| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 80.0% | 100.0% |
| Cumulative Return | 72.95% | 96.95% |
| Max Drawdown | -9.71% | -66.79% |
| Sharpe | 1.75 | 0.68 |
| Sortino | 3.47 | 1.0 |
| Payoff Ratio | 1.62 | 1.28 |
| Profit Factor | 1.47 | 1.11 |
| Common Sense Ratio | 2.15 | 1.25 |
| CPC Index | 1.08 | 0.7 |
| Tail Ratio | 1.46 | 1.13 |
| Outlier Win Ratio | 19.58 | 2.69 |
| Outlier Loss Ratio | 17.4 | 2.4 |
| Volatility (ann.) | 10.61% | 53.66% |
| R^2 | 0.48 | 0.48 |
| Calmar | 2.02 | 0.37 |
| Skew | 2.76 | -0.09 |
| Kurtosis | 19.94 | 3.94 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.49% | 1.85% |
| Expected Yearly % | 14.68% | 18.46% |
| Kelly Criterion | 11.47% | 9.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -4.52% |
| Expected Shortfall (cVaR) | -0.86% | -4.52% |
| Year | BTCUSD | /tmp/g_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.80 | 11.04 | -0.18 | + |
| 2023 | 155.54 | 35.17 | 0.23 | - |
| 2024 | 121.00 | 15.76 | 0.13 | - |
| 2025 | -6.25 | -0.45 | 0.07 | + |
| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.51% | 3.83% |
| 3M | -0.85% | -9.98% |
| 6M | 9.77% | 38.13% |
| YTD | -0.45% | -6.25% |
| 1Y | 8.4% | 36.76% |
| 3Y (ann.) | 19.94% | 26.8% |
| 5Y (ann.) | 19.57% | 24.74% |
| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.71% | -66.79% |
| Longest DD Days | 158.0 | 682.0 |
| Avg. Drawdown | -1.23% | -10.19% |
| Avg. Drawdown Days | 19.0 | 60.0 |
| Recovery Factor | 7.52 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-11 | -9.71 | 158 |
| 2022-08-14 | 2022-10-26 | -6.09 | 73 |
| 2022-07-08 | 2022-07-18 | -4.46 | 10 |
| 2022-03-30 | 2022-07-07 | -3.59 | 99 |
| 2023-07-14 | 2023-10-23 | -3.10 | 101 |
| 2024-12-17 | 2025-03-24 | -2.88 | 97 |
| 2024-04-01 | 2024-05-15 | -2.72 | 44 |
| 2023-05-06 | 2023-06-23 | -2.55 | 48 |
| 2022-11-11 | 2023-01-11 | -2.35 | 61 |
| 2023-02-21 | 2023-03-13 | -2.12 | 20 |
| Metric | /tmp/g_daily_ | BTCUSD |
|---|---|---|
| Best Day | 5.37% | 11.89% |
| Worst Day | -2.41% | -15.42% |
| Best Week | 9.0% | 35.75% |
| Worst Week | -3.78% | -29.64% |
| Best Month | 9.51% | 43.77% |
| Worst Month | -4.85% | -37.12% |
| Best Year | 35.17% | 155.54% |
| Worst Year | -0.45% | -62.8% |
| Avg. Up Day | 0.44% | 2.17% |
| Avg. Down Day | -0.27% | -1.7% |
| Avg. Up Week | 1.5% | 6.99% |
| Avg. Down Week | -0.75% | -4.62% |
| Avg. Up Month | 3.45% | 13.93% |
| Avg. Down Month | -1.75% | -13.0% |
| Win Days % | 45.28% | 49.1% |
| Win Month % | 67.57% | 59.46% |
| Win Week % | 51.88% | 50.0% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |