| Metric | /tmp/btc_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 297.57% | 102.2% |
| Max Drawdown | -17.58% | -66.89% |
| Sharpe | 1.76 | 0.68 |
| Sortino | 3.18 | 1.02 |
| Payoff Ratio | 1.46 | 1.31 |
| Profit Factor | 1.58 | 1.11 |
| Common Sense Ratio | 2.42 | 1.16 |
| CPC Index | 1.17 | 0.75 |
| Tail Ratio | 1.53 | 1.05 |
| Outlier Win Ratio | 16.13 | 3.58 |
| Outlier Loss Ratio | 5.04 | 2.94 |
| Volatility (ann.) | 27.2% | 54.79% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.17 | 0.38 |
| Skew | 1.64 | 0.2 |
| Kurtosis | 15.63 | 3.54 |
| Expected Daily % | 0.12% | 0.06% |
| Expected Monthly % | 3.7% | 1.87% |
| Expected Yearly % | 41.21% | 19.25% |
| Kelly Criterion | 17.09% | 14.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.21% | -4.61% |
| Expected Shortfall (cVaR) | -2.21% | -4.61% |
| Year | BTCUSD | /tmp/btc_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.38 | 21.00 | -0.34 | + |
| 2023 | 154.85 | 68.02 | 0.44 | - |
| 2024 | 119.18 | 107.91 | 0.91 | - |
| 2025 | -6.26 | -5.95 | 0.95 | + |
| Metric | /tmp/btc_daily_ | BTCUSD |
|---|---|---|
| MTD | 1.69% | 8.53% |
| 3M | -5.95% | -9.8% |
| 6M | 36.21% | 37.7% |
| YTD | -5.95% | -6.26% |
| 1Y | 56.2% | 34.78% |
| 3Y (ann.) | 57.58% | 26.26% |
| 5Y (ann.) | 55.69% | 25.34% |
| Metric | /tmp/btc_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -66.89% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.35% | -10.24% |
| Avg. Drawdown Days | 23.0 | 61.0 |
| Recovery Factor | 16.93 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-12 | -17.58 | 120 |
| 2022-06-01 | 2022-07-28 | -16.99 | 57 |
| 2023-03-25 | 2023-06-22 | -12.83 | 89 |
| 2023-12-10 | 2024-02-13 | -11.05 | 65 |
| 2023-06-26 | 2023-10-24 | -10.84 | 120 |
| 2024-11-23 | 2025-03-25 | -8.62 | 122 |
| 2024-08-25 | 2024-09-20 | -7.66 | 26 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| 2024-05-22 | 2024-07-17 | -4.86 | 56 |
| Metric | /tmp/btc_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.41% | 28.96% |
| Worst Week | -7.99% | -30.92% |
| Best Month | 42.69% | 45.57% |
| Worst Month | -10.92% | -36.86% |
| Best Year | 107.91% | 154.85% |
| Worst Year | -5.95% | -61.38% |
| Avg. Up Day | 1.79% | 2.2% |
| Avg. Down Day | -1.23% | -1.68% |
| Avg. Up Week | 4.91% | 7.21% |
| Avg. Down Week | -2.61% | -5.31% |
| Avg. Up Month | 12.68% | 18.54% |
| Avg. Down Month | -4.02% | -12.46% |
| Win Days % | 50.86% | 51.41% |
| Win Month % | 60.0% | 55.26% |
| Win Week % | 55.79% | 53.01% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |