| Metric | /home/ubuntu/l_ | BTCUSD |
|---|---|---|
| Time in Market | 92.0% | 100.0% |
| Cumulative Return | 222.85% | 192.41% |
| Max Drawdown | -8.5% | -49.72% |
| Sharpe | 2.78 | 0.99 |
| Sortino | 5.59 | 1.5 |
| Payoff Ratio | 2.04 | 1.31 |
| Profit Factor | 1.84 | 1.17 |
| Common Sense Ratio | 3.63 | 1.42 |
| CPC Index | 1.8 | 0.75 |
| Tail Ratio | 1.98 | 1.21 |
| Outlier Win Ratio | 12.63 | 3.05 |
| Outlier Loss Ratio | 15.15 | 2.66 |
| Volatility (ann.) | 15.46% | 52.25% |
| R^2 | 0.14 | 0.14 |
| Calmar | 6.1 | 0.94 |
| Skew | 2.02 | 0.06 |
| Kurtosis | 14.25 | 3.96 |
| Expected Daily % | 0.11% | 0.1% |
| Expected Monthly % | 3.51% | 3.21% |
| Expected Yearly % | 34.04% | 30.77% |
| Kelly Criterion | 22.68% | 10.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -4.36% |
| Expected Shortfall (cVaR) | -1.21% | -4.36% |
| Year | BTCUSD | /home/ubuntu/l_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.72 | 10.47 | -0.23 | + |
| 2023 | 155.54 | 50.43 | 0.32 | - |
| 2024 | 121.00 | 91.55 | 0.76 | - |
| 2025 | -6.34 | 1.42 | -0.22 | + |
| Metric | /home/ubuntu/l_ | BTCUSD |
|---|---|---|
| MTD | 2.98% | 3.72% |
| 3M | 1.42% | -8.05% |
| 6M | 32.85% | 37.53% |
| YTD | 1.42% | -6.34% |
| 1Y | 56.01% | 30.1% |
| 3Y (ann.) | 51.86% | 46.59% |
| 5Y (ann.) | 51.86% | 46.59% |
| Metric | /home/ubuntu/l_ | BTCUSD |
|---|---|---|
| Max Drawdown | -8.5% | -49.72% |
| Longest DD Days | 120.0 | 401.0 |
| Avg. Drawdown | -1.57% | -7.95% |
| Avg. Drawdown Days | 17.0 | 36.0 |
| Recovery Factor | 26.21 | 3.87 |
| Ulcer Index | 0.99 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2022-12-05 | -8.50 | 82 |
| 2022-06-07 | 2022-07-19 | -7.28 | 42 |
| 2023-03-25 | 2023-06-21 | -6.56 | 88 |
| 2023-06-26 | 2023-10-24 | -6.18 | 120 |
| 2025-01-07 | 2025-03-25 | -5.64 | 77 |
| 2024-01-09 | 2024-02-09 | -4.02 | 31 |
| 2024-08-25 | 2024-09-19 | -3.83 | 25 |
| 2024-05-22 | 2024-07-16 | -3.79 | 55 |
| 2022-07-21 | 2022-07-28 | -3.55 | 7 |
| 2024-07-23 | 2024-08-24 | -3.17 | 32 |
| Metric | /home/ubuntu/l_ | BTCUSD |
|---|---|---|
| Best Day | 6.67% | 11.89% |
| Worst Day | -4.4% | -15.42% |
| Best Week | 11.75% | 35.75% |
| Worst Week | -4.4% | -29.64% |
| Best Month | 28.58% | 43.77% |
| Worst Month | -3.98% | -33.16% |
| Best Year | 91.55% | 155.54% |
| Worst Year | 1.42% | -44.72% |
| Avg. Up Day | 0.54% | 2.32% |
| Avg. Down Day | -0.26% | -1.77% |
| Avg. Up Week | 2.65% | 7.17% |
| Avg. Down Week | -0.85% | -4.66% |
| Avg. Up Month | 8.36% | 16.64% |
| Avg. Down Month | -1.81% | -11.9% |
| Win Days % | 48.08% | 48.97% |
| Win Month % | 61.76% | 61.76% |
| Win Week % | 52.7% | 51.33% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |