| Metric | /tmp/405865_var2_ | BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 216.87% | 103.92% |
| Max Drawdown | -21.12% | -67.18% |
| Sharpe | 0.74 | 0.35 |
| Sortino | 1.18 | 0.5 |
| Payoff Ratio | 1.23 | 1.13 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | 1.47 | 1.03 |
| CPC Index | 0.73 | 0.61 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 18.56 | 4.05 |
| Outlier Loss Ratio | 5.57 | 3.57 |
| Volatility (ann.) | 13.71% | 26.57% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.12 | 0.38 |
| Skew | 1.13 | 0.16 |
| Kurtosis | 24.2 | 6.3 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.08% | 1.89% |
| Expected Yearly % | 33.42% | 19.5% |
| Kelly Criterion | 6.86% | 7.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -2.26% |
| Expected Shortfall (cVaR) | -1.15% | -2.26% |
| Year | BTCUSD | /tmp/405865_var2_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 13.30 | -0.22 | + |
| 2023 | 155.54 | 59.79 | 0.38 | - |
| 2024 | 121.00 | 84.16 | 0.70 | - |
| 2025 | -7.32 | -4.96 | 0.68 | + |
| Metric | /tmp/405865_var2_ | BTCUSD |
|---|---|---|
| MTD | 1.82% | 2.63% |
| 3M | -4.96% | -12.25% |
| 6M | 28.02% | 34.61% |
| YTD | -4.96% | -7.32% |
| 1Y | 38.27% | 23.79% |
| 3Y (ann.) | 45.6% | 24.94% |
| 5Y (ann.) | 44.76% | 25.68% |
| Metric | /tmp/405865_var2_ | BTCUSD |
|---|---|---|
| Max Drawdown | -21.12% | -67.18% |
| Longest DD Days | 122.0 | 683.0 |
| Avg. Drawdown | -3.31% | -6.94% |
| Avg. Drawdown Days | 16.0 | 36.0 |
| Recovery Factor | 10.27 | 1.55 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-31 | 2022-07-28 | -21.12 | 57 |
| 2022-09-13 | 2023-01-12 | -18.07 | 121 |
| 2023-03-22 | 2023-06-23 | -17.11 | 92 |
| 2023-06-23 | 2023-10-24 | -11.80 | 122 |
| 2023-12-09 | 2024-02-11 | -11.76 | 63 |
| 2024-08-27 | 2024-10-18 | -10.84 | 52 |
| 2024-12-17 | 2025-03-26 | -10.55 | 98 |
| 2022-03-29 | 2022-05-30 | -9.19 | 62 |
| 2022-03-09 | 2022-03-27 | -8.59 | 17 |
| 2024-05-19 | 2024-07-21 | -8.19 | 63 |
| Metric | /tmp/405865_var2_ | BTCUSD |
|---|---|---|
| Best Day | 6.78% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -7.89% | -29.64% |
| Best Month | 39.6% | 43.77% |
| Worst Month | -11.75% | -37.12% |
| Best Year | 84.16% | 155.54% |
| Worst Year | -4.96% | -61.04% |
| Avg. Up Day | 0.73% | 0.91% |
| Avg. Down Day | -0.6% | -0.81% |
| Avg. Up Week | 4.77% | 7.74% |
| Avg. Down Week | -2.13% | -4.99% |
| Avg. Up Month | 12.41% | 17.03% |
| Avg. Down Month | -3.66% | -11.28% |
| Win Days % | 48.72% | 51.08% |
| Win Month % | 47.37% | 60.53% |
| Win Week % | 48.67% | 48.8% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |