| Metric | grep_ | BTCUSD |
|---|---|---|
| Time in Market | 86.0% | 100.0% |
| Cumulative Return | 238.53% | 274.13% |
| Max Drawdown | -11.26% | -35.53% |
| Sharpe | 2.54 | 1.23 |
| Sortino | 5.2 | 1.9 |
| Payoff Ratio | 1.74 | 1.34 |
| Profit Factor | 1.68 | 1.21 |
| Common Sense Ratio | 2.8 | 1.46 |
| CPC Index | 1.46 | 0.8 |
| Tail Ratio | 1.67 | 1.21 |
| Outlier Win Ratio | 11.63 | 3.26 |
| Outlier Loss Ratio | 9.38 | 2.57 |
| Volatility (ann.) | 18.55% | 50.38% |
| R^2 | 0.21 | 0.21 |
| Calmar | 5.1 | 1.79 |
| Skew | 2.57 | 0.27 |
| Kurtosis | 18.72 | 3.57 |
| Expected Daily % | 0.12% | 0.13% |
| Expected Monthly % | 3.76% | 4.08% |
| Expected Yearly % | 35.64% | 39.08% |
| Kelly Criterion | 21.13% | 11.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -4.17% |
| Expected Shortfall (cVaR) | -1.47% | -4.17% |
| Year | BTCUSD | grep_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -28.83 | -5.33 | 0.18 | + |
| 2023 | 155.54 | 77.65 | 0.50 | - |
| 2024 | 121.00 | 102.76 | 0.85 | - |
| 2025 | -6.91 | -0.73 | 0.11 | + |
| Metric | grep_ | BTCUSD |
|---|---|---|
| MTD | 2.65% | 3.09% |
| 3M | -0.68% | -8.3% |
| 6M | 42.15% | 37.2% |
| YTD | -0.73% | -6.91% |
| 1Y | 61.06% | 24.34% |
| 3Y (ann.) | 57.49% | 63.46% |
| 5Y (ann.) | 57.49% | 63.46% |
| Metric | grep_ | BTCUSD |
|---|---|---|
| Max Drawdown | -11.26% | -35.53% |
| Longest DD Days | 153.0 | 231.0 |
| Avg. Drawdown | -1.74% | -6.49% |
| Avg. Drawdown Days | 15.0 | 21.0 |
| Recovery Factor | 21.18 | 7.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-14 | 2023-01-14 | -11.26 | 153 |
| 2023-06-26 | 2023-10-24 | -8.37 | 120 |
| 2024-01-11 | 2024-02-13 | -6.76 | 33 |
| 2024-12-17 | 2025-03-26 | -6.01 | 99 |
| 2024-05-22 | 2024-07-17 | -5.85 | 56 |
| 2022-07-21 | 2022-07-29 | -5.07 | 8 |
| 2023-04-28 | 2023-06-21 | -3.82 | 54 |
| 2024-03-14 | 2024-05-14 | -3.77 | 61 |
| 2023-12-10 | 2024-01-08 | -3.60 | 29 |
| 2024-08-26 | 2024-09-20 | -3.10 | 25 |
| Metric | grep_ | BTCUSD |
|---|---|---|
| Best Day | 8.58% | 11.89% |
| Worst Day | -5.12% | -14.33% |
| Best Week | 16.23% | 35.75% |
| Worst Week | -4.92% | -19.4% |
| Best Month | 35.22% | 43.77% |
| Worst Month | -6.77% | -17.69% |
| Best Year | 102.76% | 155.54% |
| Worst Year | -5.33% | -28.83% |
| Avg. Up Day | 0.77% | 2.37% |
| Avg. Down Day | -0.44% | -1.77% |
| Avg. Up Week | 3.05% | 6.78% |
| Avg. Down Week | -1.13% | -4.61% |
| Avg. Up Month | 8.76% | 14.78% |
| Avg. Down Month | -2.29% | -9.91% |
| Win Days % | 49.88% | 49.34% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 54.01% | 51.39% |
| Win Quarter % | 72.73% | 54.55% |
| Win Year % | 50.0% | 50.0% |