07-28 | -3.11 | 5 |
| 2024-10-22 | 2024-11-06 | -1.99 | 15 |
| 2024-08-10 | 2024-08-24 | -1.53 | 14 |
| 2024-07-29 | 2024-08-08 | -1.24 | 10 |
| 2024-11-23 | 2024-12-11 | -1.10 | 18 |
| 2024-07-18 | 2024-07-20 | -0.86 | 2 |
| 2024-09-21 | 2024-09-25 | -0.85 | 4 |
| Metric | btc.max.nohl_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.35% | 9.49% |
| Worst Day | -2.65% | -13.23% |
| Best Week | 13.91% | 15.41% |
| Worst Week | -2.89% | -18.81% |
| Best Month | 33.5% | 34.43% |
| Worst Month | -1.6% | -23.44% |
| Best Year | 56.58% | 36.7% |
| Worst Year | -2.66% | -8.9% |
| Avg. Up Day | 0.76% | 2.09% |
| Avg. Down Day | -0.41% | -2.08% |
| Avg. Up Week | 3.07% | 6.74% |
| Avg. Down Week | -0.83% | -4.59% |
| Avg. Up Month | 9.97% | 13.97% |
| Avg. Down Month | -1.33% | -16.85% |
| Win Days % | 50.72% | 52.2% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 50.0% | 47.73% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |