| Metric | /tmp/l_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 159.21% | 112.03% |
| Max Drawdown | -7.16% | -66.79% |
| Sharpe | 2.14 | 0.74 |
| Sortino | 4.86 | 1.08 |
| Payoff Ratio | 1.95 | 1.29 |
| Profit Factor | 1.89 | 1.12 |
| Common Sense Ratio | 3.79 | 1.27 |
| CPC Index | 1.76 | 0.71 |
| Tail Ratio | 2.01 | 1.13 |
| Outlier Win Ratio | 24.31 | 3.09 |
| Outlier Loss Ratio | 11.54 | 2.52 |
| Volatility (ann.) | 15.44% | 53.32% |
| R^2 | 0.27 | 0.27 |
| Calmar | 5.19 | 0.42 |
| Skew | 4.0 | -0.1 |
| Kurtosis | 33.25 | 4.08 |
| Expected Daily % | 0.09% | 0.07% |
| Expected Monthly % | 2.61% | 2.05% |
| Expected Yearly % | 26.89% | 20.67% |
| Kelly Criterion | 21.03% | 9.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -4.48% |
| Expected Shortfall (cVaR) | -1.24% | -4.48% |
| Year | BTCUSD | /tmp/l_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.95 | 3.46 | -0.06 | + |
| 2023 | 155.54 | 36.15 | 0.23 | - |
| 2024 | 121.00 | 75.33 | 0.62 | - |
| 2025 | -6.25 | 4.96 | -0.79 | + |
| Metric | /tmp/l_daily_ | BTCUSD |
|---|---|---|
| MTD | 5.4% | 3.83% |
| 3M | 4.54% | -9.98% |
| 6M | 35.63% | 38.13% |
| YTD | 4.96% | -6.25% |
| 1Y | 61.99% | 36.76% |
| 3Y (ann.) | 37.33% | 26.8% |
| 5Y (ann.) | 37.17% | 28.32% |
| Metric | /tmp/l_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.16% | -66.79% |
| Longest DD Days | 107.0 | 682.0 |
| Avg. Drawdown | -1.35% | -9.39% |
| Avg. Drawdown Days | 17.0 | 58.0 |
| Recovery Factor | 22.22 | 1.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-08-30 | 2023-11-09 | -7.16 | 71 |
| 2024-07-22 | 2024-11-06 | -5.80 | 107 |
| 2024-05-21 | 2024-07-14 | -5.59 | 54 |
| 2025-01-22 | 2025-03-02 | -5.34 | 39 |
| 2023-01-30 | 2023-04-11 | -4.34 | 71 |
| 2023-04-15 | 2023-06-17 | -4.22 | 63 |
| 2023-07-04 | 2023-08-29 | -4.21 | 56 |
| 2024-03-12 | 2024-03-25 | -3.69 | 13 |
| 2025-03-03 | 2025-03-24 | -3.47 | 21 |
| 2023-01-17 | 2023-01-20 | -1.99 | 3 |
| Metric | /tmp/l_daily_ | BTCUSD |
|---|---|---|
| Best Day | 8.66% | 11.89% |
| Worst Day | -3.91% | -15.42% |
| Best Week | 16.29% | 35.75% |
| Worst Week | -3.89% | -29.64% |
| Best Month | 29.47% | 43.77% |
| Worst Month | -3.14% | -37.12% |
| Best Year | 75.33% | 155.54% |
| Worst Year | 3.46% | -59.95% |
| Avg. Up Day | 0.8% | 2.38% |
| Avg. Down Day | -0.41% | -1.84% |
| Avg. Up Week | 2.44% | 7.21% |
| Avg. Down Week | -0.8% | -5.29% |
| Avg. Up Month | 6.07% | 15.7% |
| Avg. Down Month | -1.04% | -11.62% |
| Win Days % | 47.81% | 49.22% |
| Win Month % | 66.67% | 59.46% |
| Win Week % | 59.62% | 50.31% |
| Win Quarter % | 83.33% | 53.85% |
| Win Year % | 100.0% | 50.0% |