| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 91.0% | 100.0% |
| Cumulative Return | 71.51% | 127.71% |
| Max Drawdown | -8.69% | -66.79% |
| Sharpe | 1.73 | 0.77 |
| Sortino | 3.44 | 1.14 |
| Payoff Ratio | 1.63 | 1.28 |
| Profit Factor | 1.47 | 1.13 |
| Common Sense Ratio | 2.27 | 1.28 |
| CPC Index | 1.08 | 0.71 |
| Tail Ratio | 1.54 | 1.14 |
| Outlier Win Ratio | 17.87 | 2.72 |
| Outlier Loss Ratio | 19.78 | 2.4 |
| Volatility (ann.) | 10.61% | 53.53% |
| R^2 | 0.5 | 0.5 |
| Calmar | 2.22 | 0.46 |
| Skew | 3.04 | -0.08 |
| Kurtosis | 23.83 | 3.99 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.47% | 2.25% |
| Expected Yearly % | 14.44% | 22.84% |
| Kelly Criterion | 11.73% | 9.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -4.49% |
| Expected Shortfall (cVaR) | -0.86% | -4.49% |
| Year | BTCUSD | /tmp/g_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.99 | 10.44 | -0.18 | + |
| 2023 | 155.54 | 29.06 | 0.19 | - |
| 2024 | 121.00 | 21.64 | 0.18 | - |
| 2025 | -6.25 | -1.07 | 0.17 | + |
| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.58% | 3.83% |
| 3M | -1.33% | -9.98% |
| 6M | 13.57% | 38.13% |
| YTD | -1.07% | -6.25% |
| 1Y | 12.26% | 36.76% |
| 3Y (ann.) | 19.61% | 26.8% |
| 5Y (ann.) | 19.33% | 30.95% |
| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.69% | -66.79% |
| Longest DD Days | 157.0 | 682.0 |
| Avg. Drawdown | -1.04% | -9.12% |
| Avg. Drawdown Days | 17.0 | 53.0 |
| Recovery Factor | 8.23 | 1.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-10 | -8.69 | 157 |
| 2022-08-14 | 2022-10-04 | -4.38 | 51 |
| 2023-02-02 | 2023-02-15 | -3.55 | 13 |
| 2024-03-05 | 2024-03-20 | -2.71 | 15 |
| 2022-11-11 | 2023-01-13 | -2.62 | 63 |
| 2024-12-17 | 2025-03-24 | -2.60 | 97 |
| 2023-07-14 | 2023-10-23 | -2.49 | 101 |
| 2023-05-06 | 2023-06-20 | -2.42 | 45 |
| 2023-11-16 | 2023-12-02 | -2.37 | 16 |
| 2024-03-29 | 2024-05-20 | -2.36 | 52 |
| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.25% | 11.89% |
| Worst Day | -2.51% | -15.42% |
| Best Week | 5.35% | 35.75% |
| Worst Week | -2.97% | -29.64% |
| Best Month | 10.18% | 43.77% |
| Worst Month | -4.48% | -37.12% |
| Best Year | 29.06% | 155.54% |
| Worst Year | -1.07% | -56.99% |
| Avg. Up Day | 0.38% | 2.19% |
| Avg. Down Day | -0.23% | -1.71% |
| Avg. Up Week | 1.22% | 6.55% |
| Avg. Down Week | -0.62% | -4.68% |
| Avg. Up Month | 3.5% | 15.69% |
| Avg. Down Month | -1.66% | -13.17% |
| Win Days % | 45.28% | 49.23% |
| Win Month % | 64.86% | 59.46% |
| Win Week % | 55.56% | 50.92% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |