| Metric | /tmp/405865_var2_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 217.87% | 104.94% |
| Max Drawdown | -19.11% | -66.89% |
| Sharpe | 1.47 | 0.69 |
| Sortino | 2.59 | 1.03 |
| Payoff Ratio | 1.41 | 1.2 |
| Profit Factor | 1.44 | 1.11 |
| Common Sense Ratio | 2.1 | 1.17 |
| CPC Index | 0.98 | 0.69 |
| Tail Ratio | 1.46 | 1.05 |
| Outlier Win Ratio | 15.21 | 3.66 |
| Outlier Loss Ratio | 5.31 | 3.0 |
| Volatility (ann.) | 27.95% | 54.83% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.36 | 0.39 |
| Skew | 1.49 | 0.2 |
| Kurtosis | 13.92 | 3.53 |
| Expected Daily % | 0.1% | 0.06% |
| Expected Monthly % | 3.09% | 1.91% |
| Expected Yearly % | 33.53% | 19.65% |
| Kelly Criterion | 11.97% | 11.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.29% | -4.62% |
| Expected Shortfall (cVaR) | -2.29% | -4.62% |
| Year | BTCUSD | /tmp/405865_var2_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.86 | 13.46 | -0.22 | + |
| 2023 | 154.85 | 59.78 | 0.39 | - |
| 2024 | 119.18 | 84.16 | 0.71 | - |
| 2025 | -6.26 | -4.79 | 0.77 | + |
| Metric | /tmp/405865_var2_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.0% | 8.53% |
| 3M | -4.79% | -9.8% |
| 6M | 30.95% | 37.7% |
| YTD | -4.79% | -6.26% |
| 1Y | 38.52% | 34.78% |
| 3Y (ann.) | 47.13% | 26.26% |
| 5Y (ann.) | 45.0% | 25.93% |
| Metric | /tmp/405865_var2_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -19.11% | -66.89% |
| Longest DD Days | 121.0 | 683.0 |
| Avg. Drawdown | -4.02% | -10.17% |
| Avg. Drawdown Days | 24.0 | 61.0 |
| Recovery Factor | 11.4 | 1.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-01 | 2022-07-29 | -19.11 | 58 |
| 2022-09-14 | 2023-01-13 | -17.58 | 121 |
| 2023-03-25 | 2023-06-25 | -16.08 | 92 |
| 2023-12-10 | 2024-02-11 | -11.41 | 63 |
| 2023-06-26 | 2023-10-24 | -10.22 | 120 |
| 2024-08-27 | 2024-10-21 | -10.22 | 55 |
| 2024-12-18 | 2025-03-25 | -10.02 | 97 |
| 2024-05-20 | 2024-07-27 | -7.70 | 68 |
| 2022-03-30 | 2022-05-31 | -7.34 | 62 |
| 2022-03-10 | 2022-03-26 | -7.32 | 16 |
| Metric | /tmp/405865_var2_daily_ | BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -9.3% | -14.67% |
| Best Week | 15.41% | 28.96% |
| Worst Week | -8.05% | -30.92% |
| Best Month | 39.6% | 45.57% |
| Worst Month | -11.56% | -36.86% |
| Best Year | 84.16% | 154.85% |
| Worst Year | -4.79% | -60.86% |
| Avg. Up Day | 1.69% | 2.17% |
| Avg. Down Day | -1.2% | -1.8% |
| Avg. Up Week | 4.68% | 7.33% |
| Avg. Down Week | -2.48% | -5.26% |
| Avg. Up Month | 12.58% | 19.24% |
| Avg. Down Month | -3.79% | -11.62% |
| Win Days % | 48.57% | 51.5% |
| Win Month % | 52.63% | 55.26% |
| Win Week % | 50.0% | 53.01% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |