| Metric | /tmp/l5_ | BTCUSD |
|---|---|---|
| Time in Market | 68.0% | 100.0% |
| Cumulative Return | 156.89% | 90.83% |
| Max Drawdown | -4.27% | -66.18% |
| Sharpe | 2.64 | 0.68 |
| Sortino | 5.92 | 0.99 |
| Payoff Ratio | 1.99 | 1.33 |
| Profit Factor | 1.87 | 1.11 |
| Common Sense Ratio | 3.37 | 1.25 |
| CPC Index | 1.73 | 0.72 |
| Tail Ratio | 1.8 | 1.13 |
| Outlier Win Ratio | 20.13 | 2.96 |
| Outlier Loss Ratio | 15.08 | 2.42 |
| Volatility (ann.) | 12.33% | 53.42% |
| R^2 | 0.44 | 0.44 |
| Calmar | 8.72 | 0.37 |
| Skew | 3.0 | -0.1 |
| Kurtosis | 19.68 | 4.09 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.66% | 1.81% |
| Expected Yearly % | 26.6% | 17.53% |
| Kelly Criterion | 19.61% | 10.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -4.5% |
| Expected Shortfall (cVaR) | -0.97% | -4.5% |
| Year | BTCUSD | /tmp/l5_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.92 | 5.40 | -0.08 | + |
| 2023 | 155.54 | 34.47 | 0.22 | - |
| 2024 | 121.00 | 68.42 | 0.57 | - |
| 2025 | -6.34 | 7.62 | -1.20 | + |
| Metric | /tmp/l5_ | BTCUSD |
|---|---|---|
| MTD | 1.38% | 3.72% |
| 3M | 7.8% | -8.05% |
| 6M | 26.03% | 37.53% |
| YTD | 7.62% | -6.34% |
| 1Y | 45.44% | 30.1% |
| 3Y (ann.) | 37.23% | 24.21% |
| 5Y (ann.) | 37.23% | 24.21% |
| Metric | /tmp/l5_ | BTCUSD |
|---|---|---|
| Max Drawdown | -4.27% | -66.18% |
| Longest DD Days | 118.0 | 643.0 |
| Avg. Drawdown | -1.01% | -10.21% |
| Avg. Drawdown Days | 13.0 | 58.0 |
| Recovery Factor | 36.73 | 1.37 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-24 | 2023-10-20 | -4.27 | 118 |
| 2022-10-27 | 2022-11-10 | -3.91 | 14 |
| 2023-04-15 | 2023-06-20 | -3.86 | 66 |
| 2022-07-08 | 2022-07-18 | -3.71 | 10 |
| 2022-08-22 | 2022-09-09 | -3.22 | 18 |
| 2024-07-22 | 2024-09-13 | -3.22 | 53 |
| 2022-11-11 | 2023-01-12 | -3.15 | 62 |
| 2025-01-07 | 2025-01-15 | -2.82 | 8 |
| 2023-02-02 | 2023-04-10 | -2.79 | 67 |
| 2022-04-26 | 2022-07-07 | -2.40 | 72 |
| Metric | /tmp/l5_ | BTCUSD |
|---|---|---|
| Best Day | 6.25% | 11.89% |
| Worst Day | -2.77% | -15.42% |
| Best Week | 9.11% | 35.75% |
| Worst Week | -2.25% | -29.64% |
| Best Month | 15.33% | 43.77% |
| Worst Month | -1.36% | -37.12% |
| Best Year | 68.42% | 155.54% |
| Worst Year | 5.4% | -63.92% |
| Avg. Up Day | 0.61% | 2.24% |
| Avg. Down Day | -0.31% | -1.69% |
| Avg. Up Week | 1.95% | 7.28% |
| Avg. Down Week | -0.58% | -4.3% |
| Avg. Up Month | 5.23% | 14.81% |
| Avg. Down Month | -0.84% | -13.26% |
| Win Days % | 46.52% | 48.94% |
| Win Month % | 63.89% | 58.33% |
| Win Week % | 56.3% | 49.69% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |