| Metric | btc.max.nohl_ | BTCUSD |
|---|---|---|
| Time in Market | 88.0% | 100.0% |
| Cumulative Return | 18.47% | 30.82% |
| Max Drawdown | -28.09% | -28.38% |
| Sharpe | 0.41 | 0.45 |
| Sortino | 0.46 | 0.64 |
| Payoff Ratio | 1.45 | 1.11 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.45 | 0.99 |
| CPC Index | 0.83 | 0.61 |
| Tail Ratio | 1.23 | 0.92 |
| Outlier Win Ratio | 12.57 | 3.13 |
| Outlier Loss Ratio | 10.08 | 2.71 |
| Volatility (ann.) | 16.76% | 26.23% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.83 | 1.38 |
| Skew | -18.56 | 0.13 |
| Kurtosis | 551.94 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.71% | 2.72% |
| Expected Yearly % | 8.84% | 14.38% |
| Kelly Criterion | 13.55% | 7.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.23% |
| Expected Shortfall (cVaR) | -1.42% | -2.23% |
| Year | BTCUSD | btc.max.nohl_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 56.73 | 1.49 | + |
| 2025 | -5.22 | -24.41 | 4.68 | - |
| Metric | btc.max.nohl_ | BTCUSD |
|---|---|---|
| MTD | -22.18% | 4.96% |
| 3M | -24.38% | -6.95% |
| 6M | 5.46% | 39.17% |
| YTD | -24.41% | -5.22% |
| 1Y | 18.47% | 30.82% |
| 3Y (ann.) | 23.24% | 39.27% |
| 5Y (ann.) | 23.24% | 39.27% |
| Metric | btc.max.nohl_ | BTCUSD |
|---|---|---|
| Max Drawdown | -28.09% | -28.38% |
| Longest DD Days | 63.0 | 144.0 |
| Avg. Drawdown | -1.69% | -4.56% |
| Avg. Drawdown Days | 7.0 | 12.0 |
| Recovery Factor | 0.66 | 1.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-24 | -28.09 | 63 |
| 2024-12-17 | 2025-01-20 | -5.42 | 34 |
| 2024-11-13 | 2024-11-19 | -4.18 | 5 |
| 2024-06-05 | 2024-07-15 | -4.14 | 39 |
| 2024-07-22 | 2024-08-08 | -3.87 | 17 |
| 2024-08-09 | 2024-09-19 | -3.78 | 41 |
| 2024-10-21 | 2024-11-06 | -2.77 | 16 |
| 2024-07-17 | 2024-07-19 | -1.95 | 2 |
| 2024-11-12 | 2024-11-13 | -1.39 | 1 |
| 2024-11-22 | 2024-12-11 | -1.11 | 18 |
| Metric | btc.max.nohl_ | BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -24.88% | -9.32% |
| Best Week | 15.91% | 18.93% |
| Worst Week | -22.25% | -12.33% |
| Best Month | 33.6% | 37.42% |
| Worst Month | -22.18% | -17.69% |
| Best Year | 56.73% | 38.02% |
| Worst Year | -24.41% | -5.22% |
| Avg. Up Day | 0.3% | 1.0% |
| Avg. Down Day | -0.2% | -0.9% |
| Avg. Up Week | 2.99% | 6.24% |
| Avg. Down Week | -0.96% | -4.1% |
| Avg. Up Month | 12.34% | 14.69% |
| Avg. Down Month | -0.99% | -12.52% |
| Win Days % | 48.84% | 51.35% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 52.27% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |