| Metric | /home/ubuntu/l.all.uniq_ | BTCUSD |
|---|---|---|
| Time in Market | 89.0% | 100.0% |
| Cumulative Return | 77.04% | 133.96% |
| Max Drawdown | -44.24% | -67.18% |
| Sharpe | 0.42 | 0.39 |
| Sortino | 0.46 | 0.56 |
| Payoff Ratio | 1.3 | 1.1 |
| Profit Factor | 1.2 | 1.07 |
| Common Sense Ratio | 1.56 | 1.04 |
| CPC Index | 0.77 | 0.6 |
| Tail Ratio | 1.29 | 0.97 |
| Outlier Win Ratio | 16.32 | 3.1 |
| Outlier Loss Ratio | 14.4 | 2.83 |
| Volatility (ann.) | 13.72% | 26.69% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.45 | 0.46 |
| Skew | -44.69 | 0.18 |
| Kurtosis | 2669.01 | 6.22 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.48% | 2.2% |
| Expected Yearly % | 15.35% | 23.68% |
| Kelly Criterion | 10.01% | 6.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.27% |
| Expected Shortfall (cVaR) | -1.17% | -2.27% |
| Year | BTCUSD | /home/ubuntu/l.all.uniq_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 6.82 | -0.12 | + |
| 2023 | 155.54 | 58.23 | 0.37 | - |
| 2024 | 121.00 | 82.69 | 0.68 | - |
| 2025 | -7.32 | -42.67 | 5.83 | - |
| Metric | /home/ubuntu/l.all.uniq_ | BTCUSD |
|---|---|---|
| MTD | -41.78% | 2.63% |
| 3M | -42.89% | -12.25% |
| 6M | -24.4% | 34.61% |
| YTD | -42.67% | -7.32% |
| 1Y | -10.14% | 23.79% |
| 3Y (ann.) | 19.16% | 24.94% |
| 5Y (ann.) | 19.78% | 30.81% |
| Metric | /home/ubuntu/l.all.uniq_ | BTCUSD |
|---|---|---|
| Max Drawdown | -44.24% | -67.18% |
| Longest DD Days | 157.0 | 683.0 |
| Avg. Drawdown | -1.2% | -6.47% |
| Avg. Drawdown Days | 7.0 | 31.0 |
| Recovery Factor | 1.74 | 1.99 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-26 | -44.24 | 23 |
| 2022-05-31 | 2022-07-28 | -8.22 | 57 |
| 2022-08-08 | 2023-01-13 | -7.02 | 157 |
| 2024-01-09 | 2024-02-15 | -6.68 | 37 |
| 2023-06-23 | 2023-10-23 | -5.49 | 121 |
| 2024-05-21 | 2024-07-15 | -5.48 | 55 |
| 2023-04-14 | 2023-06-20 | -4.93 | 67 |
| 2024-03-11 | 2024-03-25 | -4.40 | 13 |
| 2025-01-21 | 2025-03-02 | -4.39 | 39 |
| 2024-03-05 | 2024-03-08 | -3.81 | 3 |
| Metric | /home/ubuntu/l.all.uniq_ | BTCUSD |
|---|---|---|
| Best Day | 6.08% | 9.33% |
| Worst Day | -42.5% | -9.32% |
| Best Week | 12.78% | 35.75% |
| Worst Week | -42.29% | -29.64% |
| Best Month | 26.05% | 43.77% |
| Worst Month | -41.78% | -37.12% |
| Best Year | 82.69% | 155.54% |
| Worst Year | -42.67% | -55.3% |
| Avg. Up Day | 0.21% | 0.95% |
| Avg. Down Day | -0.16% | -0.86% |
| Avg. Up Week | 2.2% | 6.75% |
| Avg. Down Week | -0.84% | -4.62% |
| Avg. Up Month | 6.23% | 14.81% |
| Avg. Down Month | -2.04% | -13.06% |
| Win Days % | 49.07% | 51.08% |
| Win Month % | 69.23% | 61.54% |
| Win Week % | 55.03% | 49.7% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |