| Metric | grep.f_ | BTCUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 229.79% | 274.13% |
| Max Drawdown | -10.85% | -35.53% |
| Sharpe | 2.49 | 1.23 |
| Sortino | 5.02 | 1.9 |
| Payoff Ratio | 1.77 | 1.48 |
| Profit Factor | 1.7 | 1.21 |
| Common Sense Ratio | 2.87 | 1.46 |
| CPC Index | 1.5 | 0.88 |
| Tail Ratio | 1.69 | 1.21 |
| Outlier Win Ratio | 14.44 | 3.32 |
| Outlier Loss Ratio | 7.47 | 2.52 |
| Volatility (ann.) | 18.53% | 50.38% |
| R^2 | 0.1 | 0.1 |
| Calmar | 5.16 | 1.79 |
| Skew | 2.19 | 0.27 |
| Kurtosis | 17.0 | 3.57 |
| Expected Daily % | 0.12% | 0.13% |
| Expected Monthly % | 3.68% | 4.08% |
| Expected Yearly % | 34.76% | 39.08% |
| Kelly Criterion | 21.74% | 15.08% |
| 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.f_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -28.83 | -0.67 | 0.02 | + |
| 2023 | 155.54 | 56.70 | 0.36 | - |
| 2024 | 121.00 | 104.44 | 0.86 | - |
| 2025 | -6.91 | 3.64 | -0.53 | + |
| Metric | grep.f_ | BTCUSD |
|---|---|---|
| MTD | 3.26% | 3.09% |
| 3M | 3.13% | -8.3% |
| 6M | 45.14% | 37.2% |
| YTD | 3.64% | -6.91% |
| 1Y | 59.87% | 24.34% |
| 3Y (ann.) | 55.96% | 63.46% |
| 5Y (ann.) | 55.96% | 63.46% |
| Metric | grep.f_ | BTCUSD |
|---|---|---|
| Max Drawdown | -10.85% | -35.53% |
| Longest DD Days | 102.0 | 231.0 |
| Avg. Drawdown | -1.67% | -6.49% |
| Avg. Drawdown Days | 13.0 | 21.0 |
| Recovery Factor | 21.17 | 7.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-26 | 2022-11-10 | -10.85 | 76 |
| 2023-07-14 | 2023-10-24 | -7.30 | 102 |
| 2023-04-28 | 2023-06-24 | -5.69 | 57 |
| 2022-07-21 | 2022-07-29 | -4.68 | 8 |
| 2023-02-24 | 2023-03-13 | -4.46 | 17 |
| 2024-08-26 | 2024-09-20 | -4.42 | 25 |
| 2023-12-10 | 2024-02-09 | -4.38 | 61 |
| 2024-05-22 | 2024-07-20 | -4.13 | 59 |
| 2024-04-01 | 2024-05-16 | -3.64 | 45 |
| 2025-01-23 | 2025-03-26 | -3.43 | 62 |
| Metric | grep.f_ | BTCUSD |
|---|---|---|
| Best Day | 8.25% | 11.89% |
| Worst Day | -6.69% | -14.33% |
| Best Week | 15.52% | 35.75% |
| Worst Week | -5.53% | -19.4% |
| Best Month | 33.12% | 43.77% |
| Worst Month | -6.15% | -17.69% |
| Best Year | 104.44% | 155.54% |
| Worst Year | -0.67% | -28.83% |
| Avg. Up Day | 0.92% | 2.28% |
| Avg. Down Day | -0.52% | -1.54% |
| Avg. Up Week | 3.13% | 7.01% |
| Avg. Down Week | -1.21% | -4.01% |
| Avg. Up Month | 8.11% | 15.25% |
| Avg. Down Month | -1.97% | -8.22% |
| Win Days % | 50.0% | 49.34% |
| Win Month % | 62.5% | 63.64% |
| Win Week % | 55.65% | 51.39% |
| Win Quarter % | 72.73% | 54.55% |
| Win Year % | 75.0% | 50.0% |