| Metric | /tmp/405865_var_ | BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 357.37% | 103.11% |
| Max Drawdown | -18.38% | -67.18% |
| Sharpe | 0.95 | 0.35 |
| Sortino | 1.53 | 0.5 |
| Payoff Ratio | 1.29 | 1.21 |
| Profit Factor | 1.31 | 1.06 |
| Common Sense Ratio | 1.71 | 1.03 |
| CPC Index | 0.83 | 0.65 |
| Tail Ratio | 1.31 | 0.98 |
| Outlier Win Ratio | 19.46 | 4.1 |
| Outlier Loss Ratio | 5.09 | 3.58 |
| Volatility (ann.) | 13.94% | 26.59% |
| R^2 | 0.29 | 0.29 |
| Calmar | 3.43 | 0.38 |
| Skew | 1.27 | 0.16 |
| Kurtosis | 24.49 | 6.29 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 4.08% | 1.88% |
| Expected Yearly % | 46.24% | 19.38% |
| Kelly Criterion | 9.56% | 10.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -2.26% |
| Expected Shortfall (cVaR) | -1.16% | -2.26% |
| Year | BTCUSD | /tmp/405865_var_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.19 | 25.01 | -0.41 | + |
| 2023 | 155.54 | 63.79 | 0.41 | - |
| 2024 | 121.00 | 132.57 | 1.10 | + |
| 2025 | -7.32 | -3.95 | 0.54 | + |
| Metric | /tmp/405865_var_ | BTCUSD |
|---|---|---|
| MTD | 3.82% | 2.63% |
| 3M | -3.95% | -12.25% |
| 6M | 37.73% | 34.61% |
| YTD | -3.95% | -7.32% |
| 1Y | 71.19% | 23.79% |
| 3Y (ann.) | 62.29% | 24.94% |
| 5Y (ann.) | 62.98% | 25.57% |
| Metric | /tmp/405865_var_ | BTCUSD |
|---|---|---|
| Max Drawdown | -18.38% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -2.91% | -6.87% |
| Avg. Drawdown Days | 13.0 | 36.0 |
| Recovery Factor | 19.45 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-24 | -18.38 | 53 |
| 2022-09-13 | 2023-01-12 | -18.23 | 121 |
| 2023-03-22 | 2023-06-23 | -15.45 | 92 |
| 2023-06-23 | 2023-10-24 | -12.16 | 122 |
| 2023-12-09 | 2024-02-09 | -11.82 | 62 |
| 2025-01-07 | 2025-03-26 | -11.68 | 78 |
| 2024-08-26 | 2024-09-20 | -8.85 | 24 |
| 2022-03-29 | 2022-05-30 | -8.66 | 62 |
| 2022-07-24 | 2022-07-27 | -8.16 | 3 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | /tmp/405865_var_ | BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.85% | -29.64% |
| Best Month | 43.64% | 43.77% |
| Worst Month | -12.46% | -37.12% |
| Best Year | 132.57% | 155.54% |
| Worst Year | -3.95% | -61.19% |
| Avg. Up Day | 0.84% | 0.94% |
| Avg. Down Day | -0.65% | -0.78% |
| Avg. Up Week | 5.45% | 7.76% |
| Avg. Down Week | -2.69% | -5.27% |
| Avg. Up Month | 12.91% | 16.19% |
| Avg. Down Month | -4.94% | -11.59% |
| Win Days % | 49.14% | 51.07% |
| Win Month % | 61.76% | 60.53% |
| Win Week % | 55.79% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |