| Metric | /tmp/405865_var_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 351.06% | 98.79% |
| Max Drawdown | -17.58% | -66.89% |
| Sharpe | 1.88 | 0.68 |
| Sortino | 3.41 | 1.01 |
| Payoff Ratio | 1.45 | 1.26 |
| Profit Factor | 1.63 | 1.11 |
| Common Sense Ratio | 2.75 | 1.16 |
| CPC Index | 1.23 | 0.72 |
| Tail Ratio | 1.68 | 1.05 |
| Outlier Win Ratio | 16.14 | 3.66 |
| Outlier Loss Ratio | 4.7 | 2.95 |
| Volatility (ann.) | 27.89% | 54.83% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.55 | 0.37 |
| Skew | 1.59 | 0.2 |
| Kurtosis | 14.85 | 3.54 |
| Expected Daily % | 0.13% | 0.06% |
| Expected Monthly % | 4.04% | 1.82% |
| Expected Yearly % | 45.73% | 18.74% |
| Kelly Criterion | 18.9% | 13.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.26% | -4.62% |
| Expected Shortfall (cVaR) | -2.26% | -4.62% |
| Year | BTCUSD | /tmp/405865_var_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.04 | 23.06 | -0.37 | + |
| 2023 | 154.85 | 63.79 | 0.41 | - |
| 2024 | 119.18 | 132.57 | 1.11 | + |
| 2025 | -6.26 | -3.78 | 0.60 | + |
| Metric | /tmp/405865_var_daily_ | BTCUSD |
|---|---|---|
| MTD | 4.0% | 8.53% |
| 3M | -3.78% | -9.8% |
| 6M | 40.88% | 37.7% |
| YTD | -3.78% | -6.26% |
| 1Y | 71.5% | 34.78% |
| 3Y (ann.) | 64.0% | 26.26% |
| 5Y (ann.) | 62.4% | 24.75% |
| Metric | /tmp/405865_var_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -17.58% | -66.89% |
| Longest DD Days | 121.0 | 683.0 |
| Avg. Drawdown | -3.64% | -10.7% |
| Avg. Drawdown Days | 22.0 | 64.0 |
| Recovery Factor | 19.97 | 1.48 |
| Ulcer Index | 1.01 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-13 | -17.58 | 121 |
| 2022-06-01 | 2022-07-24 | -16.34 | 53 |
| 2023-03-25 | 2023-06-24 | -14.40 | 91 |
| 2023-06-26 | 2023-10-24 | -10.62 | 120 |
| 2023-12-10 | 2024-02-10 | -10.30 | 62 |
| 2025-01-07 | 2025-03-25 | -8.67 | 77 |
| 2024-08-27 | 2024-09-20 | -8.03 | 24 |
| 2022-07-25 | 2022-07-28 | -7.03 | 3 |
| 2022-03-30 | 2022-05-31 | -6.80 | 62 |
| 2024-05-22 | 2024-07-17 | -5.44 | 56 |
| Metric | /tmp/405865_var_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.41% | 28.96% |
| Worst Week | -7.92% | -30.92% |
| Best Month | 43.64% | 45.57% |
| Worst Month | -12.36% | -36.86% |
| Best Year | 132.57% | 154.85% |
| Worst Year | -3.78% | -62.04% |
| Avg. Up Day | 1.89% | 2.17% |
| Avg. Down Day | -1.3% | -1.71% |
| Avg. Up Week | 5.15% | 7.27% |
| Avg. Down Week | -2.94% | -5.29% |
| Avg. Up Month | 13.92% | 18.54% |
| Avg. Down Month | -4.74% | -12.59% |
| Win Days % | 52.03% | 51.5% |
| Win Month % | 61.76% | 55.26% |
| Win Week % | 57.14% | 53.01% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |