| Metric | /tmp/btc1.9_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 257.92% | 120.83% |
| Max Drawdown | -17.58% | -66.89% |
| Sharpe | 1.64 | 0.74 |
| Sortino | 2.92 | 1.11 |
| Payoff Ratio | 1.4 | 1.3 |
| Profit Factor | 1.53 | 1.12 |
| Common Sense Ratio | 2.48 | 1.18 |
| CPC Index | 1.09 | 0.75 |
| Tail Ratio | 1.62 | 1.06 |
| Outlier Win Ratio | 16.16 | 3.6 |
| Outlier Loss Ratio | 4.97 | 2.94 |
| Volatility (ann.) | 27.38% | 54.8% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.91 | 0.44 |
| Skew | 1.55 | 0.2 |
| Kurtosis | 15.36 | 3.55 |
| Expected Daily % | 0.11% | 0.07% |
| Expected Monthly % | 3.41% | 2.11% |
| Expected Yearly % | 37.55% | 21.9% |
| Kelly Criterion | 15.66% | 14.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.23% | -4.61% |
| Expected Shortfall (cVaR) | -2.23% | -4.61% |
| Year | BTCUSD | /tmp/btc1.9_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.83 | 14.09 | -0.24 | + |
| 2023 | 154.85 | 62.79 | 0.41 | - |
| 2024 | 119.18 | 100.32 | 0.84 | - |
| 2025 | -6.26 | -3.80 | 0.61 | + |
| Metric | /tmp/btc1.9_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.76% | 8.53% |
| 3M | -3.8% | -9.8% |
| 6M | 38.91% | 37.7% |
| YTD | -3.8% | -6.26% |
| 1Y | 55.02% | 34.78% |
| 3Y (ann.) | 55.6% | 26.26% |
| 5Y (ann.) | 51.08% | 29.22% |
| Metric | /tmp/btc1.9_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -66.89% |
| Longest DD Days | 121.0 | 683.0 |
| Avg. Drawdown | -3.44% | -10.13% |
| Avg. Drawdown Days | 22.0 | 64.0 |
| Recovery Factor | 14.67 | 1.81 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-13 | -17.58 | 121 |
| 2022-06-01 | 2022-07-28 | -16.39 | 57 |
| 2023-03-25 | 2023-06-22 | -13.51 | 89 |
| 2023-12-10 | 2024-02-13 | -11.42 | 65 |
| 2023-06-26 | 2023-10-24 | -10.05 | 120 |
| 2022-03-04 | 2022-03-28 | -9.66 | 24 |
| 2024-08-25 | 2024-09-20 | -8.12 | 26 |
| 2025-01-23 | 2025-03-25 | -7.00 | 61 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2024-05-22 | 2024-07-20 | -5.97 | 59 |
| Metric | /tmp/btc1.9_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.71% | 28.96% |
| Worst Week | -8.44% | -30.92% |
| Best Month | 42.83% | 45.57% |
| Worst Month | -11.17% | -36.86% |
| Best Year | 100.32% | 154.85% |
| Worst Year | -3.8% | -57.83% |
| Avg. Up Day | 1.76% | 2.18% |
| Avg. Down Day | -1.26% | -1.68% |
| Avg. Up Week | 4.73% | 7.35% |
| Avg. Down Week | -2.71% | -5.36% |
| Avg. Up Month | 12.02% | 18.54% |
| Avg. Down Month | -4.42% | -12.46% |
| Win Days % | 50.85% | 51.68% |
| Win Month % | 58.82% | 55.26% |
| Win Week % | 54.17% | 53.33% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |