| Metric | btc.max.nohl_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 94.0% | 100.0% |
| Cumulative Return | 263.05% | 123.82% |
| Max Drawdown | -10.64% | -66.89% |
| Sharpe | 2.4 | 0.74 |
| Sortino | 4.62 | 1.1 |
| Payoff Ratio | 1.62 | 1.14 |
| Profit Factor | 1.64 | 1.12 |
| Common Sense Ratio | 2.78 | 1.19 |
| CPC Index | 1.31 | 0.66 |
| Tail Ratio | 1.7 | 1.06 |
| Outlier Win Ratio | 11.32 | 3.19 |
| Outlier Loss Ratio | 12.53 | 2.5 |
| Volatility (ann.) | 17.67% | 55.1% |
| R^2 | 0.35 | 0.35 |
| Calmar | 4.74 | 0.43 |
| Skew | 1.96 | 0.23 |
| Kurtosis | 14.48 | 3.49 |
| Expected Daily % | 0.11% | 0.07% |
| Expected Monthly % | 3.36% | 2.09% |
| Expected Yearly % | 38.04% | 22.31% |
| Kelly Criterion | 17.93% | 9.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -4.63% |
| Expected Shortfall (cVaR) | -1.41% | -4.63% |
| Year | BTCUSD | btc.max.nohl_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.01 | 9.75 | -0.17 | + |
| 2023 | 154.85 | 71.87 | 0.46 | - |
| 2024 | 119.18 | 97.72 | 0.82 | - |
| 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 | 67.96% | 26.8% |
| 3Y (ann.) | 52.3% | 25.25% |
| 5Y (ann.) | 50.46% | 29.08% |
| Metric | btc.max.nohl_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.64% | -66.89% |
| Longest DD Days | 121.0 | 683.0 |
| Avg. Drawdown | -1.61% | -9.49% |
| Avg. Drawdown Days | 15.0 | 58.0 |
| Recovery Factor | 24.73 | 1.85 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-13 | -10.64 | 121 |
| 2022-06-02 | 2022-07-28 | -9.36 | 56 |
| 2024-01-09 | 2024-02-15 | -8.37 | 37 |
| 2023-06-26 | 2023-10-24 | -7.11 | 120 |
| 2024-05-22 | 2024-07-17 | -5.84 | 56 |
| 2024-12-18 | 2025-03-23 | -5.38 | 95 |
| 2023-04-29 | 2023-06-21 | -5.29 | 53 |
| 2022-03-03 | 2022-03-26 | -4.03 | 23 |
| 2024-08-25 | 2024-09-19 | -3.65 | 25 |
| 2023-12-10 | 2024-01-08 | -3.43 | 29 |
| Metric | btc.max.nohl_daily_ | BTCUSD |
|---|---|---|
| Best Day | 7.46% | 14.21% |
| Worst Day | -5.37% | -14.67% |
| Best Week | 13.91% | 28.96% |
| Worst Week | -5.19% | -30.92% |
| Best Month | 33.5% | 45.57% |
| Worst Month | -7.19% | -36.86% |
| Best Year | 97.72% | 154.85% |
| Worst Year | -2.66% | -56.01% |
| Avg. Up Day | 0.72% | 2.22% |
| Avg. Down Day | -0.44% | -1.95% |
| Avg. Up Week | 2.61% | 6.23% |
| Avg. Down Week | -1.04% | -4.7% |
| Avg. Up Month | 8.29% | 15.72% |
| Avg. Down Month | -2.58% | -13.29% |
| Win Days % | 49.21% | 51.56% |
| Win Month % | 66.67% | 56.41% |
| Win Week % | 53.57% | 52.66% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |