| Metric | 1_ | BTCUSD |
|---|---|---|
| Time in Market | 74.0% | 100.0% |
| Cumulative Return | 154.97% | 131.79% |
| Max Drawdown | -19.09% | -67.18% |
| Sharpe | 0.6 | 0.38 |
| Sortino | 0.93 | 0.56 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.24 | 1.04 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 12.37 | 3.92 |
| Outlier Loss Ratio | 7.68 | 3.61 |
| Volatility (ann.) | 13.91% | 26.66% |
| R^2 | 0.43 | 0.43 |
| Calmar | 1.81 | 0.45 |
| Skew | 0.79 | 0.18 |
| Kurtosis | 19.34 | 6.27 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.43% | 2.18% |
| Expected Yearly % | 26.36% | 23.39% |
| Kelly Criterion | 4.61% | 6.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.27% |
| Expected Shortfall (cVaR) | -1.17% | -2.27% |
| Year | BTCUSD | 1_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -3.20 | 0.06 | + |
| 2023 | 155.54 | 55.39 | 0.36 | - |
| 2024 | 121.00 | 85.09 | 0.70 | - |
| 2025 | -6.45 | -8.42 | 1.31 | - |
| Metric | 1_ | BTCUSD |
|---|---|---|
| MTD | -0.37% | 3.6% |
| 3M | -8.42% | -11.42% |
| 6M | 15.16% | 35.88% |
| YTD | -8.42% | -6.45% |
| 1Y | 28.53% | 24.76% |
| 3Y (ann.) | 35.54% | 25.14% |
| 5Y (ann.) | 34.52% | 30.52% |
| Metric | 1_ | BTCUSD |
|---|---|---|
| Max Drawdown | -19.09% | -67.18% |
| Longest DD Days | 224.0 | 683.0 |
| Avg. Drawdown | -3.33% | -6.5% |
| Avg. Drawdown Days | 18.0 | 32.0 |
| Recovery Factor | 8.12 | 1.96 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2022-09-13 | -19.09 | 167 |
| 2024-12-17 | 2025-03-27 | -17.97 | 99 |
| 2022-09-13 | 2023-01-13 | -17.29 | 122 |
| 2023-03-22 | 2023-11-01 | -16.33 | 224 |
| 2022-02-10 | 2022-03-28 | -13.07 | 45 |
| 2023-12-09 | 2024-02-11 | -11.96 | 63 |
| 2024-05-21 | 2024-07-19 | -10.57 | 59 |
| 2024-03-11 | 2024-05-20 | -10.37 | 69 |
| 2024-08-26 | 2024-09-24 | -9.49 | 29 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 1_ | BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 18.93% | 35.75% |
| Worst Week | -8.19% | -29.64% |
| Best Month | 35.01% | 43.77% |
| Worst Month | -12.86% | -37.12% |
| Best Year | 85.09% | 155.54% |
| Worst Year | -8.42% | -56.13% |
| Avg. Up Day | 0.5% | 0.9% |
| Avg. Down Day | -0.43% | -0.82% |
| Avg. Up Week | 4.07% | 7.11% |
| Avg. Down Week | -2.19% | -4.39% |
| Avg. Up Month | 11.65% | 17.64% |
| Avg. Down Month | -5.1% | -12.11% |
| Win Days % | 48.98% | 51.1% |
| Win Month % | 48.72% | 61.54% |
| Win Week % | 46.1% | 49.4% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |