| Metric | /tmp/g_ | BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 74.63% | 133.23% |
| Max Drawdown | -23.99% | -67.18% |
| Sharpe | 0.48 | 0.39 |
| Sortino | 0.73 | 0.57 |
| Payoff Ratio | 1.21 | 1.1 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.41 | 1.05 |
| CPC Index | 0.7 | 0.6 |
| Tail Ratio | 1.17 | 0.98 |
| Outlier Win Ratio | 32.92 | 3.49 |
| Outlier Loss Ratio | 5.84 | 3.23 |
| Volatility (ann.) | 10.63% | 26.53% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.82 | 0.47 |
| Skew | 0.91 | 0.17 |
| Kurtosis | 70.08 | 6.38 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.48% | 2.25% |
| Expected Yearly % | 14.95% | 23.58% |
| Kelly Criterion | 5.02% | 6.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.26% |
| Expected Shortfall (cVaR) | -0.9% | -2.26% |
| Year | BTCUSD | /tmp/g_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.97 | 18.21 | -0.33 | + |
| 2023 | 155.54 | 39.80 | 0.26 | - |
| 2024 | 121.00 | 8.24 | 0.07 | - |
| 2025 | -6.21 | -2.37 | 0.38 | + |
| Metric | /tmp/g_ | BTCUSD |
|---|---|---|
| MTD | 0.12% | 3.86% |
| 3M | -2.37% | -7.61% |
| 6M | 10.18% | 38.23% |
| YTD | -2.37% | -6.21% |
| 1Y | -3.48% | 25.27% |
| 3Y (ann.) | 17.05% | 25.44% |
| 5Y (ann.) | 19.79% | 31.56% |
| Metric | /tmp/g_ | BTCUSD |
|---|---|---|
| Max Drawdown | -23.99% | -67.18% |
| Longest DD Days | 291.0 | 683.0 |
| Avg. Drawdown | -2.75% | -6.57% |
| Avg. Drawdown Days | 25.0 | 32.0 |
| Recovery Factor | 3.11 | 1.98 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-26 | -23.99 | 291 |
| 2022-04-07 | 2022-10-25 | -20.97 | 201 |
| 2023-02-02 | 2023-06-21 | -10.62 | 138 |
| 2024-03-05 | 2024-05-15 | -10.45 | 71 |
| 2022-02-23 | 2022-02-25 | -9.65 | 1 |
| 2023-11-11 | 2023-12-18 | -4.60 | 37 |
| 2022-10-26 | 2022-11-10 | -3.82 | 14 |
| 2022-11-11 | 2022-12-20 | -2.40 | 39 |
| 2023-12-19 | 2023-12-20 | -2.36 | 1 |
| 2022-11-10 | 2022-11-10 | -2.34 | 0 |
| Metric | /tmp/g_ | BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.17% | 35.75% |
| Worst Week | -14.45% | -29.64% |
| Best Month | 15.31% | 43.77% |
| Worst Month | -16.46% | -37.12% |
| Best Year | 39.8% | 155.54% |
| Worst Year | -2.37% | -55.97% |
| Avg. Up Day | 0.64% | 0.97% |
| Avg. Down Day | -0.52% | -0.88% |
| Avg. Up Week | 3.85% | 7.16% |
| Avg. Down Week | -2.03% | -5.12% |
| Avg. Up Month | 6.72% | 17.38% |
| Avg. Down Month | -5.41% | -12.65% |
| Win Days % | 47.93% | 51.15% |
| Win Month % | 60.61% | 60.53% |
| Win Week % | 48.75% | 49.7% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |