| Metric | b_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 99.9% | 130.65% |
| Max Drawdown | -7.71% | -66.89% |
| Sharpe | 1.64 | 0.76 |
| Sortino | 3.49 | 1.13 |
| Payoff Ratio | 1.55 | 1.31 |
| Profit Factor | 1.73 | 1.12 |
| Common Sense Ratio | 2.95 | 1.19 |
| CPC Index | 1.32 | 0.76 |
| Tail Ratio | 1.7 | 1.06 |
| Outlier Win Ratio | 30.23 | 2.92 |
| Outlier Loss Ratio | 13.28 | 2.47 |
| Volatility (ann.) | 13.99% | 55.08% |
| R^2 | 0.23 | 0.23 |
| Calmar | 3.19 | 0.45 |
| Skew | 4.89 | 0.23 |
| Kurtosis | 53.93 | 3.5 |
| Expected Daily % | 0.06% | 0.07% |
| Expected Monthly % | 1.79% | 2.17% |
| Expected Yearly % | 18.91% | 23.24% |
| Kelly Criterion | 16.3% | 14.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -4.63% |
| Expected Shortfall (cVaR) | -1.14% | -4.63% |
| Year | BTCUSD | b_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.07 | 21.77 | -0.39 | + |
| 2023 | 154.85 | 25.18 | 0.16 | - |
| 2024 | 119.18 | 27.10 | 0.23 | - |
| 2025 | -6.00 | 3.18 | -0.53 | + |
| Metric | b_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.8% | 8.82% |
| 3M | -0.2% | -11.89% |
| 6M | 8.2% | 38.13% |
| YTD | 3.18% | -6.0% |
| 1Y | 27.52% | 35.64% |
| 3Y (ann.) | 21.7% | 27.36% |
| 5Y (ann.) | 24.59% | 30.38% |
| Metric | b_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.71% | -66.89% |
| Longest DD Days | 193.0 | 683.0 |
| Avg. Drawdown | -1.35% | -9.77% |
| Avg. Drawdown Days | 22.0 | 62.0 |
| Recovery Factor | 12.96 | 1.95 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-17 | 2023-03-14 | -7.71 | 25 |
| 2023-04-29 | 2023-06-22 | -5.19 | 54 |
| 2022-03-03 | 2022-07-20 | -4.84 | 139 |
| 2022-11-12 | 2023-02-16 | -4.45 | 96 |
| 2024-01-15 | 2024-01-28 | -4.22 | 13 |
| 2024-03-28 | 2024-04-22 | -3.52 | 25 |
| 2024-12-20 | 2025-01-28 | -3.45 | 39 |
| 2025-02-12 | 2025-03-24 | -2.04 | 40 |
| 2024-08-12 | 2024-08-25 | -1.99 | 13 |
| 2022-02-17 | 2022-02-25 | -1.88 | 8 |
| Metric | b_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.62% | 14.21% |
| Worst Day | -5.05% | -14.67% |
| Best Week | 18.13% | 28.96% |
| Worst Week | -7.27% | -30.92% |
| Best Month | 9.2% | 45.57% |
| Worst Month | -3.41% | -36.86% |
| Best Year | 27.1% | 154.85% |
| Worst Year | 3.18% | -56.07% |
| Avg. Up Day | 0.72% | 2.39% |
| Avg. Down Day | -0.46% | -1.82% |
| Avg. Up Week | 1.66% | 6.35% |
| Avg. Down Week | -0.78% | -5.37% |
| Avg. Up Month | 3.35% | 14.53% |
| Avg. Down Month | -1.5% | -11.99% |
| Win Days % | 49.08% | 51.57% |
| Win Month % | 71.79% | 56.41% |
| Win Week % | 53.06% | 52.98% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |