| Metric | /tmp/l.3_ | BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 119.28% | 130.93% |
| Max Drawdown | -24.47% | -67.18% |
| Sharpe | 0.67 | 0.39 |
| Sortino | 1.16 | 0.56 |
| Payoff Ratio | 1.35 | 1.21 |
| Profit Factor | 1.33 | 1.07 |
| Common Sense Ratio | 1.75 | 1.04 |
| CPC Index | 0.85 | 0.66 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 37.39 | 3.53 |
| Outlier Loss Ratio | 5.21 | 3.25 |
| Volatility (ann.) | 10.25% | 26.53% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.18 | 0.46 |
| Skew | 3.73 | 0.17 |
| Kurtosis | 68.73 | 6.4 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.09% | 2.23% |
| Expected Yearly % | 21.69% | 23.27% |
| Kelly Criterion | 8.52% | 10.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.26% |
| Expected Shortfall (cVaR) | -0.86% | -2.26% |
| Year | BTCUSD | /tmp/l.3_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.62 | 4.33 | -0.08 | + |
| 2023 | 155.54 | 21.42 | 0.14 | - |
| 2024 | 121.00 | 80.66 | 0.67 | - |
| 2025 | -5.74 | -4.18 | 0.73 | + |
| Metric | /tmp/l.3_ | BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.38% |
| 3M | -4.18% | -10.75% |
| 6M | 26.27% | 38.92% |
| YTD | -4.18% | -5.74% |
| 1Y | 61.42% | 25.9% |
| 3Y (ann.) | 26.31% | 25.65% |
| 5Y (ann.) | 28.98% | 31.17% |
| Metric | /tmp/l.3_ | BTCUSD |
|---|---|---|
| Max Drawdown | -24.47% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -2.63% | -6.69% |
| Avg. Drawdown Days | 28.0 | 33.0 |
| Recovery Factor | 4.88 | 1.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -24.47 | 476 |
| 2024-12-05 | 2025-03-26 | -10.95 | 110 |
| 2023-11-16 | 2024-02-28 | -6.44 | 104 |
| 2023-07-14 | 2023-10-16 | -5.91 | 94 |
| 2024-06-05 | 2024-08-08 | -5.20 | 63 |
| 2024-09-20 | 2024-10-11 | -5.00 | 21 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-09-14 | 2024-09-18 | -3.58 | 4 |
| 2023-10-17 | 2023-11-15 | -3.45 | 29 |
| 2024-08-09 | 2024-09-09 | -2.76 | 31 |
| Metric | /tmp/l.3_ | BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 14.27% | 35.75% |
| Worst Week | -11.23% | -29.64% |
| Best Month | 19.39% | 43.77% |
| Worst Month | -11.97% | -37.12% |
| Best Year | 80.66% | 155.54% |
| Worst Year | -4.18% | -56.62% |
| Avg. Up Day | 0.81% | 1.03% |
| Avg. Down Day | -0.6% | -0.85% |
| Avg. Up Week | 3.76% | 6.81% |
| Avg. Down Week | -1.59% | -5.79% |
| Avg. Up Month | 7.35% | 18.2% |
| Avg. Down Month | -2.77% | -14.65% |
| Win Days % | 47.4% | 51.16% |
| Win Month % | 54.84% | 60.53% |
| Win Week % | 55.71% | 49.7% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |