| Metric | /tmp/max.btc.uniq_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 98.0% | 100.0% |
| Cumulative Return | 218.93% | 132.65% |
| Max Drawdown | -7.69% | -66.89% |
| Sharpe | 2.75 | 0.76 |
| Sortino | 5.6 | 1.14 |
| Payoff Ratio | 1.68 | 1.12 |
| Profit Factor | 1.71 | 1.12 |
| Common Sense Ratio | 2.67 | 1.19 |
| CPC Index | 1.43 | 0.65 |
| Tail Ratio | 1.56 | 1.06 |
| Outlier Win Ratio | 12.37 | 2.97 |
| Outlier Loss Ratio | 15.63 | 2.42 |
| Volatility (ann.) | 13.67% | 55.05% |
| R^2 | 0.35 | 0.35 |
| Calmar | 5.76 | 0.46 |
| Skew | 2.21 | 0.22 |
| Kurtosis | 14.06 | 3.49 |
| Expected Daily % | 0.1% | 0.07% |
| Expected Monthly % | 3.02% | 2.19% |
| Expected Yearly % | 33.64% | 23.5% |
| Kelly Criterion | 19.82% | 8.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -4.63% |
| Expected Shortfall (cVaR) | -1.07% | -4.63% |
| Year | BTCUSD | /tmp/max.btc.uniq_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.01 | 7.87 | -0.14 | + |
| 2023 | 154.85 | 58.83 | 0.38 | - |
| 2024 | 119.18 | 85.27 | 0.72 | - |
| 2025 | -5.31 | 0.47 | -0.09 | + |
| Metric | /tmp/max.btc.uniq_daily_ | BTCUSD |
|---|---|---|
| MTD | 2.67% | 9.63% |
| 3M | 0.43% | -8.34% |
| 6M | 33.76% | 37.33% |
| YTD | 0.47% | -5.31% |
| 1Y | 59.39% | 29.94% |
| 3Y (ann.) | 45.09% | 25.65% |
| 5Y (ann.) | 44.27% | 30.58% |
| Metric | /tmp/max.btc.uniq_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -7.69% | -66.89% |
| Longest DD Days | 156.0 | 683.0 |
| Avg. Drawdown | -1.21% | -9.49% |
| Avg. Drawdown Days | 15.0 | 59.0 |
| Recovery Factor | 28.47 | 1.98 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-02 | 2022-07-29 | -7.69 | 57 |
| 2022-08-10 | 2023-01-13 | -7.17 | 156 |
| 2024-01-09 | 2024-02-15 | -6.44 | 37 |
| 2023-06-26 | 2023-10-23 | -5.25 | 119 |
| 2024-05-22 | 2024-07-16 | -5.00 | 55 |
| 2023-04-15 | 2023-06-21 | -4.54 | 67 |
| 2024-12-18 | 2025-03-26 | -3.95 | 98 |
| 2024-03-13 | 2024-03-25 | -3.50 | 12 |
| 2024-08-25 | 2024-09-19 | -2.88 | 25 |
| 2022-03-03 | 2022-03-28 | -2.85 | 25 |
| Metric | /tmp/max.btc.uniq_daily_ | BTCUSD |
|---|---|---|
| Best Day | 6.43% | 14.21% |
| Worst Day | -3.28% | -14.67% |
| Best Week | 12.01% | 28.96% |
| Worst Week | -4.2% | -30.92% |
| Best Month | 27.41% | 45.57% |
| Worst Month | -5.16% | -36.86% |
| Best Year | 85.27% | 154.85% |
| Worst Year | 0.47% | -56.01% |
| Avg. Up Day | 0.57% | 2.2% |
| Avg. Down Day | -0.34% | -1.96% |
| Avg. Up Week | 2.18% | 6.16% |
| Avg. Down Week | -0.86% | -4.75% |
| Avg. Up Month | 7.01% | 15.93% |
| Avg. Down Month | -1.96% | -13.29% |
| Win Days % | 49.69% | 51.6% |
| Win Month % | 66.67% | 56.41% |
| Win Week % | 54.76% | 53.25% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 100.0% | 50.0% |