| Metric | /tmp/l8_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 331.77% | 113.16% |
| Max Drawdown | -17.58% | -66.89% |
| Sharpe | 1.87 | 0.72 |
| Sortino | 3.41 | 1.07 |
| Payoff Ratio | 1.42 | 1.32 |
| Profit Factor | 1.63 | 1.12 |
| Common Sense Ratio | 2.66 | 1.18 |
| CPC Index | 1.21 | 0.76 |
| Tail Ratio | 1.63 | 1.05 |
| Outlier Win Ratio | 16.29 | 3.59 |
| Outlier Loss Ratio | 4.71 | 2.92 |
| Volatility (ann.) | 27.18% | 54.75% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.43 | 0.41 |
| Skew | 1.67 | 0.2 |
| Kurtosis | 15.62 | 3.56 |
| Expected Daily % | 0.13% | 0.07% |
| Expected Monthly % | 3.92% | 2.01% |
| Expected Yearly % | 44.15% | 20.83% |
| Kelly Criterion | 18.39% | 14.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.2% | -4.61% |
| Expected Shortfall (cVaR) | -2.2% | -4.61% |
| Year | BTCUSD | /tmp/l8_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.29 | 21.28 | -0.36 | + |
| 2023 | 154.85 | 65.30 | 0.42 | - |
| 2024 | 119.18 | 120.48 | 1.01 | + |
| 2025 | -6.26 | -2.31 | 0.37 | + |
| Metric | /tmp/l8_daily_ | BTCUSD |
|---|---|---|
| MTD | 3.27% | 8.53% |
| 3M | -2.31% | -9.8% |
| 6M | 41.54% | 37.7% |
| YTD | -2.31% | -6.26% |
| 1Y | 70.84% | 34.78% |
| 3Y (ann.) | 62.41% | 26.26% |
| 5Y (ann.) | 60.33% | 27.67% |
| Metric | /tmp/l8_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -66.89% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.28% | -10.31% |
| Avg. Drawdown Days | 23.0 | 64.0 |
| Recovery Factor | 18.87 | 1.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-12 | -17.58 | 120 |
| 2022-06-01 | 2022-07-28 | -15.42 | 57 |
| 2023-03-25 | 2023-06-22 | -12.74 | 89 |
| 2023-06-26 | 2023-10-24 | -11.01 | 120 |
| 2023-12-10 | 2024-02-13 | -10.76 | 65 |
| 2024-11-23 | 2025-03-25 | -7.99 | 122 |
| 2022-03-30 | 2022-05-30 | -6.31 | 61 |
| 2024-08-25 | 2024-09-20 | -5.90 | 26 |
| 2024-05-22 | 2024-07-17 | -5.09 | 56 |
| 2024-07-23 | 2024-07-27 | -5.01 | 4 |
| Metric | /tmp/l8_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.41% | 28.96% |
| Worst Week | -7.94% | -30.92% |
| Best Month | 42.0% | 45.57% |
| Worst Month | -11.12% | -36.86% |
| Best Year | 120.48% | 154.85% |
| Worst Year | -2.31% | -59.29% |
| Avg. Up Day | 1.88% | 2.15% |
| Avg. Down Day | -1.32% | -1.63% |
| Avg. Up Week | 4.99% | 7.21% |
| Avg. Down Week | -2.54% | -4.79% |
| Avg. Up Month | 12.9% | 18.54% |
| Avg. Down Month | -4.13% | -11.24% |
| Win Days % | 52.05% | 51.55% |
| Win Month % | 60.61% | 55.26% |
| Win Week % | 55.43% | 53.33% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |