| Metric | /tmp/btc_100.no1_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 75.0% | 100.0% |
| Cumulative Return | 2,974.90% | 6,847.19% |
| Max Drawdown | -51.01% | -83.62% |
| Sharpe | 1.31 | 1.09 |
| Sortino | 2.08 | 1.63 |
| Payoff Ratio | 1.31 | 1.18 |
| Profit Factor | 1.31 | 1.18 |
| Common Sense Ratio | 1.66 | 1.32 |
| CPC Index | 0.84 | 0.72 |
| Tail Ratio | 1.27 | 1.12 |
| Outlier Win Ratio | 10.48 | 3.54 |
| Outlier Loss Ratio | 6.94 | 3.3 |
| Volatility (ann.) | 37.9% | 72.84% |
| R^2 | 0.53 | 0.53 |
| Calmar | 1.03 | 0.82 |
| Skew | 0.58 | -0.06 |
| Kurtosis | 9.84 | 6.66 |
| Expected Daily % | 0.12% | 0.14% |
| Expected Monthly % | 3.56% | 4.42% |
| Expected Yearly % | 46.32% | 60.19% |
| Kelly Criterion | 9.98% | 9.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.13% | -6.05% |
| Expected Shortfall (cVaR) | -3.13% | -6.05% |
| Year | BTCUSD | /tmp/btc_100.no1_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2017 | 1067.27 | 67.12 | 0.06 | - |
| 2018 | -73.42 | -17.29 | 0.24 | + |
| 2019 | 94.27 | 51.02 | 0.54 | - |
| 2020 | 304.42 | 315.53 | 1.04 | + |
| 2021 | 59.34 | 34.73 | 0.59 | - |
| 2022 | -64.22 | -42.17 | 0.66 | + |
| 2023 | 155.54 | 140.04 | 0.90 | - |
| 2024 | 121.00 | 100.24 | 0.83 | - |
| 2025 | -11.51 | -5.34 | 0.46 | + |
| Metric | /tmp/btc_100.no1_daily_ | BTCUSD |
|---|---|---|
| MTD | -0.92% | -2.0% |
| 3M | -5.53% | -13.65% |
| 6M | 41.77% | 26.75% |
| YTD | -5.34% | -11.51% |
| 1Y | 74.94% | 16.68% |
| 3Y (ann.) | 37.08% | 20.53% |
| 5Y (ann.) | 60.85% | 67.54% |
| Metric | /tmp/btc_100.no1_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -51.01% | -83.62% |
| Longest DD Days | 545.0 | 1079.0 |
| Avg. Drawdown | -5.0% | -10.89% |
| Avg. Drawdown Days | 31.0 | 49.0 |
| Recovery Factor | 58.33 | 81.88 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-08-29 | -51.01 | 545 |
| 2021-01-09 | 2022-01-12 | -37.92 | 368 |
| 2019-06-27 | 2020-04-23 | -35.76 | 301 |
| 2018-09-22 | 2019-05-11 | -34.41 | 231 |
| 2017-12-17 | 2018-09-21 | -18.77 | 278 |
| 2022-01-13 | 2022-02-08 | -16.83 | 26 |
| 2025-03-03 | 2025-03-29 | -15.41 | 26 |
| 2024-01-09 | 2024-03-11 | -12.86 | 62 |
| 2024-03-12 | 2024-04-20 | -12.53 | 39 |
| 2020-05-08 | 2020-06-01 | -12.02 | 24 |
| Metric | /tmp/btc_100.no1_daily_ | BTCUSD |
|---|---|---|
| Best Day | 12.57% | 22.27% |
| Worst Day | -14.11% | -39.01% |
| Best Week | 33.68% | 45.75% |
| Worst Week | -22.01% | -38.6% |
| Best Month | 37.09% | 80.49% |
| Worst Month | -23.98% | -37.12% |
| Best Year | 315.53% | 1067.27% |
| Worst Year | -42.17% | -73.42% |
| Avg. Up Day | 1.67% | 2.88% |
| Avg. Down Day | -1.27% | -2.43% |
| Avg. Up Week | 4.29% | 8.28% |
| Avg. Down Week | -2.77% | -6.36% |
| Avg. Up Month | 11.99% | 23.75% |
| Avg. Down Month | -6.75% | -13.5% |
| Win Days % | 48.88% | 51.07% |
| Win Month % | 64.21% | 54.64% |
| Win Week % | 55.65% | 54.19% |
| Win Quarter % | 66.67% | 54.55% |
| Win Year % | 66.67% | 66.67% |