| Metric | /tmp/max.btc.all_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 100.0% |
| Cumulative Return | 222.33% | 115.32% |
| Max Drawdown | -9.3% | -66.89% |
| Sharpe | 2.57 | 0.72 |
| Sortino | 5.09 | 1.08 |
| Payoff Ratio | 1.62 | 1.12 |
| Profit Factor | 1.67 | 1.12 |
| Common Sense Ratio | 2.87 | 1.18 |
| CPC Index | 1.35 | 0.65 |
| Tail Ratio | 1.72 | 1.05 |
| Outlier Win Ratio | 11.55 | 3.01 |
| Outlier Loss Ratio | 14.47 | 2.42 |
| Volatility (ann.) | 15.11% | 54.73% |
| R^2 | 0.45 | 0.45 |
| Calmar | 4.93 | 0.42 |
| Skew | 2.04 | 0.2 |
| Kurtosis | 14.06 | 3.57 |
| Expected Daily % | 0.1% | 0.07% |
| Expected Monthly % | 3.13% | 2.04% |
| Expected Yearly % | 33.99% | 21.14% |
| Kelly Criterion | 18.86% | 8.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -4.6% |
| Expected Shortfall (cVaR) | -1.19% | -4.6% |
| Year | BTCUSD | /tmp/max.btc.all_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.29 | 10.20 | -0.17 | + |
| 2023 | 154.85 | 55.15 | 0.36 | - |
| 2024 | 119.18 | 87.51 | 0.73 | - |
| 2025 | -5.31 | 0.54 | -0.10 | + |
| Metric | /tmp/max.btc.all_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.96% | 9.63% |
| 3M | 0.39% | -8.34% |
| 6M | 34.24% | 37.33% |
| YTD | 0.54% | -5.31% |
| 1Y | 60.1% | 29.94% |
| 3Y (ann.) | 45.53% | 25.65% |
| 5Y (ann.) | 45.85% | 28.06% |
| Metric | /tmp/max.btc.all_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -9.3% | -66.89% |
| Longest DD Days | 156.0 | 683.0 |
| Avg. Drawdown | -1.44% | -10.31% |
| Avg. Drawdown Days | 15.0 | 64.0 |
| Recovery Factor | 23.91 | 1.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-07-29 | -9.30 | 57 |
| 2022-08-10 | 2023-01-13 | -8.83 | 156 |
| 2024-01-09 | 2024-02-13 | -6.43 | 35 |
| 2023-06-26 | 2023-10-24 | -6.27 | 120 |
| 2023-04-15 | 2023-06-21 | -5.29 | 67 |
| 2024-05-22 | 2024-07-17 | -5.06 | 56 |
| 2022-03-03 | 2022-03-28 | -3.81 | 25 |
| 2024-08-25 | 2024-09-19 | -3.51 | 25 |
| 2024-12-18 | 2025-03-26 | -3.46 | 98 |
| 2023-12-10 | 2024-01-08 | -3.11 | 29 |
| Metric | /tmp/max.btc.all_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.49% | 14.21% |
| Worst Day | -4.32% | -14.67% |
| Best Week | 11.8% | 28.96% |
| Worst Week | -4.83% | -30.92% |
| Best Month | 28.61% | 45.57% |
| Worst Month | -6.73% | -36.86% |
| Best Year | 87.51% | 154.85% |
| Worst Year | 0.54% | -59.29% |
| Avg. Up Day | 0.62% | 2.22% |
| Avg. Down Day | -0.38% | -1.98% |
| Avg. Up Week | 2.29% | 6.23% |
| Avg. Down Week | -0.93% | -4.77% |
| Avg. Up Month | 7.7% | 16.65% |
| Avg. Down Month | -2.28% | -13.29% |
| Win Days % | 49.78% | 51.59% |
| Win Month % | 65.79% | 55.26% |
| Win Week % | 53.94% | 53.33% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |