| Metric | /tmp/g_ | BTCUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 68.3% | 123.07% |
| Max Drawdown | -17.84% | -67.18% |
| Sharpe | 0.54 | 0.38 |
| Sortino | 0.83 | 0.55 |
| Payoff Ratio | 1.19 | 1.11 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.39 | 1.04 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 24.03 | 3.28 |
| Outlier Loss Ratio | 11.3 | 3.12 |
| Volatility (ann.) | 8.38% | 26.59% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.03 | 0.44 |
| Skew | 0.83 | 0.17 |
| Kurtosis | 42.55 | 6.34 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.38% | 2.13% |
| Expected Yearly % | 13.9% | 22.21% |
| Kelly Criterion | 3.27% | 7.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.26% |
| Expected Shortfall (cVaR) | -0.71% | -2.26% |
| Year | BTCUSD | /tmp/g_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.88 | 16.48 | -0.28 | + |
| 2023 | 155.54 | 30.51 | 0.20 | - |
| 2024 | 121.00 | 11.61 | 0.10 | - |
| 2025 | -6.21 | -0.81 | 0.13 | + |
| Metric | /tmp/g_ | BTCUSD |
|---|---|---|
| MTD | 2.02% | 3.86% |
| 3M | -2.02% | -7.61% |
| 6M | 5.93% | 38.23% |
| YTD | -0.81% | -6.21% |
| 1Y | -1.81% | 25.27% |
| 3Y (ann.) | 15.94% | 25.44% |
| 5Y (ann.) | 18.33% | 29.61% |
| Metric | /tmp/g_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.84% | -67.18% |
| Longest DD Days | 293.0 | 683.0 |
| Avg. Drawdown | -2.17% | -6.96% |
| Avg. Drawdown Days | 19.0 | 34.0 |
| Recovery Factor | 3.83 | 1.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-26 | -17.84 | 293 |
| 2022-03-25 | 2022-07-30 | -15.29 | 127 |
| 2022-02-23 | 2022-02-25 | -7.80 | 1 |
| 2024-03-05 | 2024-04-08 | -7.07 | 34 |
| 2023-04-26 | 2023-06-21 | -6.48 | 55 |
| 2022-08-25 | 2022-09-27 | -5.65 | 32 |
| 2022-08-08 | 2022-08-11 | -4.88 | 2 |
| 2022-11-15 | 2023-04-11 | -4.69 | 146 |
| 2022-09-27 | 2022-10-17 | -4.39 | 20 |
| 2023-07-14 | 2023-10-02 | -4.06 | 80 |
| Metric | /tmp/g_ | BTCUSD |
|---|---|---|
| Best Day | 5.27% | 9.33% |
| Worst Day | -6.0% | -9.32% |
| Best Week | 7.83% | 35.75% |
| Worst Week | -9.2% | -29.64% |
| Best Month | 11.21% | 43.77% |
| Worst Month | -8.4% | -37.12% |
| Best Year | 30.51% | 155.54% |
| Worst Year | -0.81% | -57.88% |
| Avg. Up Day | 0.32% | 0.98% |
| Avg. Down Day | -0.27% | -0.88% |
| Avg. Up Week | 2.0% | 7.01% |
| Avg. Down Week | -1.26% | -4.62% |
| Avg. Up Month | 4.2% | 14.86% |
| Avg. Down Month | -2.8% | -12.0% |
| Win Days % | 47.37% | 51.14% |
| Win Month % | 63.16% | 60.53% |
| Win Week % | 53.42% | 49.09% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |