| Metric | /home/ubuntu/l.all.uniq_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 209.82% | 130.31% |
| Max Drawdown | -7.48% | -66.89% |
| Sharpe | 2.78 | 0.75 |
| Sortino | 5.7 | 1.13 |
| Payoff Ratio | 1.67 | 1.11 |
| Profit Factor | 1.71 | 1.12 |
| Common Sense Ratio | 2.61 | 1.19 |
| CPC Index | 1.43 | 0.64 |
| Tail Ratio | 1.53 | 1.06 |
| Outlier Win Ratio | 12.86 | 2.97 |
| Outlier Loss Ratio | 15.74 | 2.4 |
| Volatility (ann.) | 13.18% | 55.08% |
| R^2 | 0.32 | 0.32 |
| Calmar | 5.75 | 0.45 |
| Skew | 2.25 | 0.22 |
| Kurtosis | 13.9 | 3.49 |
| Expected Daily % | 0.1% | 0.07% |
| Expected Monthly % | 2.94% | 2.16% |
| Expected Yearly % | 32.67% | 23.19% |
| Kelly Criterion | 20.49% | 7.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -4.63% |
| Expected Shortfall (cVaR) | -1.03% | -4.63% |
| Year | BTCUSD | /home/ubuntu/l.all.uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.01 | 6.84 | -0.12 | + |
| 2023 | 154.85 | 58.18 | 0.38 | - |
| 2024 | 119.18 | 82.49 | 0.69 | - |
| 2025 | -6.26 | 0.46 | -0.07 | + |
| Metric | /home/ubuntu/l.all.uniq_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.27% | 8.53% |
| 3M | 0.26% | -9.8% |
| 6M | 33.28% | 37.7% |
| YTD | 0.46% | -6.26% |
| 1Y | 60.75% | 34.78% |
| 3Y (ann.) | 43.94% | 26.26% |
| 5Y (ann.) | 43.0% | 30.2% |
| Metric | /home/ubuntu/l.all.uniq_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.48% | -66.89% |
| Longest DD Days | 156.0 | 683.0 |
| Avg. Drawdown | -1.3% | -9.49% |
| Avg. Drawdown Days | 15.0 | 59.0 |
| Recovery Factor | 28.06 | 1.95 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-07-29 | -7.48 | 57 |
| 2022-08-10 | 2023-01-13 | -6.54 | 156 |
| 2024-01-09 | 2024-02-27 | -6.31 | 49 |
| 2024-05-22 | 2024-07-15 | -5.02 | 54 |
| 2023-06-26 | 2023-10-23 | -4.69 | 119 |
| 2023-04-15 | 2023-06-21 | -4.49 | 67 |
| 2025-03-03 | 2025-03-25 | -4.25 | 22 |
| 2024-03-13 | 2024-03-25 | -3.84 | 12 |
| 2025-01-25 | 2025-03-02 | -3.65 | 36 |
| 2022-03-03 | 2022-03-28 | -2.72 | 25 |
| Metric | /home/ubuntu/l.all.uniq_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.29% | 14.21% |
| Worst Day | -2.74% | -14.67% |
| Best Week | 11.67% | 28.96% |
| Worst Week | -4.08% | -30.92% |
| Best Month | 25.96% | 45.57% |
| Worst Month | -4.7% | -36.86% |
| Best Year | 82.49% | 154.85% |
| Worst Year | 0.46% | -56.01% |
| Avg. Up Day | 0.54% | 2.18% |
| Avg. Down Day | -0.33% | -1.97% |
| Avg. Up Week | 2.03% | 5.99% |
| Avg. Down Week | -0.84% | -4.75% |
| Avg. Up Month | 6.41% | 15.73% |
| Avg. Down Month | -1.87% | -13.29% |
| Win Days % | 50.27% | 51.56% |
| Win Month % | 69.23% | 56.41% |
| Win Week % | 56.55% | 53.25% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |