| Metric | btc.max_ | BTCUSD |
|---|---|---|
| Time in Market | 97.0% | 100.0% |
| Cumulative Return | 252.74% | 118.32% |
| Max Drawdown | -10.81% | -66.79% |
| Sharpe | 2.32 | 0.75 |
| Sortino | 4.36 | 1.1 |
| Payoff Ratio | 1.74 | 1.19 |
| Profit Factor | 1.59 | 1.12 |
| Common Sense Ratio | 2.28 | 1.28 |
| CPC Index | 1.36 | 0.65 |
| Tail Ratio | 1.43 | 1.14 |
| Outlier Win Ratio | 10.31 | 3.17 |
| Outlier Loss Ratio | 11.54 | 2.66 |
| Volatility (ann.) | 18.7% | 53.28% |
| R^2 | 0.34 | 0.34 |
| Calmar | 4.76 | 0.44 |
| Skew | 1.76 | -0.1 |
| Kurtosis | 12.89 | 4.06 |
| Expected Daily % | 0.11% | 0.07% |
| Expected Monthly % | 3.47% | 2.13% |
| Expected Yearly % | 37.05% | 21.56% |
| Kelly Criterion | 19.81% | 6.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -4.48% |
| Expected Shortfall (cVaR) | -1.49% | -4.48% |
| Year | BTCUSD | btc.max_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.08 | 2.16 | -0.04 | + |
| 2023 | 155.54 | 86.54 | 0.56 | - |
| 2024 | 121.00 | 92.10 | 0.76 | - |
| 2025 | -7.78 | -3.64 | 0.47 | + |
| Metric | btc.max_ | BTCUSD |
|---|---|---|
| MTD | -0.12% | 2.13% |
| 3M | -4.55% | -11.94% |
| 6M | 34.7% | 36.2% |
| YTD | -3.64% | -7.78% |
| 1Y | 69.43% | 34.91% |
| 3Y (ann.) | 51.78% | 26.62% |
| 5Y (ann.) | 51.42% | 29.3% |
| Metric | btc.max_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.81% | -66.79% |
| Longest DD Days | 122.0 | 682.0 |
| Avg. Drawdown | -1.79% | -8.42% |
| Avg. Drawdown Days | 16.0 | 50.0 |
| Recovery Factor | 23.38 | 1.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-14 | -10.81 | 122 |
| 2024-01-09 | 2024-03-04 | -9.55 | 55 |
| 2024-12-17 | 2025-03-23 | -8.56 | 96 |
| 2022-06-01 | 2022-07-28 | -8.25 | 57 |
| 2024-05-22 | 2024-07-15 | -6.57 | 54 |
| 2024-03-14 | 2024-04-14 | -6.21 | 31 |
| 2023-06-26 | 2023-10-23 | -5.71 | 119 |
| 2023-04-29 | 2023-06-20 | -4.86 | 52 |
| 2023-01-30 | 2023-02-15 | -3.34 | 16 |
| 2022-05-16 | 2022-05-31 | -3.12 | 15 |
| Metric | btc.max_ | BTCUSD |
|---|---|---|
| Best Day | 7.6% | 11.89% |
| Worst Day | -5.5% | -15.42% |
| Best Week | 15.36% | 35.75% |
| Worst Week | -4.79% | -29.64% |
| Best Month | 34.26% | 43.77% |
| Worst Month | -6.28% | -37.12% |
| Best Year | 92.1% | 155.54% |
| Worst Year | -3.64% | -58.08% |
| Avg. Up Day | 0.79% | 2.38% |
| Avg. Down Day | -0.45% | -2.01% |
| Avg. Up Week | 2.95% | 7.04% |
| Avg. Down Week | -1.08% | -5.07% |
| Avg. Up Month | 8.4% | 15.74% |
| Avg. Down Month | -2.46% | -13.49% |
| Win Days % | 49.06% | 49.18% |
| Win Month % | 64.86% | 59.46% |
| Win Week % | 51.53% | 50.31% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |